Internal and External Stabilization of Linear Systems with Constraints

Systems & Control: Foundations & Applications Series Editor Tamer Ba¸sar, University of Illinois at Urbana-Champaign, Urbana, IL, USA Editorial Board Karl Johan Åström, Lund University of Technology, Lund, Sweden Han-Fu Chen, Academia Sinica, Beijing, China Bill Helton, University of California, San Diego, CA, USA Alberto Isidori, University of Rome, Rome, Italy; Washington University, St. Louis, MO, USA Petar V. Kokotovi´c, University of California, Santa Barbara, CA, USA Alexander Kurzhanski, Russian Academy of Sciences, Moscow, Russia; University of California, Berkeley, CA, USA H. Vincent Poor, Princeton University, Princeton, NJ, USA Mete Soner, Koç University, Istanbul, Turkey

For further volumes: http://www.springer.com/series/4895

Ali Saberi  Anton A. Stoorvogel  Peddapullaiah Sannuti

Internal and External Stabilization of Linear Systems with Constraints

Ali Saberi School of Electrical Engineering and Computer Science Washington State University Pullman, WA, USA

Anton A. Stoorvogel Department of Electrical Engineering, Mathematics, and Computer Science University of Twente Enschede, The Netherlands

Peddapullaiah Sannuti Department of Electrical and Computer Engineering Rutgers University Piscataway, NJ, USA

ISBN: 978-0-8176-4786-5 ISBN: 978-0-8176-4787-2 (eBook) DOI: 10.1007/978-0-8176-4787-2 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012939202 Mathematics Subject Classification (2010): 93-02, 93C10, 93D15 © Springer Science+Business Media New York 2012 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.birkhauser-science.com)

This book is dedicated to: Ann, Ingmar, Ula, Dmitri, and Mirabella (Ali Saberi) My parents (Anton A. Stoorvogel) Jayanth (Pedda Sannuti) and to the glory of man

Contents

Preface 1

Introduction

2

Preliminaries 2.1 A list of symbols . . . . . . . . . . . . . . . . . . . . . . . 2.2 Matrices, linear spaces, and linear operators . . . . . . . . . 2.3 Norms of deterministic signals . . . . . . . . . . . . . . . . 2.4 Norms of stochastic signals . . . . . . . . . . . . . . . . . 2.5 Norms of linear time- or shift-invariant systems . . . . . . . 2.6 A class of saturation functions . . . . . . . . . . . . . . . . 2.7 Internal stability . . . . . . . . . . . . . . . . . . . . . . . 2.7.1 Lyapunov’s direct method . . . . . . . . . . . . . . 2.8 External stability . . . . . . . . . . . . . . . . . . . . . . . 2.9 Relationship between internal stability and external stability

3

XV 1

. . . . . . . . . .

A special coordinate basis (SCB) of linear multivariable systems 3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2 The SCB . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2.1 Structure of the SCB . . . . . . . . . . . . . . . . . . 3.2.2 SCB equations . . . . . . . . . . . . . . . . . . . . . 3.2.3 A compact form . . . . . . . . . . . . . . . . . . . . 3.3 Properties of the SCB . . . . . . . . . . . . . . . . . . . . . 3.3.1 Observability (detectability) and controllability (stabilizability) . . . . . . . . . . . . . . . . . . . . . 3.3.2 Left and right invertibility . . . . . . . . . . . . . . . 3.3.3 Finite zero structure . . . . . . . . . . . . . . . . . . 3.3.4 Infinite zero structure . . . . . . . . . . . . . . . . . 3.3.5 Geometric subspaces . . . . . . . . . . . . . . . . . 3.3.6 Miscellaneous properties of the SCB . . . . . . . . . 3.3.7 Additional compact forms of the SCB . . . . . . . . . 3.4 Software packages to generate SCB . . . . . . . . . . . . . . 3.A “Maple” implementation . . . . . . . . . . . . . . . . . . . . 3.A.1 Pretransformation of non-strictly proper systems . . . 3.A.2 “Maple” procedure . . . . . . . . . . . . . . . . . . . 3.A.3 Examples . . . . . . . . . . . . . . . . . . . . . . . .

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5 5 6 12 19 20 26 28 31 35 43

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51 51 51 53 54 57 59

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60 61 62 68 69 75 76 78 79 81 81 86 VII

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3.A.4 3.A.5 4

5

Numerical issues . . . . . . . . . . . . . . . . . . . . . . 91 “Maple” code . . . . . . . . . . . . . . . . . . . . . . . 92

Constraints on inputs: actuator saturation 4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2 Problem statements and their solvability results . . . . . . . . 4.3 Semi-global stabilization: direct eigenstructure assignment . . 4.3.1 Continuous-time systems . . . . . . . . . . . . . . . 4.3.2 Discrete-time systems . . . . . . . . . . . . . . . . . 4.4 Semi-global stabilization: Riccati-based methods . . . . . . . 4.4.1 H2 ARE-based methods in continuous time . . . . . 4.4.2 H2 ARE-based methods in discrete time . . . . . . . 4.4.3 H1 ARE-based methods in continuous time . . . . . 4.4.4 H1 ARE-based methods in discrete time . . . . . . . 4.5 Semi-global stabilization by low-and-high-gain design . . . . 4.5.1 Direct eigenstructure assignment: continuous time . . 4.5.2 Direct eigenstructure assignment: discrete time . . . . 4.5.3 ARE-based methods: continuous time . . . . . . . . . 4.5.4 ARE-based methods: discrete time . . . . . . . . . . 4.6 Global stabilization . . . . . . . . . . . . . . . . . . . . . . . 4.6.1 Linear feedback controllers for neutral systems . . . . 4.6.2 Nonlinear feedback controllers based on adaptive-low-gain design methodology . . . . . . . . 4.6.3 Adaptive-low-gain and high-gain design methodology 4.7 Issues on global stabilization of linear systems subject to actuator saturation . . . . . . . . . . . . . . . . . . . . . . 4.7.1 Mixed case of single integrators, double integrators, and neutrally stable dynamics . . . . . . . . . . . . . 4.7.2 Triple integrator with multiple inputs . . . . . . . . . 4.7.3 Discrete-time equivalent of the double integrator . . . 4.8 H2 and H1 low-gain theory . . . . . . . . . . . . . . . . . . 4.8.1 Properties of H2 and H1 low-gain sequences . . . . 4.8.2 Existence of H2 and H1 low-gain sequences . . . . 4.8.3 Design of H2 low-gain sequences . . . . . . . . . . . 4.8.4 Design of H1 low-gain sequences . . . . . . . . . . 4.8.5 Low-gain and delay . . . . . . . . . . . . . . . . . . 4.A Proof of Lemma 4.70 . . . . . . . . . . . . . . . . . . . . . . 4.B Proof of Lemma 4.71 . . . . . . . . . . . . . . . . . . . . . . 4.C Existence of H2 optimal controller . . . . . . . . . . . . . . . 4.D Continuity of solution of CQMI and DARE . . . . . . . . . . 4.E Proofs of Lemmas 4.92, 4.95, and 4.98 . . . . . . . . . . . .

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111 111 114 120 121 129 139 139 145 152 158 166 168 185 195 201 206 206

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231 239 244 254 256 261 264 274 283 298 308 327 327 334

Robust semi-global internal stabilization 5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2 Generalized saturation functions: continuous time . . . . . . . . . 5.3 Generalized saturation functions: discrete time . . . . . . . . . .

339 339 339 343

Contents

5.4

5.5

7

8

Systems with saturation and input-additive uncertainty: continuous time . . . . . . . . . . . . . . . . . . . . . . 5.4.1 State feedback results . . . . . . . . . . . . . . 5.4.2 Measurement feedback results . . . . . . . . . . Systems with saturation and matched uncertainty: continuous time . . . . . . . . . . . . . . . . . . . . . . 5.5.1 State feedback results . . . . . . . . . . . . . . 5.5.2 Measurement feedback results . . . . . . . . . . Systems with saturation and uncertainty: discrete time . Saturation with deadzone . . . . . . . . . . . . . . . . . 5.7.1 Continuous time . . . . . . . . . . . . . . . . . 5.7.2 Discrete time . . . . . . . . . . . . . . . . . . .

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360 362 366 373 374 375 379

Control magnitude and rate saturation 6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 Modeling issues: standard magnitude C rate saturation operator 6.2.1 Discrete time . . . . . . . . . . . . . . . . . . . . . . . 6.2.2 Continuous time . . . . . . . . . . . . . . . . . . . . . 6.3 Preliminaries and problem statements . . . . . . . . . . . . . . 6.4 Semi-global stabilization via low-gain feedback . . . . . . . . . 6.5 Semi-global stabilization via low-and-high-gain feedback . . .

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381 381 383 384 385 388 390 394

5.6 5.7

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IX

State and input constraints: Semi-global and in admissible set 7.1 Introduction . . . . . . . . . . . . . . . . 7.2 Problem formulations . . . . . . . . . . 7.3 A taxonomy of constraints . . . . . . . .

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global stabilization 401 . . . . . . . . . . . . . 401 . . . . . . . . . . . . . 402 . . . . . . . . . . . . . 407

Solvability conditions and design for semi-global and global stabilization in the admissible set 8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.2 Semi-global and global stabilization in admissible set for right-invertible constraints: continuous time . . . . . . . . 8.2.1 Proofs and construction of controllers . . . . . . . . . 8.3 Semi-global and global stabilization in admissible set for non-right-invertible constraints: continuous time . . . . . 8.3.1 Exploration of complexity of non-right-invertible constraints . . . . . . . . . . . . . . . . . . . . . . . 8.4 Semi-global stabilization in admissible set for right-invertible constraints: discrete time . . . . . . . . . . . . . . . . . . . . 8.4.1 Proofs and construction of controllers . . . . . . . . . 8.5 Semi-global and global stabilization in admissible set for non-right-invertible constraints: discrete time . . . . . . . 8.5.1 Exploration of complexity of non-right-invertible constraints . . . . . . . . . . . . . . . . . . . . . . . 8.5.2 Illustrative example . . . . . . . . . . . . . . . . . .

411 . . 411 . . 411 . . 415 . . 431 . . 445 . . 452 . . 458 . . 464 . . 479 . . 482

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8.5.3

8.A 8.B 9

Discussion on semi-global stabilization in the presence of both amplitude and rate constraints . . . . . . . . . . 488 Global and semi-global stabilization with constraints and `2 disturbances . . . . . . . . . . . . . . . . . . . . . . . . . 491 Completion to the proof of Theorem 8.35 . . . . . . . . . . . . . 494

Semi-global stabilization in the recoverable region: properties and computation of recoverable regions 9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 9.2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . 9.3 Properties and computational issues of the recoverable region 9.3.1 Continuous-time systems . . . . . . . . . . . . . . . 9.3.2 Discrete-time systems . . . . . . . . . . . . . . . . . 9.4 Semi-global stabilization in the recoverable region . . . . . . 9.4.1 Continuous-time systems . . . . . . . . . . . . . . . 9.4.2 Discrete-time systems . . . . . . . . . . . . . . . . . 9.A Proof of Lemma 9.6 . . . . . . . . . . . . . . . . . . . . . . 9.B Proof of Theorem 9.13 . . . . . . . . . . . . . . . . . . . . . 9.C Proof of Lemma 9.20 . . . . . . . . . . . . . . . . . . . . . . 9.D Proof of Lemma 9.21 . . . . . . . . . . . . . . . . . . . . . 9.E Proof of Theorem 9.22 . . . . . . . . . . . . . . . . . . . . .

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10 Sandwich systems: state feedback 10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.2 Preliminaries and problem formulations . . . . . . . . . . . . . 10.3 Necessary and sufficient conditions for stabilization . . . . . . . 10.3.1 Single-layer sandwich systems . . . . . . . . . . . . . 10.3.2 Single-layer sandwich systems subject to actuator saturation . . . . . . . . . . . . . . . . . . . . . . . . . 10.3.3 Multilayer sandwich systems . . . . . . . . . . . . . . 10.4 Generalized and adaptive-low-gain design for single-layer systems . . . . . . . . . . . . . . . . . . . . . 10.4.1 Continuous-time systems . . . . . . . . . . . . . . . . 10.4.2 Discrete-time systems . . . . . . . . . . . . . . . . . . 10.5 Low-gain design for single-layer systems with actuator saturation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.5.1 Continuous-time systems . . . . . . . . . . . . . . . . 10.5.2 Discrete-time systems . . . . . . . . . . . . . . . . . . 10.6 Low-gain design for multilayer systems with actuator saturation 10.6.1 Generalized low-gain design for semi-global stabilization . . . . . . . . . . . . . . . . . . . . . . . 10.6.2 Generalized adaptive-low-gain design for global stabilization . . . . . . . . . . . . . . . . . . . . . . . 10.7 Low-and-high-gain design for single-layer systems . . . . . . . 10.7.1 Continuous-time systems . . . . . . . . . . . . . . . . 10.7.2 Discrete-time systems . . . . . . . . . . . . . . . . . .

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497 497 498 499 501 507 511 513 520 528 529 530 531 534

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539 539 543 545 545

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558 558 563 568

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573 577 577 582

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XI

10.8 Numerical examples . . . . . . . . . . . . . . . . . . . . . . . . 589 10.8.1 Continuous-time systems . . . . . . . . . . . . . . . . . 589 10.8.2 Discrete-time systems . . . . . . . . . . . . . . . . . . . 594 11 Simultaneous external and internal stabilization 607 11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 607 11.2 Simultaneous stabilization in global framework: problem statements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 609 11.3 Simultaneous stabilization in semi-global framework: problem statements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615 12 Simultaneous external and internal stabilization: input-additive case 12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 12.2 Simultaneous stabilization in a global framework: continuous time . . . . . . . . . . . . . . . . . . . . . . . . . 12.2.1 State feedback . . . . . . . . . . . . . . . . . . . . . 12.2.2 Measurement feedback . . . . . . . . . . . . . . . . 12.3 Simultaneous stabilization in a global framework: discrete time . . . . . . . . . . . . . . . . . . . . . . . . . . 12.3.1 State feedback . . . . . . . . . . . . . . . . . . . . . 12.3.2 Measurement feedback . . . . . . . . . . . . . . . . 12.4 ISS stabilization with state feedback: continuous time . . . . . 12.5 ISS stabilization with state feedback: discrete time . . . . . . 12.6 Achieving .Gp =G/ and .Gp =G/fg with a linear control law . 12.6.1 .Gp =G/fg problem with state feedback for neutrally stable systems: continuous time . . . . . . . . . . . . 12.6.2 .Gp =G/fg problem with state feedback for neutrally stable systems: discrete time . . . . . . . . . . . . . . 12.7 Simultaneous stabilization in a semi-global framework: continuous time . . . . . . . . . . . . . . . . . . . . . . . . . 12.7.1 State feedback . . . . . . . . . . . . . . . . . . . . . 12.7.2 Measurement feedback . . . . . . . . . . . . . . . . 12.8 Simultaneous stabilization in a semi-global framework: discrete time . . . . . . . . . . . . . . . . . . . . . . . . . . 12.8.1 State feedback . . . . . . . . . . . . . . . . . . . . . 12.8.2 Measurement feedback . . . . . . . . . . . . . . . . 12.9 Role of the location of the open-loop poles of the system . . . 12.9.1 Continuous-time systems . . . . . . . . . . . . . . . 12.9.2 Discrete-time systems . . . . . . . . . . . . . . . . . 12.A Appendix: a preliminary lemma . . . . . . . . . . . . . . . . 12.B Appendix: controller of the form u D B 0 f .xu / for discrete-time systems . . . . . . . . . . . . . . . . . . . .

617 . . 617 . . 618 . . 619 . . 633 . . . . . .

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636 636 659 661 664 667

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680 680 682 683 686 687 692

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13 Simultaneous external and internal stabilization: non-input-additive case 13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 13.2 Simultaneous stabilization in global framework . . . . . . . 13.3 Semi-global external stabilization and global asymptotic stabilization . . . . . . . . . . . . . . . . . . . . . . . . . . 13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop neutrally stable linear systems with saturated linear control laws . . . 13.4.1 Continuous-time systems . . . . . . . . . . . . . . 13.4.2 Discrete-time systems . . . . . . . . . . . . . . . . 13.4.3 Generalization of Lp .`p / stability results . . . . . 13.A Appendix: Some Preliminary Lemmas . . . . . . . . . . . . 13.B Some inequalities . . . . . . . . . . . . . . . . . . . . . . . 14 The double integrator with linear control laws subject to saturation 14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 14.2 Lp stability: non-input-additive case . . . . . . . . . . . . . 14.3 Further examination of L1 stability for non-input-additive disturbances . . . . . . . . . . . . . . . . . . . . . . . . . . 14.4 Lp stability: input-additive case . . . . . . . . . . . . . . . 14.5 Input-to-state stability . . . . . . . . . . . . . . . . . . . . 14.6 Stable response under integral-bounded non-input-additive disturbances . . . . . . . . . . . . . . . . . . . . . . . . . . 14.6.1 Integral-bounded disturbances with DC bias . . . . 14.6.2 Sinusoidal disturbances with DC bias . . . . . . . . 14.A Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . .

697 . . . 697 . . . 697 . . . 703 . . . . . .

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707 708 711 715 717 719

723 . . . 723 . . . 724 . . . 734 . . . 740 . . . 743 . . . .

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748 751 754 755

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757 757 758 759 765

16 Simultaneous internal and external stabilization in the presence of a class of non-input-additive sustained disturbances: discrete time 16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 16.2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . 16.3 Neutrally stable systems . . . . . . . . . . . . . . . . . . . . 16.3.1 Single-frequency systems . . . . . . . . . . . . . . . 16.3.2 Multifrequency systems . . . . . . . . . . . . . . . .

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779 779 779 780 781 783

15 Simultaneous internal and external stabilization in the of a class of non-input-additive sustained disturbances: continuous time 15.1 Introduction . . . . . . . . . . . . . . . . . . . . . . 15.2 Preliminaries . . . . . . . . . . . . . . . . . . . . . 15.3 Neutrally stable systems . . . . . . . . . . . . . . . 15.4 Critically unstable systems . . . . . . . . . . . . . .

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presence

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16.4 Critically unstable systems . . . . . . . . . . . . . . . . . . . . . 785 16.4.1 Formulation . . . . . . . . . . . . . . . . . . . . . . . . 785 16.A Proofs of some lemmas . . . . . . . . . . . . . . . . . . . . . . . 796 17 External and internal stabilization under the presence of stochastic disturbances 17.1 Introduction . . . . . . . . . . . . . . . . . . . . . 17.2 Problem formulation . . . . . . . . . . . . . . . . 17.3 Open-loop neutrally stable systems . . . . . . . . 17.3.1 Proofs for the discrete-time case . . . . . . 17.3.2 Proofs for the continuous-time case . . . . 17.4 Double-integrator system . . . . . . . . . . . . . . 17.A Appendix . . . . . . . . . . . . . . . . . . . . . .

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801 801 802 804 804 809 813 820

References

821

Index

835

Preface

The Challenge of Constraints

Willst du ins Unendliche schreiten, Geh nur im Endlichen nach allen seiten. If to the Infinite you want to stride, Just walk in the Finite to every side. Gott, Gemüt und Welt Johann Wolfgang von Goethe Constraints are common and are everywhere. Hard time-domain constraints on actuators, sensors, and state variables of dynamic systems are the most ubiquitous nonlinearities in practical control systems. Their impacts on stability, control performance, and safety have been well recognized by both control engineers and control theorists for many decades. The challenge of such constraints in analysis as well as in design of control systems is intense and dauntingly formidable and familiar; it needs no elaboration and explanation. The primary focus of this book is on the problem of achieving simultaneous internal and external stabilization of linear systems subject to constraints in both semi-global and global framework. Our intended audience includes practicing engineers, graduate students, and researchers in the field of systems and control. A vast majority of the contents of this book are drawn from the research of the authors, their coworkers, and students. Thus, it bears the signature of the authors and has a recognizable identity and a coherence of point of view which can be characterized as a structural view in both the analysis and design of dynamic systems. No work of this magnitude and nature can be undertaken without many sacrifices. The deeds of this book absorbed our time infinitely more than the deeds of our households. We thank our families for their tolerance and understanding. Naturally, the debt of gratitude to our families is paid in some way by dedicating this book to them. The PhD thesis work of Mr. Xu Wang reflects in many places, needless to say that we are indebted to him enormously. Also, we are certainly indebted to our editor, Dr. Tamer Ba¸sar, and the editorial staff at Birkhäuser. Our special thanks go to the copy editor for a meticulous editing that improved the text. Ali spent countless number of hours brooding over the manuscript of this book at Bucer’s; the great coffee house of Moscow, Idaho. Ali acknowledges the contribution of all the good people of Bucer’s, special thanks go to Ms. Pat Greenfield. Finally, we trust and hope that a proper study of this book leads to a bounty of applications of what we strived to develop here. We await to realize that this is no idle dream.

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Preface

Ali Saberi Washington State University, Pullman, Washington, U.S.A. Anton A. Stoorvogel University of Twente, Drienerlolaan 5, The Netherlands Peddapullaiah Sannuti Rutgers University, Piscataway, New Jersey, U.S.A.

1 Introduction

Constraints on inputs and other variables of a dynamic system are ubiquitous. Often they occur in the form of magnitude as well as rate saturation of a variable. Clearly, the capacity of every device is capped. Valves can only be operated between fully open and fully closed states, pumps and compressors have a finite throughput capacity, and tanks can only hold a certain volume. Force, torque, thrust, stroke, voltage, current, flow rate, and so on, are limited in their activation range in all physical systems. Servers can serve only so many consumers. In circuits, transistors and amplifiers are saturating components. Saturation and other physical limitations are dominant in maneuvering systems like aircrafts. Every physically conceivable actuator, sensor, or transducer has bounds on the magnitude as well as on the rate of change of its output. Thus, the saturation of a device presents a hard constraint. The first period of intense research that was focused on constraints on inputs was in the middle of last century, mainly via optimal control theory and anti-windup compensation. The success of this period of research was somewhat limited and control under constraints remained for a long time as a challenge to control engineers. A second and intense period of research on constraints on inputs, primarily on control input magnitude and rate saturation, got started in the early 1990s. For the next decade or so, control of linear systems subject to actuator saturation both in magnitude and rate of change was the center of focus. Achieving internal (Lyapunov) stability as well as simultaneous internal and external (Lp or `p ) stability of a closed-loop linear system subject to such constraints has been the impetus for much of the research performed. Internal as well as external stabilization was pursued in both global and semi-global setting. This phase of research has provided a rich variety of techniques for analysis and design of control systems subject to constraints. Tremendous strides have been and are being made to advance our understanding of such constraints. Both research monographs and special issues of control journals document the results available in this early phase of work. Control of linear systems subject to constraints took another and important turn a decade or so ago when constraints not only on actuator and sensor saturation but also on state variables were imposed. This general type of constraints is modeled by introducing what are termed as constrained outputs which are A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__1, © Springer Science+Business Media New York 2012

1

2

1 Introduction

linear combinations of inputs and state variables of the controlled system. Internal stabilization of linear systems was sought with the constraint that the constrained outputs be confined to subsets of their respective spaces. To be specific, consider a linear system ˙ commonly described by ˙ W x D Ax C Bu

(1.1)

where x 2 Rn is the state and u 2 Rm is the control input and  x denotes dx dt for continuous time and x.k C 1/ for discrete time. Let us define next the constrained output z D Cz x C Dz u;

z 2 Rp

(1.2)

with z2S

and

dz 2 T or .z.k C 1/  z.k// 2 T dt

(1.3)

for all t > 0 or k > 0, where S and T are a priori given subsets of Rp . Thus, the constrained output z captures constraints on both magnitude and rate of change on a part of input u as well as on a part of state x. We observe next that, based on the constrained output z, a taxonomy of constraints was also developed categorizing and delineating the constraints into different groups. Such a categorization of constraints paved distinct omnidirectional paths showing what can be achieved and what cannot be achieved. More recently, the saga of research on constraints got elevated to another orbit when it embraced so-called sandwiched nonlinearities. Let us emphasize that most if not all systems encountered in practice indeed consist of an interconnection of components, or otherwise called subsystems, and some of these subsystems are well characterized as linear, whereas others are more distinctly nonlinear. Clearly, this results in a system configuration which is an interconnection of separable linear and nonlinear parts. In other words, a common paradigm of nonlinear systems is that they are indeed linear systems in which nonlinear elements are sandwiched or embedded. This provokes or motivates a thorough study of different types of nonlinear elements or constraints. As pointed out earlier, one of the ubiquitous static nonlinearities is saturation of a device. This implies that most often one encounters as a system model a collection of linear systems in which saturation nonlinearities are embedded or sandwiched. Thus, control of such systems for internal stabilization or for other performance requirements emerged as another immense focus of research. In very recent years, based on a clear but very agonizing understanding of the complexity of achieving external stabilization in the presence of sustained disturbances, the focus of research activity has been directed toward identifying a class of sustained disturbances for which external stabilization of linear systems subject to constraints on control can be assured, while simultaneously assuring global internal stabilization of such systems in the absence of such disturbances. The goal of this book is to lay brick by brick a foundation for a systematic analysis and design of linear systems subject to a variety of constraints while

1 Introduction

3

focussing mainly on internal stabilization as well as simultaneous internal and external stabilization. To elaborate, this book is an ardent story of mainly four topics:  Internal stabilization of linear systems subject to constraints on control input magnitude and rate saturation set in both global and semi-global framework.  Internal stabilization of linear systems subject to constraints on what we termed earlier as constrained output consisting of input and state variables of the system.  Internal stabilization of linear systems sandwiched with static saturation nonlinearities set in both global and semi-global framework.  Simultaneous internal and external stabilization of linear systems subject to constraints on control input saturation once again set in both global and semi-global framework. Most of the results presented are of recent origin and are due to the authors or their coworkers and students. In this spirit, the book incorporates several published as well as yet unpublished results of the authors and their colleagues. As such, as can be expected, the exposition given is somewhat biased in the direction of the research work of the authors carried over a period of two decades or more. It is appropriate now to preview briefly the contents of the book. Chapter 2 on preliminaries recalls several notations and notions of internal (Lyapunov) stability and external (Lp or `p ) stability, while Chap. 3 presents a special coordinate basis (SCB) of linear systems and explores its properties. We emphasize that the SCB of the given system exhibits clearly its finite and infinite zero structure and thus plays a crucial role throughout the book in both analysis and design. Chapters 4–6 are devoted to internal stabilization of linear systems subject to control saturation, both magnitude as well as rate of change of it. Internal stabilization is sought here in both global and semi-global framework. Several control design methodologies such as low gain, low-and-high gain, scheduled low gain, scheduled low-andhigh gain are developed by both direct as well as Riccati equation-based methods. Chapters 7–9 deal also with internal stabilization; however instead of actuator saturation, they consider input and state constraints. The constraints here are formulated in terms of the constrained output z 2 Rp by imposing its magnitude and rate of change be confined respectively to certain a priori prescribed subsets S and T of Rp (see (1.2) and (1.3)). Chapter 10 continues further the theme of internal stabilization. Here we face a multiple of saturation nonlinearities each sandwiched between two linear systems, and hence, the scope of controller design is an intricate extension of design methodologies developed in Chaps. 4–6. The goal of the rest of the chapters (except Chap. 17) is achieving simultaneous internal and external stabilization of linear systems subject to control saturation. This is done both in global and semi-global framework. Let us be explicit about this. Chapter 11 formulates precisely several internal and external stabilization

4

1 Introduction

problems. It is fitting to observe at this time that the external disturbance can enter a given system either additive to the control input or nonadditive to it. For the case of input additive external disturbance, Chap. 12 more or less resolves and develops appropriate control design methods to solve all the internal and external stabilization problems formulated in Chap. 11. However, for the case of non-input additive external disturbance, not all problems formulated in Chap. 11 are solvable for general linear systems subject to actuator saturation. Chapter 13 tackles and resolves some such problems by developing the needed controllers. Chapter 14 explores the intricacies involved in the case of non-input additive external disturbances by considering a canonical system, namely, a double integrator. Among many results developed here, one key result is that while external stabilization without finite gain is achievable for all Lp non-input additive disturbance signals with p 2 Œ1; 1/ (i.e., for all disturbances whose “energy” vanishes asymptotically), it is not achievable for sustained disturbances (L1 disturbances). It becomes imperative then to identify a class of sustained disturbances for which the states of controlled system are bounded. Chapter 14 for the canonical double integrator does identify a class of integral bounded non-input additive sustained disturbances for which L1 stabilization can be attained. This theme of identifying a class of sustained disturbances for which L1 stabilization can be attained is pursued for general linear systems subject to actuator saturation in Chap. 15 for continuous-time systems and in Chap. 16 for discrete-time systems. Finally, as a prelude to future research, in Chap. 17, a stochastic framework is initiated laying out a road map for simultaneous internal and external stabilization of linear systems subject to constraints.

2 Preliminaries

In this chapter, we bring together the notations and acronyms used in this book as well as various definitions and facts related to matrices, linear spaces, linear operators, norms of deterministic as well as stochastic signals, norms of linear timeor shift-invariant systems, saturation functions, internal (Lyapunov) stability, and external stability.

2.1 A list of symbols Throughout this book, we shall adopt the following conventions and notations: R R

Set of real numbers C C

Set of nonnegative real numbers

Z C

Set of nonnegative integers Entire complex plane

C

Open left-half complex plane

0

C

C

C

0

C

C0

C



C



C

˚

Imaginary axis Open right-half complex plane Closed left-half complex plane Closed right-half complex plane Set of complex numbers inside the unit circle Unit circle

C

Set of complex numbers outside the unit circle

C˝

Set of complex numbers inside and on the unit circle

ˇ

C B.r/

Set of complex numbers outside and on the unit circle The set f x 2 Rn j kxk < r g

B.x0 ; r/

The set f x 2 Rn j kx  x0 k < r g

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__2, © Springer Science+Business Media New York 2012

5

6

2 Preliminaries

I

An identity matrix

Ik 0

Identity matrix of dimension kk

A A

Transpose of A Complex conjugate transpose of A

.A/ max .A/

Set of eigenvalues of A Maximum singular value of A

min .A/ .A/

Minimum singular value of A Spectral radius of A

trace A ker A

Trace of A The null space of A

im A hA j im Bi

The range space of A The controllability subspace of the pair .A; B/

hker C j Ai

The unobservable subspace of the pair .A; C /

V?

Orthogonal complement of a subspace V in Rn

E Œ RŒs

The expectation of a stochastic vector Ring of polynomials with real coefficients

Rnm Œs R.s/

Set of all n  m matrices with coefficients in RŒs Field of rational functions with real coefficients

Rnm .s/

Set of all n  m matrices with coefficients in R.s/

For any set C  Rn , int C denotes the interior of set C , @C the boundary of set C , and C the closure of set C . For a dynamical system x D f .x; u/; the  denotes the time-derivative x D

d dt x

for continuous-time systems while it denotes the shift operator .x/.k/ D x.k C 1/ for discrete-time systems.

2.2 Matrices, linear spaces, and linear operators In this section, we recall certain fundamental facts and properties of matrices, linear spaces, and linear operators that are relevant to this book. We have done so for the ease of readers and to establish the related notations used throughout the book.

2.2 Matrices, linear spaces, and linear operators

7

We say a matrix A is injective or surjective if A is of full column rank or full row rank, respectively. By rankK , we denote the rank of a matrix over the field K. We shall write rank only for the case when K D R or K D C. Moreover, we use the term normal rank or normrank for rankK whenever K D R.s/. We note that if A 2 Cmn , we have that im A D ker.A /? . We recall next the classical concept of the Jordan form of a general matrix A and the concept of the multiplicity structure of an eigenvalue of a matrix A. Given any matrix A of dimension nn, we can always find a non-singular transformation matrix X (see [40]) such that



X 1 AX D J D



J1

0

0 :: : 0

J2 :: :

 :: : :: :



0



0 :: :

;

(2.1)

0 Jk



where Ji , i D 1; : : : ; k are some ni  ni Jordan blocks, i

Ji D

0 :: : :: : 0

1 :: : :: :

0 :: : :: : :: :

 :: : :: : :: :





0

0 :: : 0

:

(2.2)

1 i

We note that k X

ni D n:

i D1

Then, the geometric multiplicity  of an eigenvalue  2 .A/ is the number of Jordan blocks associated with  in (2.1) as well as the number of linearly independent eigenvectors associated with . On the other hand, the algebraic multiplicity  is the total number of repetitions of  in .A/; equivalently, the algebraic multiplicity is equal to the sum of the number of rows of all Jordan blocks associated with . We introduce next what is known as the multiplicity structure of an eigenvalue. For any given  2 .A/, let there be  Jordan blocks of A associated with . Let n;1 > n;2 >    ; n; be the dimensions of the corresponding Jordan blocks ordered in size. Then,  is an eigenvalue of A with multiplicity structure S , S D fn;1 ; n;2 ; : : : ; n; g:

(2.3)

8

2 Preliminaries

If n;1 D n;2 D    D n; D 1, then  is called a semi-simple eigenvalue of A. Moreover, we call an eigenvalue a simple eigenvalue if  D 1 and n;1 D 1 or equivalently if it has an algebraic multiplicity equal to 1. The invariant factor i .s/ of a matrix A is the monic polynomial of lowest degree such that for each eigenvalue  with  > i , i .s/ has n;i zeros in . We note that algebraic multiplicity  satisfies  D n;1 C n;2 C    C n; : We recall next the following classic concepts of generalized eigenvectors and the eigenvector chain associated with an eigenvalue of a matrix. A vector x is said to be a generalized eigenvector of grade k associated with an eigenvalue  of a matrix A if and only if .A  I /k x D 0

and

.A  I /k1 x ¤ 0:

A generalized eigenvector of grade one (i.e., k D 1) is a standard eigenvector associated with an eigenvalue of a matrix. Let vector x be a generalized eigenvector of grade k associated with an eigenvalue  of a matrix A. Let xk D x xk1 D .A  I /V

D .A  I /xk

xk2 D .A  I / V :: :

D .A  I /xk1 :: :

2

x1 D .A  I /k1 V D .A  I /x2 : Such a set of vectors fx1 ; x2 ;    ; xk g is called a chain of generalized eigenvectors of length k associated with an eigenvalue . For an eigenvalue  with the multiplicity structure S as given in (2.3), there are  chains of generalized eigenvectors with lengths n;1 , n;2 ,    ; n; . The total number of generalized eigenvectors in these chains equals the algebraic multiplicity  . Moreover, these  generalized eigenvectors are linearly independent. If M is a subspace of Cn , then we define the orthogonal projection PM of n C onto M by PM u D u if u 2 M and PM u D 0 if u 2 M ? . We note that I  PM D PM ? . A matrix U 2 Cnn is said to be a unitary matrix if U  D U 1 . For a matrix A 2 Cmn , the generalized inverse of A (or Moore–Penrose inverse of A) is defined to be a unique matrix A in Cnm such that: (a) AA is an orthogonal projection onto im A. (b) A A is an orthogonal projection onto .ker A/? D im A . Another equivalent definition for a generalized inverse of A 2 Cmn is a unique matrix A in Cnm such that:

2.2 Matrices, linear spaces, and linear operators

9

(a) AA A D A. (b) A AA D A . (c) AA is a symmetric matrix. (d) A A is a symmetric matrix. Some basic properties of the generalized inverse of A 2 Cmn are listed as follows:  .A / D A.  .A / D .A / .  If  2 C, .A/ D  A , where  D

1 

if  ¤ 0 and  D 0 if  D 0.

 A D A AA D A AA .  .A A/ D A .A / .  A D .A A/ A D A .AA / .  .UAV / D V  A U  , where U and V are unitary matrices.  im A D im AA D im AA .  im A D im A D im A A D im A A.  im.I  AA / D ker AA D ker A D ker A D .im A/? .  im.I  A A/ D ker A A D ker A D .im A /? .  If B 2 Cnp , then .AB/ D .Pim A B/ .APim B / .  If A ABB  D BB  A A, then .AB/ D B  A .  If A D BC , where B 2 Cmr and C 2 Crn , while r D rank A, then A D C  .C C  /1 .B  B/1 B  . The following necessary and sufficient conditions for a partitioned matrix to be positive semi-definite and positive definite are useful. Consider an arbitrarily partitioned Hermitian matrix Q: ! Q11 Q12 : QD  Q12 Q22 Then Q is positive semi-definite if and only if 8 ˆ < Q22 > 0  Q12 D Q12 Q22 Q22 ˆ :   Q11 > Q12 Q22 Q12 ;

10

2 Preliminaries

or, equivalently, Q is positive semi-definite if and only if 8 ˆ < Q11 > 0  Q12 D Q11 Q11 Q12 ˆ :   Q22 > Q12 Q11 Q12 : Similarly, Q is positive definite if and only if ( Q22 > 0 1  Q11 > Q12 Q22 Q12 or, equivalently,

(

Q11 > 0  1 Q11 Q12 : Q22 > Q12

Let us next discuss the addition of subspaces and the associated notations. Suppose X, Y, and Z are some subspaces of Rn or Cn . Then, X C Y D fx C y j x 2 X; y 2 Yg: If Z D X C Y and X \ Y D f0g, then Z is called the direct sum of X and Y, and, in this case, Z is written as X ˚ Y. Consider a subspace X in Rn . Then, the orthogonal complement X ? of the subspace X is defined as X ? D fu 2 Rn j hu ; vi D 0 for every v 2 Xg: Let X and Y be two nontrivial subspaces of Rn . If the inner product of x and y is zero for all x 2 X and y 2 Y, then the two subspaces X and Y are said to be orthogonal, and this is denoted by X ? Y. Next, for a matrix M 2 Rmn , the linear transformation M X is defined as M X WD fM x j x 2 Xg: Also, for a matrix N 2 R

nm

,

N 1 X WD fz 2 Rm j N z 2 Xg: The following relations will be useful in algebraic manipulations regarding subspaces: X \ .Y C Z/  .X \ Y/ C .X \ Z/ X C .Y \ Z/  .X C Y/ \ .X C Z/ DX .X ? /? ? D X? \ Y? .X C Y/ ? (2.4) .X \ Y/ D X? C Y? M.X \ Y/  M X \ M Y M.X C Y/ D M X C M Y N 1 .X \ Y/ D N 1 X \ N 1 Y N 1 .X C Y/  N 1 X C N 1 Y:

2.2 Matrices, linear spaces, and linear operators

11

Also, let V be a subspace of dimension m. Then we have M X  V ” M 0V ?  X? .M

1

?

0

?

V/ D M V :

(2.5) (2.6)

Let A D Rnn . Then T , a subspace of Rn , is an A-invariant subspace if AT  T : The following properties of an A-invariant subspace are useful: (a) A subspace T with T a matrix such that T D im T is A-invariant if and only if a matrix X exists such that AT D TX: (b) Let T be an A-invariant subspace. Then a similarity transformation L exists such that ! ! z11 Az12 A I 1 1 and T D im L Az WD L AL D 0 0 Az22 with Az11 2 Rhh , where h WD dim T . The proofs of the above relations are simple and can be found in standard books on vector spaces. Consider a matrix A 2 Rnn and an A-invariant subspace T  Rnn . Then the restriction of A to T is the linear map AT W T ! T defined by AT x D Ax for all x 2 T : The restriction of A to T is also often denoted by A j T . Next, we would like to recall some elementary concepts regarding modal subspaces. We first develop some notations used in continuous-time systems. Consider a matrix A 2 Rnn . Let ˛.s/ denote the characteristic polynomial of A and factor it as ˛.s/ D ˛ .s/  ˛C .s/, where ˛ .s/ has all its roots in the open left-half complex plane C and ˛C .s/ has all its roots in the closed right-half complex plane CC0 . Then the stable and unstable modal subspaces of Rn related to A are X .A/ D ker ˛ .A/; XC .A/ D ker ˛C .A/: It is easy to show that X .A/ is spanned by the real and the imaginary part of the generalized eigenvectors of A corresponding to the eigenvalues in C . Similarly, XC .A/ is spanned by the real and imaginary parts of the generalized eigenvectors

12

2 Preliminaries

of A corresponding to the eigenvalues in CC0 . These two modal subspaces are complementary; that is, they are independent and their sum is Rn ; thus, Rn D X .A/ ˚ XC .A/: Standard numerical linear algebra can be used to compute the bases for modal subspaces. For example, one can transform A via orthogonal transformation T to a real Schur form ! A ? 0 ; (2.7) T AT D 0 AC where the eigenvalues of A and AC are, respectively, located in C and CC0 and ? denotes some matrix that is not necessarily zero. If we partition T in conformity with the partitioning on the right-hand side of (2.7),   T D T 1 T2 ; then it is obvious that the columns of T1 form a basis for X .A/. That is, X .A/ D im T1 : Analogously, we develop some notations used in discrete-time systems. Consider a matrix A 2 Rnn . Let ˛.z/ denote the characteristic polynomial of A and factor it as ˛.z/ D ˛ .z/  ˛ˇ .z/, where ˛ .z/ has all its roots within the unit circle C in the complex plane and ˛ˇ .z/ has all its roots on or outside the unit circle Cˇ . Then the stable and unstable modal subspaces of Rn related to A are X .A/ D ker ˛ .A/; Xˇ .A/ D ker ˛ˇ .A/: It is easy to show that X .A/ is spanned by the generalized real eigenvectors of A corresponding to the eigenvalues in C . Similarly, Xˇ .A/ is spanned by the generalized real eigenvectors of A corresponding to the eigenvalues in Cˇ . These two modal subspaces are complementary; that is, they are independent and their sum is Rn ; thus, Rn D X .A/ ˚ Xˇ .A/: Again, as in the continuous-time case, standard numerical linear algebra can be used to compute the bases for modal subspaces.

2.3 Norms of deterministic signals Many measures are used to describe the size of a signal. The measures of size are called norms. In this section, we recall some of the common norms for persistent or transient continuous-time (discrete-time) vector signals. We consider continuous-time vector signals y W RC ! Rn and discrete-time vector signals y W ZC ! R n .

2.3 Norms of deterministic signals

13

Definition 2.1 The Lp space, with p 2 Œ1; 1/, consists of all vector-valued continuous-time signals from RC to Rn for which Z1 X n 0

jyi .t/jp dt

i D1

is well defined1 and finite. The space L1 consists of all vector-valued continuoustime signals for which ess sup max jyi .t/j t 2RC

1i n

is finite. The `p space, with p 2 Œ1; 1/, consists of all vector-valued discrete-time signals from ZC to Rn for which 1 X n X

jyi .k/jp

kD0 i D1

is finite, and the space `1 consists of all vector-valued discrete-time signals for which sup max jyi .k/j k2ZC 1i n

is finite.

Remark 2.2 We will sometimes use Lp Œt0 ; 1/ to refer to vector-valued signals from Œt0 ; 1/ to Rn for which Z1 X n

jyi .t/jp dt

t0 i D1

is well defined when p 2 Œ1; 1/ or ess sup max jyi .t/j

t 2Œt0 ;1/ 1i n

is finite in case p D 1. 1 This

integral needs to be well defined in the sense of Lebesgue. A reader who has no prior acquaintance with the Lebesgue theory of measure and integration can simply think of all functions encountered here as piecewise-continuous functions and of all integrals as Riemann integrals. This would lead to no conceptual difficulties and no loss of insight except that occasionally some results from Lebesgue theory would have to be accepted on faith.

14

2 Preliminaries

Similarly, we will sometimes use `p Œk0 ; 1/ to refer to vector-valued signals from f k 2 ZC j k > k0 g to Rn for which 1 X n X

jyi .k/jp

kDk0 i D1

is finite when p 2 Œ1; 1/ or max jyi .k/j

sup

k2ZC ;k>k0 1i n

is finite when p D 1. However, we would like to note that Lp and `p will always refer to functions from RC or ZC to Rn , respectively. The spaces defined above are actually normed linear vector spaces if we define the appropriate norms. Definition 2.3 For a vector-valued continuous-time signal y 2 Lp with p 2 Œ1; 1/, the Lp norm is defined as 0 kykp WD @

Z1 X n 0

1 p1 jyi .t/jp dt A ;

i D1

For a vector-valued continuous-time signal y 2 L1 , the L1 norm is defined as kyk1 WD ess sup max jyi .t/j: t 2RC

1i n

Analogously, for a vector-valued discrete-time signal y 2 `p with p 2 Œ1; 1/, we define the `p norm as kykp WD

1 X n X

! p1 jyi .k/jp

:

kD0 i D1

Finally, for a vector-valued discrete-time signal y 2 `1 , the `1 norm is defined as kyk1 WD sup max jyi .k/j: k2ZC 1i n

The following lemmas are useful in concluding attractivity in dealing with Lp stability to be defined shortly in a later section. These lemmas imply that if both a continuous-time signal and its derivative are in Lp for some p 2 Œ1; 1/, then it vanishes as time tends to infinity, and moreover, it is in L1.

2.3 Norms of deterministic signals

15

Lemma 2.4 If  W Œ0; 1/ ! R is absolutely continuous, .t/ 2 Lp1 for T some p1 2 Œ1; 1/, and its derivative .t/ 2 Lp2 for some p2 2 Œ1; 1/, then lim t !1 .t/ D 0.

 Proof : Let ˛ D p1 1 

1 p2



> 0. Then,

˛ p1

C

1 p2

D 1. By Hölder’s inequality,

ˇ  ˇ ˇZ ˇ ˇ ˇ ˇ 1 ˇˇ ˛C1 ˛C1 ˛ ˇ ˇ T  . /   .s/ D ˇ  .t/.t/dt ˇˇ ˛C1 ˇ ˇ 6

D

8 
j ˛ .t/j

p1 ˛

9˛ 8  = p1 < Z dt

s

8 
s

j.t/jp1 dt

s

;

:

s

9˛ 8  = p1 < Z ;

:

p2 T j.t/j dt

p2 T j.t/j dt

s

91 = p2 ;

91 = p2 ;

:

(2.8)

T Since  2 Lp1 and .t/ 2 Lp2 , it is clear that f ˛C1 .tk /g1 kD1 is a Cauchy sequence for any sequence tk ! 1. Hence, we can assume that  ˛C1 .tk / ! c as k ! 1. That is, for all " > 0, there exists a K > 0 such that ˇ " ˇ ˛C1 ˇ .tk /  c ˇ < ; 2

8 k > K:

(2.9)

Also, by choosing tK sufficiently large, we see from (2.8) that ˇ ˛C1 ˇ " ˇ .t/   ˛C1 .tK /ˇ < ; 2

8 t > tK :

(2.10)

Combining (2.9) and (2.10), we get ˇ ˛C1 ˇ ˇ ˇ ˇ ˇ ˇ .t/  c ˇ 6 ˇ ˛C1 .t/   ˛C1 .tK /ˇ C ˇ ˛C1 .tK /  c ˇ < ";

8 t > tK :

1

Hence, lim t !1  ˛C1 .t/ D c or lim t !1 .t/ D .c/ ˛C1 . Since  2 Lp1 , it is obvious that c D 0.

Lemma 2.5 For .t/ W Œ0; 1/ ! R, if .t/ 2 Lp1 for some p1 2 Œ1; 1/ and its T 2 Lp2 for some p2 2 Œ1; 1/, then  2 L1 . derivative .t/

16

2 Preliminaries

Proof : Let ˛ D p1 .1 

1 /. p2

Then

˛ p1

C

1 p2

D 1. We have

ˇ t ˇ ˇZ ˇ ˇ ˇ 1 ˛C1 ˛C1 ˛ ˇ T .t/   .0/j 6 ˇ  .s/.s/ds ˇˇ ˛C1 j ˇ ˇ 0

6

8 t
p1 j ˛ .s/j ˛

0

(2.11)

9˛ 8 t = p1
:

p2 T j.s/j

0

91 = p1 ;

:

(2.12)

This implies that T p2 : j ˛C1 .t/j 6 j ˛C1 .0/j C .˛ C 1/kkp˛1 kk This completes the proof. The square of the L2 or `2 norm of a signal y is commonly termed as the total energy in the signal y. In many areas of engineering, the energy or square of the L2 (`2 ) norm is used as a measure of the size of a transient signal y that decays to zero as time progresses toward infinity. By Parseval’s theorem, kyk2 can also be computed in the frequency domain as follows: for the continuous-time case,  1 Z1 1=2 Y .j!/ Y .j!/d! ; kyk2 D 2

1

where Y is the Fourier transform of y; similarly, for the discrete-time case,  1 Z 1=2 Y .e j! / Y .e j! /d! ; kyk2 D 2



where Y is the z-transform of y.

Definition 2.6 A continuous-time signal y for which the following limit is well defined and finite: ZT 1 lim y.t/0 y.t/dt T !1 T 0

is called an RMS (root mean square) or power signal. The RMS value of such a continuous-time signal y is defined as kykRMS



1 D lim T !1 T

ZT 0

y.t/0 y.t/dt

1=2

:

(2.13)

2.3 Norms of deterministic signals

17

Similarly, a discrete-time signal y for which the following limit is well defined and finite: T 1 X y.k/0 y.k/ T !1 T

lim

kD0

is called an RMS or power signal. The RMS value of such a discrete-time signal y is defined as T  1=2 1 X y.k/0 y.k/ : (2.14) kykRMS D lim T !1 T kD0

Remark 2.7 Note that sometimes, the RMS is defined by kykRMS

ZT  1=2 1 D lim sup y.t/0 y.t/dt T !1 T 0

and T 1 X lim sup y.k/0 y.k/; T !1 T kD0

respectively, for continuous- and discrete-time systems. This has the advantage that the class of signals for which the RMS is well defined and finite becomes a linear vectorspace. This additional structure can sometimes be convenient. Using limsup instead of the standard limit makes some of the derivations a bit more involved, but generally speaking, all properties carry over to this more general case. The square of the RMS norm2 of y is commonly termed as the average power of the signal y. Often, in engineering, the RMS norm or average power is used for signals y which are persistent. We note that the RMS norm is a steady-state measure of a signal and is not affected by any transients. Remark 2.8 It is obvious that an L2 (`2 ) signal has a zero RMS value. Also, an L1 signal does not necessarily have a finite or well-defined RMS value, whereas, in contrast, an `1 signal always has a zero RMS value. Finally, for an L1 (`1 ) signal, the RMS value need not be well defined. However, if we use the generalized definition from Remark 2.7, then an L1 signal which is locally square Lebesgue integrable has a well-defined and finite RMS value which is less than its L1 norm. 2 We would like to remark that the RMS norm is a pseudo-norm because the RMS norm of any energy or transient signal is zero.

18

2 Preliminaries

There exist some relationships among Lp spaces for different values of p. The Lp space can be visualized by a Venn diagram as clarified in the following remark. Remark 2.9 Consider a square in the Euclidean plane with vertices .0; 1/, .1; 0/, .0; 1/, .1; 0/; that is, the vertices of square satisfy jxj C jyj D 1. Then, we can interpret the L1 space in a Venn diagram as the Œ1; 1 interval on the vertical axis and the L1 space as the Œ1; 1 interval on the horizontal axis. Also, any Lp space can be interpreted as the rectangle whose vertices are given by .˙1=p; 0/ and .0; ˙1 1=p/; that is, .1=p; 0/; .1=p; 0/; .0; 1  1=p/; .0; 1 C 1=p/. Figure 2.1 illustrates this.

L∞

L2 L4

L3

L1

Figure 2.1: Venn diagram of Lp spaces Note that Lp spaces for different values of p do not contain one another. Only the intersection of L1 and L1 is contained in all Lp spaces. That is, the intersection of all Lp spaces is a single point in the Venn diagram which is equal to the intersection of L1 and L1 spaces. In other words, we have L1 \ L1 D

1 \ pD1

Lp :

2.4 Norms of stochastic signals

19

Regarding the relationship among all `p spaces, we have for 1 < p < q < 1 that `1  `p  `q  `1 : To see this, note that y 2 `p implies that ky.k/k 6 kyk`p for any k 0. Hence, for p < q < 1, 1 X

ky.k/kq 

kD0

1 X

p q ky.k/kp kykqp D kykqp `p `p kyk`p D kyk`p < 1:

kD0

Obviously, unlike in the case of Lp space, each `p is a strict subset of `q whenever p < q.

2.4 Norms of stochastic signals For a vector signal that is modeled as a wide-sense stationary or an asymptotically wide-sense stationary vector stochastic process (random sequence), the common measure of size is the RMS norm. We recall below the needed definition.

Definition 2.10 For a wide-sense stationary vector stochastic process y with a bounded variance, we define the stochastic RMS norm as  1=2 kykRMS D E Œy.t/0 y.t/ :

(2.15)

Analogously, for a wide-sense stationary vector random sequence y with a bounded variance, we define the stochastic RMS norm as  1=2 kykRMS D E Œy.k/0 y.k/ :

(2.16)

Here E Œ: denotes the expectation. For stochastic processes (random sequences) that are only asymptotically wide-sense stationary as time goes to infinity [i.e., for asymptotically wide-sense stationary processes (random sequences)], (2.15) and (2.16) need to be rewritten as kykRMS D and kykRMS D respectively.



1=2 lim E Œy.t/0 y.t/

(2.17)

1=2 lim E Œy.k/0 y.k/ ;

(2.18)

t !1



k!1

20

2 Preliminaries

Note that in (2.15) and (2.16), the result is independent of t or k because the stochastic process (random sequence) is wide-sense stationary. We note that if y is an ergodic stochastic process (random sequence), then the deterministic RMS norm of any realization of the stochastic process (random sequence) y is equal to the stochastic RMS norm of y with probability one. Also, we note that the RMS value of a wide-sense stationary process y can be expressed in terms of its autocorrelation matrix Ry . /, Ry . / WD E Œy.t/y 0 .t C /; or its power spectral density (PSD) Sy .!/, Z1 Sy .!/ WD

Ry . /e j! d :

1

That is, kykRMS

h Z1  1=2  1 i 1=2 trace D traceŒRy .0/ D Sy .!/d! : 2

1

Similarly, for a wide-sense stationary random sequence y, let the autocorrelation matrix be Ry .n/ WD E Œy.k/y 0 .k C n/ and the power spectral density (PSD) be Sy .!/ WD

1 X

Ry .n/e j!n ;   !  :

nD1

Then, kykRMS

h Z  1=2  1 i 1=2 trace D traceŒRy .0/ D Sy .!/d! : 2



2.5 Norms of linear time- or shift-invariant systems We recalled above the definitions of norms of signals. A notion related to the size of a signal is the gain of a transfer function of a linear time- or shift-invariant system. As in the case of a signal, once again, various norms are used to measure the size of a transfer function. In this section, we recall the definitions of certain such norms. Also, we recall methods of computing them.

2.5 Norms of linear time- or shift-invariant systems

21

Two well-known classic norms of linear time- or shift-invariant systems are the H2 norm (which is the RMS value of the response of a system to white noise input of unit PSD) and the H1 norm (which is the RMS gain of the system). The definitions of these norms are recalled below.

Definition 2.11 Consider a continuous-time system ˙ having a q` stable transfer function G. Then the H2 norm of the continuous-time system ˙ or, equivalently, of the transfer matrix G is defined as 2 1 3 Z  1 1=2 trace 4 G.j!/G  .j!/d! 5 : kGk2 D 2

(2.19)

1

We assign 1 as the H2 norm of an unstable continuous-time system.

We note that the H2 norm is induced by an inner product; that is, we have kGk2 D hG; Gi1=2 with the inner product defined by 2 1 3 Z 1  trace 4 hG1 ; G2 i D G1 .j!/G2 .j!/d! 5 : 2

1

By Parseval’s theorem, the H2 norm of the transfer matrix G can equivalently be defined as 21 3 Z  1=2 ; (2.20) kGk2 D trace 4 g.t/g 0 .t/dt 5 0

where g.t/ is the inverse Laplace transform of the transfer matrix or the unit impulse (Dirac distribution) response of the associated linear system. Thus, kGk2 D kgk2 . It is also known that kGk2 can be expressed in terms of the singular values of the matrix G at each frequency,  1 Z1 minfq 1=2 X;`g kGk2 D i2 .G.j!//d! : 2

1

i D1

where i .G.j!// is the i th singular value of G.j!/.

(2.21)

22

2 Preliminaries

Remark 2.12 (Stochastic interpretation of the H2 norm of a continuous-time system) Let us consider a continuous-time system with a stable transfer function G. Let the input w to the system be a wide-sense stationary stochastic process. Let z be the corresponding output. It is well known that Sz .!/ D G.j!/Sw .!/G  .j!/;

(2.22)

where Sw and Sz are the PSDs of w.t/ and z.t/, respectively. Then, the H2 norm of G.s/ can be interpreted as the RMS value of the output z when the given system is driven by zero mean white noise with unit PSD. Note that formally, white noise with unit PSD does not exist, but the above can be formalized using Brownian motion and stochastic differential equations.

Remark 2.13 Note that the H2 norm of a stable continuous-time system or transfer function G.s/ is finite if and only if it is strictly proper.

Definition 2.14 Consider a discrete-time system ˙ having a q  ` stable transfer function G. Then the H2 norm of the discrete-time system ˙ or, equivalently, of the transfer matrix G is defined as 2  3 Z  1 1=2 trace 4 G.e j! /G  .e j! /d! 5 : (2.23) kGk2 D 2



We assign 1 to the H2 norm of an unstable discrete-time system. Again, we note that the H2 norm is induced by an inner product; that is, we have kGk2 D hG; Gi1=2 with the inner product defined by 2  3 Z  1 1=2 trace 4 G1 .e j! /G2 .e j! /d! 5 hG1 ; G2 i D : 2



Again, by Parseval’s theorem, kGk2 can equivalently be defined as "1 # 1=2  X 0 kGk2 D trace g.k/g .k/

(2.24)

kD0

where g is the inverse z-transform of the transfer matrix which is equal to the unit impulse response of the associated linear system. Thus, kGk2 D kgk2 .

2.5 Norms of linear time- or shift-invariant systems

23

Remark 2.15 (Stochastic interpretation of the H2 norm of a discrete-time system) Let us consider a discrete-time system with a stable transfer function G.z/. Let the input w.k/ to the system be a wide-sense stationary random sequence. Let z.k/ be the corresponding output. Then, it is well known that Sz .!/ D G.e j! /Sw .!/G  .e j! /;

  !  ;

(2.25)

where Sw and Sz are the PSDs of w and z, respectively. Then, once again, the H2 norm of G can be interpreted as the RMS value of the output z when the given system is driven by a zero mean white noise random sequence having unit variance. State-space method for computing the H2 norm: We present here briefly some results on the computation of the H2 norm of a transfer function matrix when its realization is given in a state-space form (for details, see [15]). Consider the transfer function G of a continuous-time system with realization .A; B; C; D/ c denote the observability grammian of the pair where A is Hurwitz stable. Let Wobs c .A; C / and Wcon the controllability grammian of .A; B/. Note that D needs to be c c and Wcon are the unique solutions of zero for a finite H2 norm. We note that Wobs continuous-time Lyapunov equations: c c A0 Wobs C Wobs A C C 0 C D 0; c c AWcon C Wcon A0 C BB 0 D 0:

The H2 norm of G.s/ can now be computed by  1=2 c B kGk2 D trace B 0 Wobs 1=2  c D trace C Wcon C0 : The computation of the H2 norm of a transfer function G of a discrete-time system with realization .A; B; C; D/ where A is Schur stable, can be given along d d and Wcon be the unique solutions of discrete-time the same lines. That is, let Wobs Lyapunov equations: d d A0 Wobs A  Wobs C C 0 C D 0; d d A0  Wcon C BB 0 D 0: AWcon

The H2 norm of G can now be computed by  1=2 d kG.z/k2 D traceŒB 0 Wobs B C D 0 D  1=2 d D traceŒC Wcon C 0 C DD 0  :

24

2 Preliminaries

Definition 2.16 Consider a continuous-time system having a q ` stable transfer function G. Then the H1 norm of G is defined as kGk1 WD sup max ŒG.j!/:

(2.26)

!

Similarly, consider a discrete-time system having a q  ` stable transfer function G. Then the H1 norm of G is defined as kGk1 WD

sup

!

max ŒG.e j! /:

(2.27)

For a continuous-time system having a stable transfer function G, let w and z be energy signals that are, respectively, the input and the corresponding output of the given system. Similarly, for a discrete-time system having a stable transfer function G, let w and z be energy signals that are, respectively, the input and the corresponding output. Then it is easy to see that kGk1 has the following interpretation for both continuous-time and discrete-time systems (where k  k2 denotes the L2 and `2 norm, respectively): kzk2 : w¤0 kwk2

kGk1 D sup

Also, when the input and the corresponding output (i.e., w and z) are power signals, the H1 norm of G turns out to coincide with its RMS gain, namely, kGk1 D kGkRMS gain D

sup w

kzkRMS : kwkRMS

kwkRMS ¤0

We have the following remarks.

Remark 2.17 An important property of the H1 norm, for both continuous-time and discrete-time systems, is that it is submultiplicative. That is, for transfer matrices G1 and G2 , we have kG1 G2 k1 6 kG1 k1 kG2 k1 : Remark 2.18 It is interesting to contrast the H2 and H1 norms. Consider a transfer matrix H . Then the fact that kH k1 < ˛ for some ˛ > 0 implies that kH ukRMS 6 ˛ for any input u with kukRMS 6 1: In contrast, the H2 norm-bound specification kH k2 6 ˛ implies that kH ukRMS 6 ˛ when input u is a white noise with unit intensity.

2.5 Norms of linear time- or shift-invariant systems

25

State-space method for computing the continuous-time H1 norm: Regarding the H1 norm computation for continuous time, there is a simple method to determine whether the inequality specification kGk1 <  is satisfied. To state this, given  > 0, we define the matrix A C BR1 D 0 C M D C 0 .I C DR1 D 0 /C

!  2 BR1 B 0 .A C BR1 D 0 C /0 ;

where R WD  2 I  D 0 D > 0. Then, we have kGk1 <  ” M has no imaginary eigenvalues and max .D/ < : (2.28) The above discussion provides a simple bisection algorithm that enables us to compute the H1 norm numerically to any degree of numerical accuracy. In the following algorithm, the first three steps represent initialization, whereas the last step represents the bisection principle: (i) Set i D 0, and set ` D kDk. (ii) Choose any 0 > ` . (iii) Use (2.28) to test whether kGk1 < i . If so, u D i and continue with step (d). Otherwise, set i C1 D 2i and i D i C 1 and continue with step (iii). (iv) Set  D .u C ` /=2. Use (2.28) to test whether kGk1 <  . If so, set u D  and otherwise set ` D  and then repeat step (iv). We observe from step (d) that kGk1 is within the interval Œ` ; u . After each iteration, the size of the interval divides itself into half. Hence, one can stop the iterations when the desired level of accuracy is reached. For more details concerning the computation of the H1 norm, we refer to [14, 16]. State-space method for computing the discrete-time H1 norm: Similar to the continuous time, for discrete time, there is a simple method to determine whether the inequality specification kGk1 <  is satisfied. To state this, given  > 0, we define the matrix pencil

zI  A

M .z/ D

C 0C D0C

B C 0D D0D   2I



0 I  zA0 : zB 0

26

2 Preliminaries

Then, we have kGk1 <  ” M .z/ has no zeros on the unit circle and max .D C C.I  A/1 B/ < : The above theorem provides a simple bisection algorithm that enables us to compute the H1 norm numerically to any degree of numerical accuracy, which is completely similar to the continuous-time case. The computation of the H1 norm of a transfer matrix of a discrete-time system through a bisection algorithm then follows similarly to the continuous-time case.

2.6 A class of saturation functions As we said in Chap. 1, one of the most prevalent constraints is the one that arises from actuator saturation. We introduce below the class of saturation functions we consider throughout this book. Definition 2.19 The function 1 W Rm ! Rm is called the standard saturation function if

ˇ sat .s /  1

1 .s/ D

1

sat1 .s2 / ; :: : sat1 .sm /

where sat1 .s/ D sgn.s/ minfjsj; 1g: For convenience, we also introduce a scaled version of the standard saturation function: s sat .s/ D sat

ˇ sat

and

 .s1 /

 .s/ D



sat .s2 / : :: : sat .sm /

For ease of notation, we will often use .s/ as abbreviation for  .s/.

2.6 A class of saturation functions

27

In reality, a saturation occurring in some device will never be equal to the above standard saturation function. Therefore, we introduce a class of saturation functions satisfying some minimum characteristics which are common for all saturation functions. Definition 2.20 A function z W Rm ! Rm is called a saturation function if: (i) z .u/ is decentralized, that is,

ˇ z .s /  1

z .s/ D

1

z2 .s2 / : :: : zm .sm /

(ii) zi is globally Lipschitz, that is, for some ı > 0, jz i .s1 /  zi .s2 /j 6 ıjs1  s2 j: (iii) sz i .s/ > 0 whenever s ¤ 0 and zi .0/ D 0. (iv) The two limits lim

s!0C

zi .s/ ; s

lim

s!0

zi .s/ s

both exist and are strictly positive. (v) lim inf jz i .s/j > 0. jsj!1

Remark 2.21 Note that the above definition for a saturation function does not enforce that a saturation function is bounded. Actually, z .s/ D s satisfies all the properties above. Especially when establishing necessary conditions, it is sometimes useful to require the additional condition: (vi) There exists a M > 0 such that jz i .s/j < M for all s 2 R. Remark 2.22 In some cases, we actually use the following condition: (vii) There exist > 0 and

> 0 such that jz  .s/j > minf jsj;

g

which is a consequence of Condition (iv), which guarantees that j.s/j is larger than jsj for some positive for small s Condition (v), which guarantees that .s/ is bounded away from zero for large s and Condition (iii), which guarantees that .s/ is never equal to zero for s ¤ 0.

28

2 Preliminaries

2.7 Internal stability In this section, we review various notions and definitions all pertaining to internal stability. Most of the definitions and results presented here are classical and can be found in many textbooks such as [58, 142, 189]. The most complete set of results can be found in [44]. We concentrate here only on continuous-time systems; however, all the following definitions can be easily modified for discretetime systems. We consider throughout this section a nonlinear ordinary differential equation of the form xT D f .t; x/;

x.t0 / D x0 ;

(2.29)

where x.t/ 2 Rn , f W Œ0; 1/  Rn 7! Rn and B.r/ D fx 2 Rn j kxk < rg: Unless stated otherwise, we assume that the function f is such that, for all initial conditions in some open neighborhood of the equilibrium, the system (2.29) possesses a unique solution x.tI t0 ; x0 / for all t0 > 0 and t > t0 . The system (2.29) is referred to as a time-varying system. We also consider the case when the function f in (2.29) is not explicitly dependent on time t. In this case, the resulting system (2.29) is referred to as a time-invariant system which can be written as xT D f .x/;

x.t0 / D x0 :

(2.30)

We have the following definitions.

Definition 2.23 A state xe is said to be an equilibrium state of the system (2.29) if f .t; xe / 0 for all t > 0:

Definition 2.24 The equilibrium state xe of (2.29) is said to be an isolated equilibrium state if there exists a constant ˛ > 0 such that the system (2.29) does not contain any equilibrium other than xe in the region B.xe ; ˛/ WD fx j kx  xe k < ˛g  Rn :

Definition 2.25 The equilibrium state xe of (2.29) is said to be stable if for any t0 > 0 and " > 0 there exists a ı > 0 such that for all x0 2 Rn with kx0 xe k < ı, we have that kx.tI t0 ; x0 /  xe k < " for all t t0 .

2.7 Internal stability

29

Definition 2.26 The equilibrium state xe of (2.29) is said to be unstable if it is not stable.

Definition 2.27 The equilibrium state xe of (2.29) is said to be uniformly stable if for any " > 0, there exists a ı > 0 such that for all x0 2 Rn with kx0  xe k < ı, we have kx.tI t0 ; x0 /  xe k < " for all t0 > 0 and for all t t0 .

Definition 2.28 The equilibrium state xe of (2.29) is said to be asymptotically stable if: (i) It is stable. (ii) For every t0 > 0, there exists a ı > 0 such that for all x0 2 Rn with kx0  xe k < ı, we have lim t !1 kx.tI t0 ; x0 /  xe k D 0.

Definition 2.29 For any t0 > 0, the set of all x0 2 Rn such that x.tI t0 ; x0 / ! xe as t ! 1 is called the region of attraction at time t0 of the equilibrium state xe . If condition (ii) of Definition 2.28 is satisfied, then the equilibrium state xe is said to be attractive.

Definition 2.30 The equilibrium state xe of (2.29) is said to be uniformly asymptotically stable if (i) It is uniformly stable. (ii) For every " > 0, there exist T > 0 and ı0 > 0 such that for all initial conditions x0 2 Rn with kx0  xe k < ı0 , we have kx.tI t0 ; x0 /  xe k < " for all t0 > 0 and for all t t0 C T .

Definition 2.31 The equilibrium state xe of (2.29) is said to be exponentially stable if there exists an ˛ > 0 with the property that for every " > 0 there exists a ı > 0 such that for all initial conditions x0 2 Rn for which kx0  xe k < ı, we have kx.tI t0 ; x0 /  xe k  "e ˛.t t0 / for all t0 > 0 and for all t t0 .

30

2 Preliminaries

Definition 2.32 A solution x.tI t0 ; x0 / for some t0 > 0 and x0 2 Rn of (2.29) is said to be bounded if there exists a ˇ > 0 such that kx.tI t0 ; x0 /k < ˇ for all t t0 .

Definition 2.33 The solutions of (2.29) are said to be uniformly bounded if for any ˛ > 0, there exists a ˇ > 0 such that for all initial conditions x0 2 Rn for which kx0 k < ˛, we have kx.tI t0 ; x0 /k < ˇ for all t0 > 0 and for all t t0 .

Definition 2.34 The set of solutions of (2.29) is said to be uniformly ultimately bounded if there exists a B > 0 such that for any ˛ > 0, there exists a T > 0 such that for all initial conditions x0 2 Rn for which kx0 k < ˛, we have kx.tI t0 ; x0 /k < B for all t0 > 0 and for all t t0 C T .

Definition 2.35 The equilibrium state xe of (2.29) is said to be globally asymptotically stable if it is stable and every solution of (2.29) tends to xe as t ! 1 (i.e., the region of attraction of xe is all of Rn ).

Definition 2.36 The equilibrium state xe of (2.29) is said to be uniformly globally asymptotically stable if: (i) It is uniformly stable. (ii) The solutions of (2.29) are uniformly bounded. (iii) For all ˛ > 0 and " > 0, there exists a T > 0 such that for all initial conditions x0 2 Rn satisfying kx0 xe k < ˛, we have kx.tI t0 ; x0 /xe k < " for all for all t0 > 0 and t t0 C T .

Definition 2.37 The equilibrium state xe of (2.29) is said to be globally exponentially stable if there exists an ˛ > 0 with the property that for any ˇ > 0, there exists a k > 0 such that for all initial conditions x0 2 Rn for which kx0 xe k < ˇ, we have kx.tI t0 ; x0 /  xe k  ke ˛.t t0 / for all t0 > 0 and for all t t0 .

2.7 Internal stability

31

Definition 2.38 The trajectory x.tI t0 ; x0 / is said to be stable (unstable, uniformly stable, asymptotically stable, uniformly asymptotically stable, exponentially stable) if the equilibrium state ze D 0 of the system zT D f .t; z C x.tI t0 ; x0 //  f .t; x.tI t0 ; x0 // is stable (unstable, uniformly stable, asymptotically stable, uniformly asymptotically stable, exponentially stable, respectively).

Definition 2.39 The system (2.29) is said to be internally Lp stable at t0 if the trajectory x.tI t0 ; x0 / for any x0 2 Rn belongs to Lp Œt0 ; 1/. Definition 2.40 The system (2.29) is said to be uniformly internally Lp stable if it is internally Lp stable at t0 for all t0 > 0.

Remark 2.41 For autonomous systems, internal Lp stability implies global attractivity of the origin when f is continuous at the origin (see Lemma 2.79). It is easy to see that in the case of autonomous system (2.30), all the references to the word “uniform” in the above definitions need not be evoked. That is, if the equilibrium state xe is stable (asymptotically stable, exponentially stable, globally asymptotically stable), it is always uniformly stable (uniformly asymptotically stable, uniformly exponentially stable, uniformly globally asymptotically stable, respectively). Similarly, if the solution x.tI t0 ; x0 / is bounded, it is uniformly bounded as well.

2.7.1 Lyapunov’s direct method The stability properties of the equilibrium state xe or the solution x.tI t0 ; x0 / of (2.29) can be verified by utilizing the well-known direct method of Lyapunov (also called as the second method of Lyapunov). The method seeks to answer various questions of stability by using the form of the function f .t; x/ in (2.29) rather than the explicit knowledge of the solutions. We need the following additional definitions before we introduce the method. Definition 2.42 A continuous function  W Œ0; 1/ 7! RC is said to belong to class K (denoted by  2 K) if: (i) .0/ D 0. (ii)  is strictly increasing.

32

2 Preliminaries

Definition 2.43 A continuous function  W Œ0; 1/ 7! RC is said to belong to class K1 (denoted by  2 K1 ) if: (i) .0/ D 0. (ii)  is strictly increasing. (iii) lim . / D 1. !1

Definition 2.44 Two functions 1 ; 2 2 K are said to be of the same order of magnitude if there exist positive constants k1 and k2 such that k1 1 .r/  2 .r/  k2 1 .r/; for all r 2 Œ0; 1/.

Definition 2.45 A function V .t; x/ W RC  Rn 7! R with V .t; 0/ D 0 for all t 2 RC is said to be locally positive definite if there exists a subset V of Rn containing 0 in its interior and a continuous function  2 K such that V .t; x/ .kxk/ for all t 2 RC , x 2 V. V .t; x/ is called locally negative definite if V .t; x/ is positive definite.

Definition 2.46 A function V .t; x/ W RC  V 7! R with V .t; 0/ D 0 for all t 2 RC is said to be locally positive semi-definite if if there exists a subset V of Rn containing 0 in its interior such that V .t; x/ 0 for all t 2 RC , x 2 V. V .t; x/ is called negative semi-definite if V .t; x/ is positive semi-definite.

Definition 2.47 A function V .t; x/ W RC  Rn 7! R with V .t; 0/ D 0 for all t 2 RC is said to be decrescent if there exists a subset V of Rn containing 0 in its interior and a continuous function  2 K such that V .t; x/  .kxk/ for all t 2 RC and for all x 2 V.

Definition 2.48 A function V .t; x/ W RC  Rn 7! R with V .t; 0/ D 0 for all t 2 RC is said to be positive definite if there exists a continuous function  2 K such that V .t; x/ .kxk/ for all t 2 RC and x 2 Rn .

2.7 Internal stability

33

Definition 2.49 A function V .t; x/ W RC  Rn 7! R with V .t; 0/ D 0 for all t 2 RC is said to be a radially unbounded positive definite function if there exists a  2 K1 such that V .t; x/ .kxk/ for all t 2 RC and x 2 Rn : In what follows, without loss of generality, we assume that xe D 0 is an equilibrium point of (2.29). Also, we define VT as the time derivative of the function V .t; x/ along the solution of (2.29), that is, @V C .rV /f .t; x/; VT D @t where rV D

 @V @V D @x 1 @x

@V @x2



@V @xn



is the gradient of V with respect to x. The following theorem states the second method of Lyapunov.

Theorem 2.50 Suppose that there exists a locally positive definite function V .t; x/ W RC  Rn 7! R for some r > 0 with continuous first-order partial derivatives with respect to t and x and V .t; 0/ D 0 for all t 2 RC . Then the following statements are true: (i) If VT .t; x/  0 for all t 2 RC and all x in some open neighborhood of 0, then xe D 0 is stable. (ii) If V is decrescent and VT .t; x/  0 for all t 2 RC and all x in some open neighborhood of 0, then xe D 0 is uniformly stable. (iii) If V is decrescent and VT .t; x/ < 0 for all t 2 RC and all x in some open neighborhood of 0, then xe D 0 is uniformly asymptotically stable. (iv) If V is decrescent and there exist functions 1 ; 2 ; 3 2 K of the same order of magnitude such that 1 .kxk/  V .t; x/  2 .kxk/ and VT .t; x/  3 .kxk/ for all t 2 RC and for all x in some open neighborhood of the origin, then xe D 0 is exponentially stable. Let us examine statement (ii) of Theorem 2.50. If we remove the restriction of V being decrescent, we obtain statement (i). Therefore, one might be tempted to expect that by removing the condition of V being decrescent in statement (iii),

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2 Preliminaries

we obtain a condition for asymptotic stabilty, that is, VT < 0 implies that xe D 0 is asymptotic stability. Such an intuitive conclusion is not true, as demonstrated by a counterexample in [94], see also [44, Sect. 53], where a first-order differential equation and a positive definite, non-decrescent function V .t; x/ are used to show that VT < 0 alone does not imply that xe D 0 is asymptotic stable. The condition in statement (iii) of the above theorem, namely, V .t; x/, is decrescent, and VT .t; x/ < 0 is also equivalent to the existence of functions 1 ; 2 ; 3 2 K, where 1 ; 2 ; 3 do not have to be of the same order of magnitude, such that 1 .kxk/  V .t; x/  2 .kxk/ and VT .t; x/  3 .kxk/ for all t 2 RC and x 2 B.r/. We recognize that, in the above theorem, the state x is restricted to a neighborhood of the origin. As such, the results (i)–(iv) of Theorem 2.50 are referred to as local results. The following theorems are concerned with the global results.

Theorem 2.51 Assume that the solution of (2.29) exists and is unique for each x0 2 Rn . Suppose that there exists a decrescent, radially unbounded positive definite function V .t; x/ W RC  Rn 7! RC with continuous first-order partial derivatives with respect to t and x and V .t; 0/ D 0 for all t 2 RC . Then the following statements are true: (i) If VT .t; x/ < 0 for all t 2 RC and all x 2 Rn , then xe D 0 is uniformly globally asymptotically stable. (ii) If there exist functions 1 ; 2 ; 3 2 K1 of the same order of magnitude such that 1 .kxk/  V .t; x/  2 .kxk/ and VT .t; x/  3 .kxk/ for all t 2 RC and x 2 Rn , then xe D 0 is globally exponentially stable. The condition in statement (i) of the above theorem, namely, VT .t; x/ < 0, is also equivalent to the existence of functions 1 ; 2 2 K1 and 3 2 K such that 1 .kxk/  V .t; x/  2 .kxk/ and VT .t; x/  3 .kxk/ for all t 2 RC and x 2 Rn . Theorem 2.52 Let the solution of (2.29) be unique for each x0 2 Rn . Suppose that there exists a decrescent, positive definite function V .t; x/ W RC  Rn 7! RC with continuous first-order partial derivatives with respect to t and x and V .t; 0/ D 0 for all t 2 RC . Then the following statements are true: (i) If there exists a R > 0 such that VT .t; x/  0 for all t 2 RC and all x 2 Rn with kxk > R, then xe D 0 is uniformly bounded.

2.8 External stability

35

(ii) If there exists a R > 0 and  2 K such that VT .t; x/  .kxk/ for all t 2 RC and all x 2 Rn with kxk > R, then xe D 0 is uniformly ultimately bounded. Theorems 2.50–2.52 also hold for the autonomous system (2.30) because it is a special case of (2.29)). In the case of (2.30), however, V .t; x/ D V .x/, that is, it does not explicitly depend on time t, and all references to the words “decrescent” and “uniform” could be deleted. This is because V .x/ is always decrescent and the stability (respectively, asymptotic stability) of the equilibrium xe D 0 of (2.30) implies uniform stability (respectively, uniform asymptotic stability). Also, for (2.30), we can obtain a stronger result than Theorem 2.51 for global asymptotic stability. Before we state this result, let us have the following definition. Definition 2.53 A set ˝ 2 Rn is invariant with respect to (2.30) if every solution of (2.30) starting in ˝ remains in ˝ for all t. Theorem 2.54 Let the solution of (2.30) be unique for each x0 2 Rn . Suppose that there exists a positive definite and radially unbounded function V .x/ W Rn 7! RC with continuous first-order partial derivatives with respect to x and V .0/ D 0. If (i) VT  0 for all x 2 Rn . (ii) The origin x D 0 is the only invariant subset of the set ˝ D fx 2 Rn j VT D 0g; then the equilibrium xe D 0 of (2.30) is globally asymptotically stable. All the above theorems are referred to as Lyapunov-type theorems. The function V .t; x/ or V .x/ that satisfies any Lyapunov-type theorem is referred to as a Lyapunov function. Lyapunov functions can also be used to predict the instability properties of an equilibrium point xe . Several instability theorems based on the second method of Lyapunov are given in [44].

2.8 External stability Securing the stability of the equilibrium point of a given system or physical process is central to any control system design. In this regard, the classical concept of internal stability or otherwise often known as Lyapunov stability of a given system, as discussed in Sect. 2.7, dwells on various notions of the stability of an

36

2 Preliminaries

equilibrium point. It is widely discussed in many text books. On the other hand, another classical notion well known in the context of linear systems is the concept of bounded input bounded output (BIBO) stability or input–output stability. It is rooted in the requirement that a “small” excitation should cause only a “small” response. Motivated by this, the notion of external stability is indeed an attempt to bring a notion similar to BIBO to nonlinear systems as well by defining an appropriate measure of “smallness”. Most of the literature considers the Lp (or `p ) norm as an appropriate measure of “smallness”. Thus, external stability seeks the controlled output be in the Lp or `p space for p 2 Œ1; 1 whenever the external input or disturbance of a system is in the Lp or `p space. Moreover, one can also define the notion of system gain as the induced norm of the mapping from the external input to the controlled output. Owing to the use of the Lp (or `p ) norm as an appropriate measure, external stability is also known as Lp stability for continuous-time systems or `p stability for discrete-time systems. Thus, the notions of input–output stability, external stability, and Lp or `p stability tantamount to the same. To distinguish internal stability, or otherwise called Lyapunov stability, from input–output stability, it is worth quoting here two paragraphs from J. C. Willem’s book, The Analysis of Feedback Systems ([204], pp. 102–103), from which one may gain a historical view on how the Lyapunov stability and input–output stability are distinguished and get separated. “Lyapunov stability considers stability as an internal property of a system, and inputs and outputs do not play a role. This formulation accounts for the early development and great historical importance of this type of stability. The study of systems without inputs and outputs is indeed basic to classical dynamics. The traditional question of the stability of the solar system, for example remains a long standing challenge and does not involve inputs in any way. It is thus more than natural that stability of control systems has been studied in this context; namely, as a condition on undriven classical dynamical systems. This is in spite of the fact that its founders, Lyapunov and Poincaré, were not primarily interested in control. It should be noted that this dynamical-system point of view is supported by the work of Maxwell and much of the subsequent work on regulators. Although Lyapunov stability remains important and very useful in many control applications, its basic philosophy can often be challenged and is somewhat out of line with the modern approach to systems, where inputs and outputs are the fundamental variables and the state is merely an auxiliary variable that essentially represents the contents of a memory bank. The development and success of input–output stability should thus come as no surprise. This does not exclude that for many applications Lyapunov stability does represent a very satisfactory type of stability, and thus its study will remain both important and fruitful.” “Input–output stability is, from an engineering point of view, a very significant and important type of stability. The informal definition of stability given for instance by Nyquist in his classic paper on Regeneration Theory is essentially that of input–output stability. It is intimately related to the idea of stability under constant disturbances and thus has some classical—although not system

2.8 External stability

37

oriented—foundations. The concept of input–output stability stands in direct competition with the idea of stability in the sense of Lyapunov. Input–output stability considers the disturbance entering the system as a constantly acting input, where as stability in the sense of Lyapunov considers the initial conditions as the disturbance to the system. Which of these two types of stability is to be preferred clearly depends on the particular application. In a sense, input–output stability protects against noise disturbances, whereas Lyapunov stability protects against a single impulse-like disturbance.” Our concern in this section is to recall several definitions all pertaining to input– output stability or external stability or some other notions of stability related to it. Throughout this section, we consider a system ˙ of the form, ( x D f .x; d /; x.0/ D x0 (2.31) z D g.x; d /; with f .0; 0/ D 0 and g.0; 0/ D 0, where, as before,  denotes the time derivative (x D dtd x) or the shift operator (.x/.k/ D x.k C 1/) for continuous-time and discrete-time systems, respectively. Here x is the state, d is the input, and z is the controlled output. At first, we start with various notions of Lp or `p stability where initial conditions are fixed; in fact as is customary, the initial conditions are fixed at the origin. Definition 2.55 Let p 2 Œ1; 1. Consider a continuous-time system ˙ as given in (2.31). Then, it is said to be Lp stable with fixed initial condition and without finite gain if, given any input d 2 Lp and x.0/ D 0, there exists a unique solution x such that the controlled output z 2 Lp . Similarly, consider the discrete-time system ˙ as given in (2.31). Then, it is said to be `p stable with fixed initial condition and without finite gain if, given any input d 2 `p and x.0/ D 0, the unique solution x is such that the controlled output z 2 `p .

Remark 2.56 We note that if the continuous-time system (2.31) has an Lp input, the classical condition of f being locally Lipschitz might not suffice to ensure the existence and uniqueness of solution. This can be shown in the following example. Consider xT D .1  x/d 3 ;

x.0/ D 0:

The above system has a right hand side which obviously is nicely differentiable. Let (   13 1 t < t0 ; 1t dD 0 t > t0 ;

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2 Preliminaries

where t0 > 1. It is easy to verify that we have d 2 L1 . One solution with this input is x.t/ D sat t0 .t/: Another solution is x.t/ D sat1 .t/; where sat is a standard saturation function with saturation level as defined in Definition 2.19. Both of these solutions are so-called weak solutions in the sense that Zt x.t/ D .1  x. //d 3 . / d : 0

We should note that if we impose that d 2 Lp \ L1 , then the solution is unique. Definition 2.57 Let p 2 Œ1; 1. Consider a continuous-time system ˙ as given in (2.31). Then, it is said to be Lp stable with fixed initial condition with finite gain and with zero bias if, given any input d 2 Lp and x.0/ D 0, there exists a unique solution x such that the controlled output z 2 Lp and, moreover, if there exists a positive constant p such that the following holds: kzkp  p kd kp ;

for all d 2 Lp :

Furthermore, the infimum over all such p ’s is called the Lp gain of the system. Similarly, consider the discrete-time system ˙ as given in (2.31). Then, it is said to be `p stable with fixed initial condition with finite gain and with zero bias if, given any input d 2 `p and x.0/ D 0, the unique solution x is such that the controlled output z 2 `p and, moreover, if there exists a positive constant p such that the following holds: kzkp  p kd kp ;

for all d 2 `p :

Furthermore, the infimum of such p ’s is called the lp gain of the system. Definition 2.58 Let p 2 Œ1; 1. Consider a continuous-time system ˙ as given in (2.31). Then, it is said to be Lp stable with fixed initial condition with finite gain and with bias if, given any input d 2 Lp and x.0/ D 0, there exists a unique solution x such that the controlled output z 2 Lp and, moreover, if there exist positive constants p and bp such that the following holds: kzkp  p kd kp C bp ;

for all d 2 Lp :

Furthermore, the infimum over all such p ’s is called the Lp gain of the system.

2.8 External stability

39

Similarly, consider the discrete-time system ˙ as given in (2.31). Then, it is said to be `p stable with fixed initial condition with finite gain and with bias if, given any input d 2 `p and x.0/ D 0, the unique solution x is such that the controlled output z 2 `p , and moreover, if there exist positive constants p and bp such that the following holds: kzkp  p kd kp C bp ;

for all d 2 `p :

Furthermore, the infimum of such p ’s is called the `p -gain of the system. Remark 2.59 Definitions 2.57 and 2.58 are equivalent for linear systems as one implies the other and conversely.

Remark 2.60 In the literature, Lp or `p stability with fixed initial condition and without finite gain is often simply referred to as Lp or `p stability. Also, Lp or `p stability with fixed initial condition and with finite gain is often simply referred to as Lp or `p stability with finite gain. In this book, we do the same. In the definitions of Lp or `p stability given above, we assumed that the initial conditions of the given system are fixed at zero, that is, the system is at rest. Nevertheless, one can modify easily the above definitions by setting the initial conditions at any fixed nonzero point. This is done in the literature by Shi [149]. In this regard, we observe here one important aspect as pointed out by Shi and others (see [151]); that is, if a given system is Lp -stable in some sense for one fixed initial condition, it does not necessarily imply that it is Lp stable in the same sense for another fixed initial condition. The following example illustrates this.

Example 2.61 Consider the double integrator with a linear feedback control law and external input d : 8 ˆ < xT 1 D x2 (2.32) xT 2 D .x1  x2 / C ı.d / ˆ : z D x1 ; where .:/ is a standard saturation function. This system is globally asymptotically stable and locally exponentially stable if d D 0. Hence, given the zero initial condition x.0/ D 0, there exists a sufficiently small ı > 0 such that for all d 2 Lp , we have x 2 Lp for all p 2 Œ1; 1. However, it is shown in Chap. 14 and in [169] that if p > 2, then, no matter how small ı is, there exist a d  2 Lp and an initial state .x1 ; x2 / such that the state trajectory of the closed-loop system diverges to infinity. Thus, z 62 Lp .

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2 Preliminaries

To create an example for any p > 1 where Lp stability depends on the choice of the initial condition, we simply modify the above system. Consider the same double integrator but with the input passing through a nonlinear element ./p=3 for some p > 1 and with a nonlinear output: 8 ˆ < xT 1 D x2 (2.33) xT 2 D .x1  x2 / C ı.d p=3 / ˆ : z D jx1 j3=p : Consider the initial condition .x1 ; x2 / and define d D jd  j3=p sgn.d  / where d  2 L3 is an external signal for the system (2.32), which drives the state from initial condition .x1 ; x2 / to infinity. Since d  2 L3 , obviously d 2 Lp . By construction, for initial condition .x1 ; x2 /, the state x of (2.33) diverges, and hence, z 62 Lp . This establishes that the system (2.33) is not Lp stable for initial condition .x1 ; x2 /. On the other hand, we claim that the system (2.33) is Lp stable for zero initial conditions. After all, for any d 2 Lp , we have d  D d p=3 2 L3 . We know that system (2.32) with zero initial conditions and input d  yields a state x 2 L3 . But this clearly yields that the system (2.33) with zero initial conditions and input d yields a state x 2 L3 and an output z 2 Lp . Hence, the system (2.33) is Lp stable for zero initial condition. It is clear from the above discussion that the initial conditions of the given system play a dominant role in achieving or not achieving external stability (in one sense or other), and hence, any definition of external stability must take into account the initial conditions. Motivated by this, Shi [149] not only defines external stability by setting the initial conditions at a fixed point but also when initial conditions are arbitrary. That is, Shi [149] defines what is now known as external stability with arbitrary initial conditions. These definitions are recalled below. Definition 2.62 Let p 2 Œ1; 1. Consider a continuous-time system ˙ as given in (2.31). Then, it is said to be Lp stable with arbitrary initial conditions and without finite gain if for any input d 2 Lp and for any arbitrary initial condition x0 2 Rn , there exists a unique solution x such that the controlled output z 2 Lp . Similarly, consider the discrete-time system ˙ as given in (2.31). Then, it is said to be `p stable with arbitrary initial conditions and without finite gain if for any input d 2 `p and for any arbitrary initial condition x0 2 Rn , the unique solution x is such that the controlled output z 2 `p . Following the above definitions, a recent paper [126] defines external stability with arbitrary initial conditions with finite gain and with bias.

2.8 External stability

41

Definition 2.63 Let p 2 Œ1; 1. Consider a continuous-time system ˙ as given in (2.31). Then, it is said to be Lp stable with arbitrary initial conditions with finite gain and with bias if the following hold: (i) There exists a unique solution x for any x.0/ D x0 2 Rn . (ii) There exists a positive constant p and a class K-function bp such that for any x.0/ D x0 2 Rn , the following holds: kzkp  p kd kp C bp .kx0 k/;

for all d 2 Lp :

Furthermore, the infimum of such p ’s is called the Lp gain of the system. Similarly, consider the discrete-time system ˙ as in (2.31). Then, it is said to be `p stable with arbitrary initial conditions with finite gain and with bias if there exists a positive constant p and a class K-function bp such that for any x.0/ D x0 2 Rn , the following holds: kzkp  p kd kp C bp .kx0 k/;

for all d 2 `p :

Furthermore, the infimum of such p ’s is called the `p gain of the system. More recently, some other notions of external stability are introduced. These notions are similar to the definitions of Lp or `p stability with arbitrary initial conditions as they incorporate within them in some sense or other the notion of internal stability in the absence of disturbance or external input d . One such definition is introduced in [156] and is called input-to-state stability (ISS). It makes an attempt to marry both the notions of internal Lyapunov stability and the L1 stability or `1 stability. We first need to recall the definition of a KL-function before we recall the definition of ISS. Definition 2.64 A continuous function W RC ! RC is said to be of class L if it is monotonically decreasing and limr!1 .r/ D 0. A function ˇ W RC  RC ! RC is a class KL-function if it is class K with respect to the first argument and class L with respect to the second argument.

Definition 2.65 Consider the continuous-time system ˙ as given in (2.31) where f W Rn  Rs ! Rn . Then, ˙ is said to be input-to-state stable (ISS) if there exist a class KL-function ˇ W RC  RC ! RC and a class K-function ˛ such that, for each input d 2 L1 and for each initial condition x.0/ D x0 with x0 2 Rn , there exists a unique solution x.tI x0 ; d / of ˙ satisfying kx.tI x0 ; d /k 6 ˇ.kx0 k; t/ C ˛.kd kL1 / for each t > 0.

(2.34)

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2 Preliminaries

Definition 2.66 Consider the discrete-time system ˙ as given in (2.31) where f W Rn  Rs ! Rn . Then, ˙ is said to be input-to-state stable (ISS) if there exist a class KL-function ˇ W RC  RC ! RC and a class K-function ˛ such that, for each input d 2 `1 and for each initial condition x.0/ D x0 with x0 2 Rn , the unique solution x.kI x0 ; d / of ˙ satisfies kx.kI x0 ; d /k 6 ˇ.kx0 k; k/ C ˛.kd k`1 /

(2.35)

for each integer k 2 ZC . Remark 2.67 Note that, by causality, the same definition would result if one would replace (2.35) by kx.kI x0 ; d /k 6 ˇ.kx0 k; k/ C ˛.kdŒk1 k`1 /; where k > 1 and, for each r > 0, dŒr denotes the truncation of d at r; that is, ( d.j / if j 6 r; dŒr .j / D 0 if j > r:

Remark 2.68 By definition, an immediate consequence of an ISS system is that, for any arbitrarily fixed initial state x0 2 Rn , any bounded input d must produce a bounded state. Moreover, when the input d is identically zero, the ISS implies the global asymptotic stability of the zero equilibrium point. Before we present another notion of external stability which is married in some sense or other to the notion of internal stability, let us next recall a well-known fact in linear system theory that global asymptotic stability implies that any vanishing external input produces a vanishing state and as such, external inputs that vanish as time progresses affect only the transient behavior of a given system. In general, such a behavior is not true for nonlinear systems. This is what is behind the notion of converging input converging state (CICS) stability as recalled shortly. Let us first introduce some notation. Definition 2.69 The set of function f W RC ! Rs with the property that lim f .t/ D 0

t !1

is denoted by C0 . Similarly, the set of function f W ZC ! Rs with the property that lim f .k/ D 0

k!1

is denotd by c0 .

2.9 Relationship between internal stability and external stability

43

We have the following CICS definitions.

Definition 2.70 Consider the continuous-time system ˙ as given in (2.31) where f W Rn  Rs ! Rn . We say that the system ˙ satisfies the CICS stability if for each input d 2 C0 and for any initial condition x.0/ D x0 with x0 2 Rn , there exists a unique solution x.tI x0 ; d / that satisfies x.I x0 ; d / 2 C0 .

Definition 2.71 Consider the discrete-time system ˙ as given in (2.31) where f W Rn  Rs ! Rn . We say that the system ˙ satisfies the CICS stability if for each input d 2 c0 and for any initial condition x.0/ D x0 with x0 2 Rn , the solution x.kI x0 ; d / of ˙ satisfies x.I x0 ; d / 2 c0 .

Remark 2.72 We note that, in the absence of any disturbance d , CICS stability implies global attractivity of the origin.

Remark 2.73 Various concepts of external stability are formulated above. In these formulations, the space of external signals or disturbances has no restrictions, that is, it is the entire such possible space. In that sense, these results are global results even though we did not explicitly add “global” in the terminology. On the other hand, one can restrict the space of external signals to a certain proper subset of the entire possible space. Such a restriction can be useful to define semi-global rather than global external stability concepts, the study of which will be undertaken in detail in subsequent chapters. An example of a version of local external stability will be seen in the next section.

2.9 Relationship between internal stability and external stability Sections 2.7 and 2.8 deal respectively with various definitions of internal stability and external stability. One natural question that arises at this stage is whether there exists any relationship between these two notions of stability. We remark that a well-known result in linear system theory is that any asymptotically stable system has very good external stability properties. That is, for linear systems under some mild conditions, the notions of internal stability and external stability are very highly coupled and in fact simply coalesce. However, for nonlinear systems, as readers will observe in subsequent chapters, in general, just having internal stability in one sense or other does not necessarily imply external stability in some

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sense or another. One can generate several examples to illustrate this. To quote an example as given in Liu et al. [89, 90], consider a nonlinear system (a linear system subject to actuator saturation), xT 1 D .3x1 C 7x2 C d1 /; xT 2 D .x1 C 2x2 C d2 /; where d1 and d2 are some inputs and .:/ is a standard saturation function with ˙1 as the saturation level. It is easy to see that in the absence of d1 and d2 , such a system is locally asymtotically stable with the origin as its equilibrium point. On the other hand, one can find for some finite T some input functions d1 .t/ and d2 .t/ on the interval Œ0; T  such that the origin Œ0; 00 of the considered system at t D 0 can be steered to Œ1; 10 at t D T . By defining d1 D 0 and d2 D 0 on .T; 1/, we have the solution of the considered system as x1 D t  T C 1 and x2 D t  T C 1. Thus, when we consider d1 .t/ and d2 .t/ as external input or disturbance signals, the considered system is not Lp stable for any 1  p  1 in the traditional sense of Lp stability with fixed initial conditions. Then, another immediate query arises: Suppose the given system is externally stable in some sense. Does such an external stability have any consequences for internal stability of the given system in the absence of external input signals? In this regard, we have already remarked that having ISS implies global asymptotic stability of zero equilibrium point of a given nonlinear system in the absence of any external input signals. Additionally, if a nonlinear system is CICS stable, then it also has the property of global attractivity of the origin in the absence of any external input signals. However, it is not clear yet, whether having external stability in the classical sense of Lp stability with fixed initial conditions has any consequences for internal stability in some sense or other. It turns out that under some mild conditions on the given nonlinear system, external stability does imply certain properties of internal stability. We pursue such properties in this section based on the recent work of [191]. To be specific, in this section, for a nonlinear system that is Lp stable, our interest is to investigate the internal stability of the autonomous system (i.e, the given nonlinear system with the input zero). Our work here in this respect evolves along two main lines. The first line starts with Lp stability without finite gain. An important prior result in this direction is that in [89], which under a fairly restrictive condition on the structural property of the system, shows that Lp stability without finite gain implies global attractivity of the equilibrium point. Indeed, it turns out that this result of [89] can be obtained under weaker conditions. We show here that under mild conditions, global Lp stability without finite gain ensures attractivity of the equilibrium point in the absence of input and attractivity of the origin with any Lp input. The other line emanates from Lp stability with finite gain. There is a large body of work in the literature in this direction; see, for instance, [25, 46, 89, 190]. Along this line of research, the objective here is to conclude local asymptotic stability of the equilibrium point based on Lp stability with finite gain. It was shown in [46] that under a uniform reachability condition, global Lp stability with finite gain

2.9 Relationship between internal stability and external stability

45

implies local asymptotic stability of the equilibrium point. In [190], the notion of small-signal Lp stability with finite gain was introduced and its connection to attractivity of the equilibrium point was established. This concept of small-signal Lp stability was extended in [25] by so-called gain-over-set stability, and it was shown that finite-gain Lp stability over a set in Lp space yields local asymptotic stability of the equilibrium point. We prove here a result on the relationship between Lyapunov stability and local Lp stability with finite gain, which further extends, to some extent, the result in [25]. We consider a nonlinear system ˙1 W

xT D f .x; d /;

x.0/ D x0 ;

(2.36)

where x 2 Rn and d 2 Rm . We assume that for all x0 2 Rn , ˙1 has a unique solution defined on Œ0; 1/, which is absolutely continuous on any compact interval. Moreover, we assume that f .x; d / is continuous with respect to x. Let x.tI t0 ; x0 ; d / denote the trajectory of ˙1 initialized at time t0 with input d and initial condition x0 . If t0 D 0, we will use x.tI x0 ; d / instead of x.tI t0 ; x0 ; d /. We shall investigate the internal stability of the unforced system ˙2 W

xT D f .x; 0/;

x.0/ D x0 ;

(2.37)

under the assumption that ˙1 is Lp stable in some sense. We first recall some preliminaries. We defined several types of Lp stability earlier in Sect. 2.8. These were basically all global definitions even though, for brevity, we did not explicitly use the word “global.” Here global is in the sense that d 2 Lp is not bounded in size. Below, we define a local version of Lp stability. Definition 2.74 The system ˙1 is said to be locally Lp stable with fized initial condition and with finite gain if there exists a ı and a  such that for x0 D 0 and any d with kd kLp 6 ı, a unique solution exists and kx.tI 0; d /kLp 6  kd kLp . The region or domain of attraction as defined in Definition 2.29 is denoted by A.˙2 / for the system ˙2 , that is, A.˙2 / D fx0 2 Rn j x.tI x0 ; 0/ ! 0 as t ! 1g:

(2.38)

Definition 2.75 A point  2 Rn is an Lp -reachable point of system ˙1 if there exist a finite T , and an M , and a measurable input d W Œ0; T  ! Rm such that x.T I 0; d / D  and ZT kd.t/kp dt 6 M: 0

The set of all Lp -reachable points of ˙1 is called the Lp -reachable set of ˙1 , which is denoted as Rp .˙1 /.

46

2 Preliminaries

Remark 2.76 The requirement in Definition 2.75 is a weak condition that ensures that the integral of kd.t/kp over the interval Œ0; T  is finite. For example, any x0 that is reachable via a signal d.t/ that is essentially bounded on Œ0; T  is Lp reachable for any p 2 Œ1; 1/. The following definition of small-signal local Lp reachability is adapted from [25]. Definition 2.77 The system ˙1 is said to be small-signal locally Lp reachable if for any " > 0, there exists a ı such that for any  2 Rn with kk 6 ı, we can find a finite time T and a measurable input d W Œ0; T  ! Rm such that x.T I 0; d / D  and kd kp 6 ". We have the following result. Theorem 2.78 Suppose the system ˙1 is globally Lp stable with fixed initial condition without finite gain for some p 2 Œ1; 1/. Then A.˙2 /  Rp .˙1 /. In order to prove Theorem 2.78, we need the following lemma: Lemma 2.79 Consider the system ˙2 . If x.tI x0 ; 0/ 2 Lp for some p 2 Œ1; 1/, then x.tI x0 ; 0/ ! 0. Proof of Lemma 2.79 : For simplicity, we denote in this proof, x.tI x0 ; d / and f .x.t/; 0/ by x.t/ and f .x.t//, respectively. Suppose, for the sake of establishing a contradiction, that x.t/ ! 0 does not hold. Then there exists a ı > 0 such that, for any arbitrarily large T > 0, there is a > T such that kx. /k > 2ı. Let m be a bound on kf .x/k on the closed ball B.2ı/. This bound exists due to continuity of f .x/ with respect to x. For some such that kx. /k > 2ı, let t2 > be the smallest value such that kx.t2 /k D ı, and let t1 be the largest value such that t1 < t2 and kx.t1 /k D 2ı. Such t1 and t2 exist because x.t/ is absolutely continuous and x 2 Lp . Since kx.t/k 2 B.2ı/ for all t 2 Œt1 ; t2 , we have, due to the absolute continuity of the solution, t  Z 2     kx.t1 /k  kx.t2 /k 6 kx.t2 /  x.t1 /k D  f .x. // d     t1

Zt2 kf .x. //k d 6 .t2  t1 /m:

6 t1

2.9 Relationship between internal stability and external stability

47

Hence, t2  t1 > .kx.t1 /k  kx.t2 /k/=m D ı=m. Clearly, kx.t/k > ı for all t 2 Œ ; t2 , and furthermore, t2  > t2  t1 > ı=m. It follows that for each such that kx. /k > 2ı, we have kx.t/k > ı for all t 2 Œ ; C ı=m. Let T be chosen large enough that Z1 kx.t/kp d <

ı pC1 : m

(2.39)

T

Such a T must exist, since x.t/ 2 Lp . Let > T be chosen such that kx. /k > 2ı. We have Z1

Cı=m Z

kx.t/k d >

kx.t/kp d >

p

ı pC1 : m



T

This contradicts (2.39), which proves that x.t/ ! 0.

Proof of Theorem 2.78 : For any x0 2 Rp .˙1 /, there exist finite T , M , and an input d0 .t/ for t 2 Œ0; T  such that x.T I 0; d0 / D x0 and ZT kd0 .t/kp dt 6 M: 0

Define

( d.t/ D

d0 .t/; t 2 Œ0; T ; 0; t > T:

Clearly, d 2 Lp . Since ˙1 is globally Lp stable with fixed initial condition without finite gain, we have x.I 0; d / 2 Lp . On the other hand, d.t/ D 0 for t > T implies that after T the system ˙1 is equivalent with system ˙2 initialized at x0 , that is, x.tI 0; d; 0/ D x.t  T I x0 ; 0/ with t > T . Therefore, x.tI x0 ; 0/ 2 Lp over Œ0; 1/. It follows from Lemma 2.79 that x.tI x0 ; 0/ ! 0 as t ! 1. This completes the proof.

Corollary 2.80 If Rp .˙1 / D Rn , then the origin of ˙2 is globally attractive. The next theorem shows that under a certain condition on the structure of f .x; d /, the origin of ˙1 is attractive for any input d 2 Lp .

48

2 Preliminaries

Theorem 2.81 Suppose that ˙1 is globally Lp stable with fixed initial condition without finite gain for some p 2 Œ1; 1/. If there exist ı, m1 , m2 , and q 2 Œ0; p/ such that for any x with kxk 6 ı and for any d , kf .x; d /k 6 m1 C m2 kd kq ;

(2.40)

then for x0 D 0 and any d 2 Lp , x.t; 0; d; 0/ ! 0 as t ! 1. Proof : Define a generalized saturation function x W Rn ! Rn 2 C 1 as 3 2 8 2ı x1 .x1 / ˆ xi < ı <  ; 6 : 7 2ı  7 6 : xi .xi / D  sin. 2ı xi /; jxi j 6 ı x .x/ D 4 : 5 ;  ˆ : 2ı ; xi > ı: xn .xn /  Consider xx.t/ D x .x.t; 0; d; 0//. Note that xx.t/ is still absolutely continuous on any compact interval. Let xxi and fi denote the i th element of xx and f .x; d / respectively. We have ( 0; jxi .t/j > ı jxxT i .t/j D  q j cos. 2ı xi /fi .x.t/; d.t//j 6 m1 C m2 kd.t/k ; jxi .t/j 6 ı; p Therefore, kxxT .t/k 6 n.m1 C m2 kd kq / for all t > 0. Note that kd.t/kq 6 1 C kd.t/kp , and hence, kd kq is locally uniformly integrable. Then it follows from [182] that xx.t/ ! 0 as t ! 0. This implies that x.t; 0; d; 0/ ! 0 as t ! 0.

Remark 2.82 In [89], in order to prove the same result as in Theorem 2.81, the following condition was imposed on f .x; d /: there exist ı1 , K1 , K2 , and ˛ 2 Œ0; p such that for x 2 Rn with kxk 6 ı1 and d 2 Rm , kf .x; d /k 6 K1 .kxk C kd k/ C K2 .kxk˛ C kd k˛ /: Theorem 2.81 shows that the dependence on kxk in the upper bound of the above condition is not necessary. An immediate consequence of Theorem 2.81 is the next theorem. Theorem 2.83 Suppose that ˙1 is globally Lp stable with fixed initial condition without finite gain and Rp .˙1 / D Rn for some p 2 Œ1; 1/. If there exist ı, m1 , m2 and q 2 Œ0; p such that for any x with kxk 6 ı and for any d , kf .x; d /k 6 m1 C m2 kd kq ;

2.9 Relationship between internal stability and external stability

49

then ˙1 is globally Lp stable without finite gain with arbitrary initial condition. Moreover, for any x0 2 Rn and any d 2 Lp , x.tI x0 ; d / ! 0 as t ! 1.

Proof : Since Rp .˙1 / D Rn , for any x0 2 Rn , there exist finite T , M , and a measurable input d0 W Œ0; T  ! Rm such that x.T I 0; d0 / D x0 and ZT kd0 .t/kp dt 6 M: 0

For any d 2 Lp , define (

d0 .t/; dx.t/ D d.t  T /;

t 2 Œ0; T  t > T:

Then we have x.tI x0 ; d / D x.t C T; 0; dx; 0/. Clearly, dx 2 Lp . This implies that x.I 0; dx/ 2 Lp , and hence, x.I x0 ; d / 2 Lp . This proves Lp stability with arbitrary initial condition and it follows from Theorem 2.81 that x.tI 0; dx/ ! 0 as t ! 1 and therefore x.tI x0 ; d / ! 0 as t ! 1. In what follows, we prove a theorem that is a slight generalization of results of [25].

Theorem 2.84 Suppose that ˙1 is locally Lp stable with fixed initial condition and with finite gain and small-signal locally Lp reachable. Then the origin of ˙2 is locally asymptotically stable.

Proof : Let " be an arbitrary positive real number. We need to show that there exists a ı > 0 such that kx0 k 6 ı implies that kx.tI x0 ; 0/k 6 " for all t > 0. Toward this end, let ı 6 2" be chosen such that for any x0 2 Rn with kx0 k 6 ı, there exist a finite time T and a measurable input d W Œ0; T  ! Rm such that x.T I 0; d / D x0 and kd kLp <

" 2



" 2M."/

1

p

:

This is possible due to Lp local reachability. Set d.t/ D 0 for t > T . Since ˙1 is locally Lp stable with finite gain, from Definition 2.74, there exists a  such that Z1

Z1 kx.tI 0; d /k dt 6 p

T

0

p kx.tI 0; d /kp dt 6  p kd kL < p

"pC1 : 2pC1 M."/

50

2 Preliminaries

For t > T , the system ˙1 is equivalent to ˙2 initialized at x.0/ D x0 , that is, x.tI 0; d / D x.t  T I x0 ; 0/. Hence, we have Z1 kx.tI x0 ; 0/kp dt <

"pC1 : 2pC1 M."/

(2.41)

0

It immediately follows from Lemma 2.79 that x.tI x0 ; 0/ ! 0 as t ! 1. We proceed to show that kx.tI x0 ; 0/k < " for all t > 0. Suppose, for the sake of establishing a contradiction, that there exists a such that kx. I x0 ; 0/k > ". Let t1 < be the largest value such that kx.t1 I x0 ; 0/k D "=2, and let t2 6 be the smallest value such that t2 > t1 and kx.t2 I x0 ; 0/k D ". Such t1 and t2 exist because kx0 k 6 2" . Then "=2 6 kx.tI x0 ; 0/k 6 " for all t 2 Œt1 ; t2 . Let M."/ be a bound on f .x; 0/ for kxk 6 ". We have, owing to the absolute continuity of x.tI x0 ; 0/, kx.t2 I x0 ; 0/k  kx.t1 I x0 ; 0/k 6 kx.t2 I x0 ; 0/  x.t1 I x0 ; 0/k t  Z 2  Zt2    6  f .x.t/; 0/ dt   6 M."/ dt 6 M."/.t2  t1 /:   t1

This gives that t2  t1 >

t1

" 2M."/

Z1

Zt2 kx.tI x0 ; 0/k dt > p

0

and, hence, that

Zt2  p " kx.tI x0 ; 0/k dt > dt D 2 p

t1

"pC1 ; 2pC1 M."/

t1

which contradicts (2.41). Hence, kx.tI x0 ; 0/k < " for all t > 0, which completes the proof.

Remark 2.85 Compared with the result in [25], Theorem 2.84 only requires a finite gain within an arbitrary small neighborhood of the origin of Lp space. Remark 2.86 We assume here that f .x; d / is continuous with respect to x, which covers a large class of dynamical systems. In fact, it can be seen from the proof that we only need continuity of f .x; d / with respect to x at x D 0.

3 A special coordinate basis (SCB) of linear multivariable systems

3.1 Introduction What is called the special coordinate basis (SCB) of a multivariable linear time-invariant system plays a dominant role throughout this book; hence a clear understanding of it is essential. The purpose of this chapter is to recall the SCB as well as its properties pertinent to this book. The SCB originated in [138, 140, 141] and was crystallized for strictly proper systems in [139] and for proper systems in [132]. Our presentation of SCB here omits all the proofs that can be found in the literature. What is SCB? It is a fine-grained structural decomposition of a multivariable linear time-invariant system. It partitions a given system into separate but interconnected subsystems that reflect the architectural mapping of inner workings of the system. By this we mean that the SCB identifies all pertinent structural elements of a system and their functions, and most significantly, it also displays the interconnections among all such structural elements. In doing so, the SCB representation explicitly reveals the system’s finite and infinite zero structure and invertibility properties. Since its introduction, the SCB has been used in a large body of research, on topics including loop transfer recovery, timescale assignment, disturbance rejection, H2 control, and H1 control. It has also been used as a fundamental tool in the study of linear systems theory. For details on these topics, we refer to the books [18, 19, 123, 133, 136], all of which are based on the SCB, and the references therein. Other topics include multivariable root loci [138, 140], decoupling theory [139], factorization of linear systems [20], squaring down of nonsquare systems [130, 132, 139], and model order reduction [111]. As will be clear to the readers, the influence of the SCB will be felt amply throughout this book and often from different angles.

3.2 The SCB We present the SCB in this section. For readers unfamiliar with the topic, the complexities of the SCB may initially appear overwhelming. This is only a reflection, however, of the inherent complexities that exist in general multivariable A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__3, © Springer Science+Business Media New York 2012

51

52

3 A special coordinate basis (SCB) of linear multivariable systems

linear time-invariant systems. In the following exposition, significant complexity is added to accommodate general non-strictly proper multivariable systems. To get an overview of the SCB of progressively complex systems, we recommend first reading the SCB of uniform rank systems [138], the SCB of invertible systems [140], the SCB of strictly proper systems [139], and then the SCB of general multivariable systems as presented shortly. Also, the complexities encountered can be dissipated by carefully following various notations used. We consider a linear time-invariant system ˙ characterized by a quadruple .A; B; C; D/. Let the dynamic equations of ˙ be ( x D Ax C Bu ˙ W (3.1) y D C x C Du; d for continuous-time syswhere  is an operator indicating the time derivative dt tems and a forward unit time shift for discrete-time systems. Also, x 2 Rn is the state, u 2 Rm is the control, and y 2 Rp is the output. Without loss of generality, we assume that .B 0 D 0 /0 and .C D/ have full rank. Next, it is simple to verify that nonsingular transformations Uz and Vz exist such that ! Im0 0 z z U DV D ; (3.2) 0 0

where m0 is the rank of matrix D. Hence, hereafter, without loss of generality, it is assumed that the matrix D has the form given on the right-hand side of (3.2). As such, without loss of generality, we can focus on a system ˙ of the form 8 !   u ˆ ˆ 0 ˆ Ax C B0 By1 ˆ < x D u y ! ! ! 1! (3.3) ˙ W ˆ y0 C0 Im0 0 u0 ˆ ˆ , ˆ : yy D Cy x C y1 0 0 u 1 1 where the matrices B0 , By1 , C0 , and Cy1 have appropriate dimensions. By nonsingular transformation of the state, output, and input, the system (3.3) can be transformed to the SCB. We use the symbols xz, y, z and u z to denote the state, output, and input of the system transformed to the SCB form. The transformations between the original system (3.3) and the SCB are called s , y , and u , and we z and u D u u z. write x D s xz, y D y y, The state xz, output y, z and input u z are partitioned as

˙x 

y 

a

xz D

xb xc xd

u 

0

;

yz D

yd ; yb

0

u zD

ud : uc

3.2 The SCB

53

Each component of state xz represents a particular subsystem described in the next section. In the partition of output y, z y0 is the original part of output as given in (3.3), yd is the output from the xd subsystem, and yb is the output from the xb subsystem. Similarly, in the partition of input u z, u0 is the original part of input as given in (3.3), ud is the input to the xd subsystem, and uc is the input to the xc subsystem. Because u0 appears first in both u and u z, u is of the form diag.Im0 ; xu /, for some nonsingular xu .

3.2.1 Structure of the SCB Consider first the case when the general system ˙ as given in (3.1) is strictly proper, that is, the matrix D D 0, and consequently u0 and y0 do not exist in (3.3). The meaning of the four subsystems can be explained as follows:  The xa subsystem represents the zero dynamics. This part of the system is not directly affected by any inputs nor does it affect any outputs directly. It may be affected, however, by the outputs yb and yd from xb and xd subsystems. The state xa can be partitioned further into three substates xa , xa0 , and xaC . These substates xa , xa0 , and xaC are associated respectively with the dynamics of zeros which are in the open left-hand complex plane, on the imaginary axis, and in the open right-hand complex plane for continuoustime systems and are within the unit circle, on the unit circle, and outside the unit circle for discrete-time systems.  The xb subsystem has a direct effect on the output yb , but it is not directly affected by any inputs. It may be affected, however, by the output yd from the xd subsystem. The xb subsystem is observable from the output yb . The existence of xb subsystem renders the given system ˙ non-right invertible. That is, ˙ is right invertible whenever xb subsystem is nonexistent.  The xc subsystem is directly affected by the input uc , but it does not have a direct effect on any outputs. It may also be affected by the outputs yb and yd from the xb and xd subsystems, as well as the state xa . However, the influence from xa is matched with the input uc (i.e., the influence from xa is additive to that of the input uc ). The xc subsystem is controllable from the input uc . The existence of xc subsystem renders the given system ˙ non-left invertible. That is, ˙ is left invertible whenever xc subsystem is nonexistent.  The xd subsystem represents the infinite zero structure. This part of the system is directly affected by the input ud , and it also affects the output yd directly. The xd subsystem can be further partitioned into md singleinput single-output (SISO) subsystems with states xi and outputs yi for i D 1; : : : ; md . Each of these subsystems consists of a chain of integrators of length qi , from the i ’th element of ud (denoted by ui ) to the i ’th

54

3 A special coordinate basis (SCB) of linear multivariable systems

element of yd (denoted by yi ). Each integrator chain may be affected at each stage by the output yd from the xd subsystem, and at the lowest level of the integrator chain (where the input appears), it may be affected by all the states of the system. The xd subsystem is observable from yd and controllable from ud . The structure of strictly proper SCB systems is summarized in Table 3.1. For nonstrictly proper systems, the structure is the same, except for the existence of the direct-feedthrough output y0 , which is directly affected by the input u0 and can be affected by any of the states of the system. It can also affect all the states of the system. Table 3.1: Summary of strictly proper SCB structure Subsystem xa xb xc xd

Input – – uc ud

Output – yb – yd

Interconnections yb , yd yd yb , yd , xaa xaa , xba , xca

The Interconnections column indicates influences from other subsystems. a Matched

with input

A block diagram of the SCB is given in Figs. 3.1–3.4. Figure 3.1 expresses the zero dynamics. Figure 3.2 represents the dynamics that is present if and only if the system ˙ is not right invertible. Figure 3.3 represents the dynamics that is present if and only if the system ˙ is not left invertible. Finally, the dynamics in Fig. 3.4 is related to the infinite zero structure. In this last figure, a signal given by a double-edged arrow is some linear combination of outputs yi , i D 0 to md , whereas the signal given by the double-edged arrow with a solid dot in it is some linear combination of all states.

3.2.2 SCB equations The SCB representation of the system ˙ as given in (3.3) is articulated by the following theorem.

Theorem 3.1 For any given system ˙ characterized by the matrix quadruple .A; B; C; D/, there exist; (i) Unique coordinate-free nonnegative integers: na .˙ /, naı .˙ /, naC .˙ /, nb .˙ /, nc .˙ /, nd .˙ /, md 6 m  m0 , and qi , i D 1; : : : ; md .

3.2 The SCB

55

Ba0 y0 + Lab yb + Lad yd xa

Aaa Figure 3.1: Zero dynamics

Bb0 y0 + Lbd yd xb

Cb

yb Output

Abb Figure 3.2: Non-right-invertible dynamics

Bc0 y0 + Lcd yd xc

Bc − − 0 0 + + uc + Eca xa + Eca xa + Eca xa + Rcb yb

Acc

Figure 3.3: Non-left-invertible dynamics

u0

y0 Output

ui

xiqi

xiqi−1

xi1 = yi Output

Figure 3.4: Infinite zero structure

56

3 A special coordinate basis (SCB) of linear multivariable systems

(ii) Nonsingular state, output, and input transformations s , y , and u that take the given ˙ into the SCB that displays explicitly both the finite and the infinite zero structures of ˙ as well as its invertibility properties. The SCB is described by the following set of equations:     xa D A aa xa C Ba0 y0 C Lad yd C Lab yb ;

xa0 xaC

D

(3.4)

0 A0aa xa0 C Ba0 y0 C L0ad yd C L0ab yb ; C C C C AC aa xa C Ba0 y0 C Lad yd C Lab yb ;

(3.5)

D xb D Abb xb C Bb0 y0 C Lbd yd ;

(3.6) (3.7)

xc D Acc xc C Bc0 y0 C Lcd yd   0 0 C C C Bc .Eca xa C Eca xa C Eca xa C Rcb yb / C Bc uc ;

y0 D

  C0a xa

C

0 0 C0a xa

C

C C C0a xa

C C0b xb C C0c xc C C0d xd C u0 ;

yb D Cb xb ;

(3.8) (3.9) (3.10)

and for each i D 1; : : : ; md , xi D Aqi xi C Li 0 y0 C Lid yd 0 C Bqi @ui C Ei a xa C Ei b xb C Ei c xc C

md X

1 Eij xj A ;

(3.11)

j D1

yi D Cqi xi :

(3.12)

Here the states xa , xa0 , xaC , xb , xc , and xd have Pmddimensions na .˙ /, naı .˙ /, naC .˙ /, nb .˙ /, nc .˙ /, and nd .˙ / D i D1 qi , respectively, whereas xi is of dimension qi for each i D 1; : : : ; md . The control vectors u0 , ud , and uc have, respectively, dimensions m0 , md , and mc D m  m0  md , whereas the output vectors y0 , yd , and yb have, respectively, dimensions p0 D m0 , pd D md , and pb D p  p0  pd . Also, we have x D s xz;

y D y y; z

˙x 

x 

a

xz D

xb xc xd

;

xa D

 a xa0 xaC

;

y  yd ; yb

1

xd D

ˇy  1

0

yz D

ˇx 

u D u u z;

yd D

y2 :: : ymd

;

x2 :: : xmd

;

3.2 The SCB

ˇu 

u 

1

u2 :: : umd

0

u zD

57

ud ; uc

ud D



:



The xi (i D 1; : : : ; md ) together form xd and, similarly, the yi (i D 1; : : : ; md ) together form yd , and Cq1

yd D Cd xd ;

where

Cd D

0 :: : 0

0 :: : :: :

 :: : :: :

0 :: : 0



0

Cqmd

:

(3.13)

 0 :

(3.14)

The matrices Aqi , Bqi , and Cqi have the following form: Aqi

0 D 0

! Iqi 1 ; 0

Bqi

! 0 D ; 1

 Cqi D 1

(Obviously, for the case when qi D 1, we have Aqi D 0, Bqi D 1, and Cqi D 1.) Clearly, (Aqi , Bqi ) and (Cqi , Aqi ) form, respectively, controllable and observable pairs. This implies that all the states xi are both controllable and observable. Assuming that the xi are arranged such that qi 6 qi C1 , the matrix Lid has the particular form  Lid D Li1

Li 2



Li i 1

0

0 

 0 :

The last row of each Lid is identically zero. Furthermore, the pair .Acc ; Bc / is controllable, and the pair .Cb ; Abb / is observable. Moreover, for continuous-time  0 0 C C systems, we have .A aa / 2 C , .Aaa / 2 C , .Aaa / 2 C , whereas for   0  ˚ discrete-time systems, we have .Aaa / 2 C , .Aaa / 2 C , and .AC aa / 2 C .

3.2.3 A compact form We can rewrite the SCB given by Theorem 3.1 in a more compact form as a z B; z Cz ; D/: z system characterized by the quadruple .A;

 

8 y0 ˆ ˆ ˆ < z zx C Bz ud x D Az ˆ uc ˆ ˆ : zu yz D Cz xz C D z;

(3.15)

58

3 A special coordinate basis (SCB) of linear multivariable systems

where



Az WD s1 .A  B0 C0 /s D A aa 0 0 0  Bc Eca  Bd Eda

and where



0 A0aa 0 0 0 Bc Eca 0 Bd Eda

Aq1

Ad d D

L ab Cb L0ab Cb LC ab Cb Abb Bc Rcb Cb Bd Edb

0 0 AC aa 0 C Bc Eca C Bd Eda

0 :: : 0

:

 :: : :: :



0

Aqmd

Bq1

0

0 :: :



0 :: : 0

Bd D

 Bz W D s1 B0

0 ::

:

::

::

:

::

:

 :: : :: :



0



 By1 u D

!

C0 Cz WD y1 s D Cy1 and z WD y1 Du D D

I

C

 0a

0 0

m0

0 0

0 :: : 0

0 0 0 0 Acc Bd Edc



 ;

(3.16)

C Ld d Cd C Bd Ed d ;

(3.17a)

;

(3.17b)



0

L ad Cd L0ad Cd LC ad Cd Lbd Cd Lcd Cd Ad d

Bqmd



 Ba0 0 Ba0 C Ba0 Bb0 Bc0 Bd 0

0 0 0 0 0 Bd

0 0 0 0 Bc 0

0 C0a 0 0

C C0a 0 0

C0b 0 Cb

;

(3.18)

C0c 0 0



C0d Cd ; 0

(3.19)



0 0 0 0 : 0 0

(3.20)

3.3 Properties of the SCB

59

 In the above equations, if one needs expanded expressions for the matrices Eda , C 0 Eda , Eda , Edb , Edc , and Ed d , they can easily be obtained from (3.11). Note that we always have that .Acc ; Bc / and .Ad d ; Bd / are controllable while .Cb ; Abb / is observable. Admittedly, the SCB of Theorem 3.1 looks complicated with all its innate decompositions of state, output, and input variables. However, as will be evident throughout the book, the SCB of a linear system displays clearly the underlying structure of it. In fact, the proofs of several theorems, lemmas, and properties stated in later chapters will be hard to follow without having endured the intricacies of the SCB.

3.3 Properties of the SCB The SCB is closely related to the canonical form of Morse [103], which is obtained through transformations of the state, input, and output spaces and the application of state feedback and output injection. A system in the canonical form of Morse consists of four decoupled subsystems that reflect essential geometric properties of the original system. The SCB form of a system largely reflects the same properties; however, the SCB is obtained through transformations of the state, input, and output spaces alone, without the application of state feedback and output injection. Thus, the SCB is merely a representation of the original system in a different coordinate basis, and it can therefore be used directly for design purposes. Some properties of the SCB, which correspond directly to the properties of the canonical form of Morse, are first summarized as follows:  The invariant zeros of the system ˙ given in (3.1) are the eigenvalues of the matrix Aaa . Hence, the system is minimum-phase if and only if the eigenvalues of Aaa are located in the open left-half complex plane for continuous-time systems and within the unit circle for discrete-time systems.  The system ˙ given in (3.1) is right invertible if and only if the subsystem xb is nonexistent.  The system ˙ given in (3.1) is left invertible if and only if the subsystem xc is nonexistent.  The system ˙ given in (3.1) is invertible if and only if both the subsystem xb and the subsystem xc are nonexistent.  The system ˙ given in (3.1) has m0 infinite zeros of order 0 and i qxi infinite zeros of order i , where qxi is the number integrator chains of length i in the xd subsystem.

60

3 A special coordinate basis (SCB) of linear multivariable systems

By studying the dynamics of the xa subsystem and its connections to the rest of the system, one obtains a precise description of the invariant zero dynamics of the system and the classes of input signals that may be blocked by these zeros. The information thus obtained goes beyond what can be obtained through the notions of state and input pseudo zero directions (see [92, 122]). The representation of the infinite zero structure through integrator chains in the xd subsystem allows for the explicit construction of high-gain controllers and observers in a general multiple-input multiple-output setting (see, e.g., [131]). This removes unnecessary restrictions of square-invertibility and uniform relative degree that are found in much of the high-gain literature. We next describe in detail the pertinent properties of the SCB as summarized above; each main property is stated in a subsection devoted to it. The properties discussed below are true for both continuous- and discrete-time systems. However, sometimes, for convenience of writing, we use the notations commonly used for continuous-time systems. The reader can easily decipher the corresponding notations for discrete-time systems. For clarity, whenever it is needed, we repeat our discussion for discrete-time systems.

3.3.1 Observability (detectability) and controllability (stabilizability) In this subsection, we examine the issues related to observability, detectability, controllability, and stabilizability of a system via its SCB. Note that we simply use detectability and stabilizability, which for continuous-time systems refers to C -detectability and C -stabilizability, whereas for discrete-time systems, this refers to C -detectability and C -stabilizability. We have the following property.

Property 3.2 We note that .Cb ; Abb / and .Cqi ; Aqi / form observable pairs. Unobservability can arise only in the variables xa and xc . In fact, the given system ˙ is observable (detectable) if and only if .Cobs ; Aobs / is observable (detectable), where ! A 0 0 aa Aaa 0 0 Aobs D ; Aaa D 0 Aaa 0 ; Bc Eca Acc 0 0 AC aa !   C0a C0c C  0 ; ; C0a D C0a Cobs D C0a C0a Bd Eda Bd Edc     C  0  0 C : Eda D Eda ; Eca D Eca Eda Eda Eca Eca





Similarly, .Acc ; Bc / and .Aqi ; Bqi / form controllable pairs. Basically, the variables xa and xb determine the controllability of the system. In fact, ˙ is

3.3 Properties of the SCB

61

controllable (stabilizable) if and only if .Acon ; Bcon / is controllable (stabilizable), where ! ! Aaa Lab Cb Ba0 Lad ; Bcon D ; Acon D 0 Abb Bb0 Lbd

B 

Ba0 D

 a0 0 Ba0 C Ba0

;

L 

Lab D

 ab L0ab LC ab

;

L 

Lad D

 ad L0ad LC ad

:

3.3.2 Left and right invertibility In this subsection, we examine the invertibility properties of ˙ via its SCB. Let us first recall from [104] the definition of right and left invertibility. Definition 3.3 Consider a linear system ˙ :  Let u1 and u2 be any inputs to the system ˙ , and let y1 and y2 be the corresponding outputs (for the same initial conditions). Then ˙ is said to be left invertible if y1 .t/ D y2 .t/ for all t  0 implies that u1 .t/ D u2 .t/ for all t  0.  The system ˙ is said to be right invertible if, for any yref .t/ defined on Œ0; 1/, an input u and a choice of x.0/ exist such that y.t/ D yref .t/ for all t 2 Œ0; 1/.  The system ˙ is said to be invertible if the system is both left and right invertible.

Remark 3.4 One can easily deduce the following: (i) ˙ is right invertible if and only if its transfer function matrix is a surjective rational matrix. (ii) ˙ is right invertible if and only if the rank of P˙ .s/ D n C p for all but finitely many s 2 C, where the polynomial matrix P˙ .s/ is the Rosenbrock system matrix of ˙ defined as ! sI  A B P˙ .s/ WD : C D (iii) ˙ is left invertible if and only if its transfer function matrix is an injective rational matrix. (iv) ˙ is left invertible if and only if the rank of P˙ .s/ D n C m for all but finitely many s 2 C.

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3 A special coordinate basis (SCB) of linear multivariable systems

We have the following property connecting these properties to the SCB: Property 3.5 The given system ˙ is right invertible if and only if xb and hence yb are nonexistent (nb D 0, pb D 0), left invertible if and only if xc and hence uc are nonexistent (nc D 0, mc D 0), and invertible if and only if both xb and xc are nonexistent. Moreover, ˙ is called degenerate if it is neither left nor right invertible.

3.3.3 Finite zero structure In this subsection, we recall first the definition of invariant zeros of a system and their generalized associated right state and input zero direction chains, and then we discuss how SCB exhibits them in its structure. The invariant zeros of a system ˙ that is characterized by .A; B; C; D/ are defined via the Smith canonical form of the Rosenbrock system matrix P˙ .s/. Let us first briefly recall the Smith canonical form for any polynomial matrix P .s/ 2 Rnm Œs. It is well known (see, e.g., [40]), that for any P .s/ 2 Rnm Œs, there exist unimodular1 matrices U.s/ 2 Rnn Œs, V .s/ 2 Rmm Œs and  .s/ 2 Rnm Œs with the latter of the form

˙

 .s/ D

1 .s/

0 :: : :: : :: : 0

0 :: : :: :

 :: : r .s/

:: 

:



 ::



: ::

:

:

::

:



0

0 ::

0 :: : :: : :: :



;

0 0

such that P .s/ D U.s/ .s/V .s/: Here  .s/ is called the Smith canonical form of P .s/ when the i .s/ are monic polynomials with the property that i .s/ divides i C1 .s/ for i D 1; : : : ; r  1, and r is the normal rank of the matrix P .s/. The polynomials i .s/ are called the invariant factors of P .s/. Their product .s/ D 1 .s/ 2 .s/    r .s/ is called the zero polynomial of P .s/. Each invariant factor i .s/, i D 1; 2; : : : ; r, can be written as a product of linear factors i .s/

1A

ular.

D .s  i1 /˛i1 .s  i 2 /˛i 2    .s  i ki /˛i ki ; i D 1; 2; : : : ; r ;

polynomial matrix in Rnm Œs that is invertible with a polynomial inverse is called unimod-

3.3 Properties of the SCB

63

where i k ¤ i ` (k ¤ `) are complex numbers and ˛i k (k; ` 2 f1; : : : ; ki g) are positive integers. Then the complete set of factors, .s  i k /˛i k , k D 1; 2; : : : ; ki , and i D 1; 2; : : : ; r, is called the elementary divisors of the polynomial matrix P .s/. Now we are ready to recall the definition of the invariant zeros [92] of ˙ . Definition 3.6 The roots of the zero polynomial .s/ of the (Rosenbrock) system matrix P˙ .s/ are called the invariant zeros of ˙ .

Remark 3.7 It is obvious from the above definition that an alternative way of defining an invariant zero of ˙ is as follows:  2 C is called an invariant zero of ˙ if the rank of P˙ ./ is strictly smaller than the normal rank of P˙ .s/. Note that the normal rank is defined as the rank of a polynomial or rational matrix in all but finitely many s 2 C. The SCB of Theorem 3.1 shows explicitly the invariant zeros of the system. To be more specific, we have the following property.

Property 3.8 Invariant zeros of ˙ are the eigenvalues of Aaa . Moreover, for continuous-time systems, the invariant zeros in C , C0 , and CC are the eigenval0 C ues of A aa , Aaa , and Aaa , respectively. Similarly, for discrete-time systems, the invariant zeros that are in C , C , and C˚ are, respectively, the eigenvalues of 0 C A aa , Aaa , and Aaa . For continuous-time systems, if all invariant zeros of a system ˙ are in C , then we say ˙ is minimum phase; otherwise, ˙ is said to be non-minimum phase. Those invariant zeros that are in C are called the stable invariant zeros. Also, those that are not in C are called the unstable invariant zeros. Analogously, for discrete-time systems, if all the invariant zeros of a system ˙ are in C , then we say ˙ is minimum phase; otherwise, ˙ is said to be of non-minimum phase. Those invariant zeros that are in C are called the stable invariant zeros. Also, those that are not in C are called the unstable invariant zeros. The following definition introduces the notions of algebraic and geometric multiplicities [57] of an invariant zero and its multiplicity structure.

Definition 3.9 The algebraic multiplicity z of an invariant zero z is defined as the degree of the product of the elementary divisors of P˙ .s/ corresponding to z. Likewise, the geometric multiplicity z of an invariant zero z is defined as the number of the elementary divisors of P˙ .s/ corresponding to z. Moreover, the invariant zero z is said to have a semisimple structure if its algebraic and

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3 A special coordinate basis (SCB) of linear multivariable systems

geometric multiplicities are equal. Otherwise, it is referred to as an invariant zero with nonsimple structure. Given an invariant zero z, let nz;i be the degree of .s  z/ in the invariant factor i .s/ of the Rosenbrock system matrix. Then the multiplicity structure of an invariant zero is defined as Sz D fnz;1 ; nz;2 ; : : : ; nz;z g:

(3.21)

If nz;1 D nz;2 D    D nz;z D 1, then we say z is a semisimple invariant zero of the given system ˙ . It is called a simple invariant zero if z D 1 and nz;1 D 1. We discuss next the invariant zeros together with their multiplicity structure of the system ˙ as displayed by the SCB. Property 3.10 Consider the system ˙ with its associated SCB. Then, z is an invariant zero of ˙ with multiplicity structure Sz if and only if z is an eigenvalue of Aaa with multiplicity structure Sz . We need to recall next the notion of the right state and input zero directions and left state and input zero directions [57] associated with an invariant zero of a system. We focus first on the right state and input zero directions associated with an invariant zero for a left-invertible system ˙ (left invertibility is discussed in Definition 3.3). Definition 3.11 Consider an invariant zero z with a semisimple structure of a left-invertible system ˙ . Then the associated right state and input zero directions, xz ¤ 0 and uz , of ˙ are defined as those that satisfy the condition ! ! ! xz zI  A B xz D D 0: P˙ .z/ C D uz uz Some papers in the literature extend the above definition to non-left-invertible systems. This is incorrect as argued in [122]. Whenever an invariant zero has a nonsimple multiplicity structure, a concept of generalized right state and input zero direction2 chain associated with that invariant zero exist. A proper definition of this is given in [122]. At this time, we would like to point out that although some researchers (e.g., see [92] and [157] among

2 Generalized right state and input zero directions are also called pseudo-right state and input zero directions.

3.3 Properties of the SCB

65

others) define the generalized right state and input zero direction chains as xRj and wRj , j D 1;    ; z  z , satisfying ! ! xRj 1 xRj ; j D 1; : : : ; z  z : P˙ .z/ j D  (3.22) wR 0 However, this is also incorrect for non-left-invertible systems as argued in [122]. In what follows, we identify the right state and input zero direction chain associated with an invariant zero z of a general system whether it is left invertible or not, and whether z has a semisimple multiplicity structure or not. However, as discussed, in the absence of a precise definition that is not based on any SCB, we caution that Property 3.12 can be viewed either as a definition or as a property. Let us start by defining the eigenvector chain associated with an eigenvalue of the matrix Aaa . Given an invariant zero z of the system ˙ (i.e., the eigenvalue z of the matrix Aaa ), for each i D 1 to z , a set of vectors in Rna that satisfies the following condition (3.23) is the eigenvector chain of Aaa associated with the invariant zero z: z z Aaa xi;1 D zxi;1 ;

j D 1; : : : ; nz;i  1: (3.23) We have the following property regarding the right state and input zero direction chain associated with an invariant zero of a system. and

z z .Aaa  zIna /xi;j C1 D xi;j ;

Property 3.12 (i) For each i 2 f1; : : : ; z g, a set of vectors in Rn given in (3.24) is the generalized right state zero direction chain of ˙ associated with the invariant zero z xijz 0 xijz D s j 2 f1; : : : ; z;i g: (3.24) :: : 0

ˇ 

z Also, xi1 is the right state zero direction of ˙ associated with z.

(ii) For each i 2 f1; : : : ; z g, a set of vectors wijz , j D 1 to nz;i , in Rm as given in (3.25) is a generalized right input zero direction chain of ˙ associated with the invariant zero z: ! Eda z z x ; wij D y (3.25) Edc ij z is said to be a right input where Eda is as defined in Property 3.2. Also, wi1 zero direction of ˙ associated with z.

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3 A special coordinate basis (SCB) of linear multivariable systems

The following property gives a dynamical interpretation of finite zero structure of a system. It is formulated for continuous-time systems. An analogous formulation is valid for discrete-time systems as well.

Property 3.13 (Dynamical interpretation of finite zero structure) For a system ˙ that is not necessarily left invertible, given that the initial condition, x.0/ D xiz˛ for any ˛  nz;i and the input uD

˛ X wijz t ˛j exp.zt/ j D1

.˛  j /Š

for all t > 0;

(3.26)

where z is any invariant zero of the system and nz;i 2 Sz , we have y0 and x.t/ D

˛ X xijz t ˛j exp.zt/ j D1

.˛  j /Š

for all t > 0:

(3.27)

One can define the left state and input zero direction chain associated with an invariant zero of ˙ as follows. Definition 3.14 The left state and input zero direction chain associated with each invariant zero of ˙ are defined as the corresponding right state and input zero direction chain of the dual system ˙d . Remark 3.15 We can connect the list of structural invariant indices due to Morse [103] to the SCB. In particular, the list I1 of Morse is exactly equal to the invariant factors of Aaa . Next, we would like to recall the definition of the input decoupling zeros and the output decoupling zeros of a system.

Definition 3.16 The zeros of the matrix pencil   I  A B ; that is, the values of  for which the above pencil loses rank, are called the input decoupling zeros of ˙ . They are also referred to as the input decoupling zeros of the pair .A; B/.

3.3 Properties of the SCB

67

The zeros of the matrix pencil ! I  A ; C that is, the values of  for which the above pencil loses rank, are called the output decoupling zeros of ˙ . They are also referred to as the output decoupling zeros of the pair .C; A/.

Remark 3.17 In the literature, input decoupling zeros are also referred to as uncontrollable eigenvalues, whereas the output decoupling zeros are referred to as unobservable eigenvalues. Note that as we have done for invariant zeros, we can also associate a multiplicity structure with an input- or output-decoupling zero. The precise definition should be obvious from the above and hence is not included here.

The following property shows how input decoupling zeros and output decoupling zeros of ˙ are displayed by the SCB.

Property 3.18 Consider a system ˙ with corresponding special coordinate basis. Define Acon ; Bcon ; Aobs , and Cobs according to Property 3.2. (i) The input decoupling zeros of ˙ are the input decoupling eigenvalues of the pair .Acon ; Bcon /. Also, input decoupling zeros of .Abb ; Lbd / are contained in the set of input decoupling zeros of ˙ . Some of the input decoupling zeros of ˙ could be contained among its invariant zeros. (ii) The output decoupling zeros of ˙ are the output decoupling eigenvalues of the pair .Cobs ; Aobs /. Also, output decoupling zeros of .Bd Edc ; Acc / are contained in the set of output decoupling zeros of .Cobs ; Aobs /. Some of the output decoupling zeros of ˙ could be contained among its invariant zeros.

Remark 3.19 As it is obvious from Property 3.18, it is crucial to realize that the input decoupling zeros and the output-decoupling zeros of a system need not be invariant zeros.

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3 A special coordinate basis (SCB) of linear multivariable systems

3.3.4 Infinite zero structure In this subsection, we examine the infinite zero structure of a system and how it is displayed by the SCB. Let us first recall some pertinent information from the literature. Infinite zeros are defined either in association with root-locus theory or as Smith–McMillan zeros of the transfer function at infinity. Let us first view the infinite zeros from the viewpoint of root-locus theory. For this, consider a strictly proper system ˙ subject to a high-gain feedback u D zy for a scalar gain z. It can then be shown (see, e.g., Hung and MacFarlane [50]) that the unbounded closed-loop poles of the feedback system can be listed as 1=j

sj ` .z / D z

j ` C j ` .z /

for

` D 1; : : : ; j ;

j D 1; : : : ; m;

where lim z1=j j ` .z / D 0:

z!1

Here sj ` is termed an infinite zero of order j . Actually, until recently, the infinite zeros defined this way were considered to be fictitious objects introduced for the convenience of visualization. Let us next consider the infinite zeros from the viewpoint of Smith–McMillan theory. To define the zero structure of the system ˙ at infinity, one can use the familiar Smith–McMillan description of the zero structure at finite frequencies of the corresponding transfer matrix H , which need neither to be square nor strictly proper. A rational matrix H.s/ possesses an infinite zero of order k when H.1=z/ has a finite zero of precisely that order at z D 0; see [29, 115, 120, 188]. The number of zeros at infinity together with their orders indeed defines an infinite zero structure. It is important to note that for strictly proper transfer matrices, the above two definitions of the infinite zeros and their structure are consistent. Owens [110] related the orders of the infinite zeros of the root loci of a square system with a nonsingular transfer function matrix to the C  structural invariant indices list I4 of Morse [103]. This connection reveals that the structure at infinity is in fact the topology of inherent integrations between the input and the output variables. The SCB of Theorem 3.1 explicitly shows this topology of inherent integrations. The following property pinpoints this.

Property 3.20 Let q 0 D m0 . Let qj be the integer such that exactly qj elements of fq1 ; : : : ; qmd g are equal to j . Also, let  be the smallest integer such that qj D 0 for all j > . Then there are q 0 infinite zeros of order 0 and j qj number of infinite zeros of order j, for j D 1; : : : ; . Moreover, the C  structural invariant indices list I4 of Morse is given by q0

q1

q

 ‚ …„ ƒ ‚ …„ ƒ ‚ …„ ƒ I4 D f0; 0; : : : ; 0; 1; 1; : : : ; 1; : : : ; ; ; : : : ;  g:

3.3 Properties of the SCB

69

Remark 3.21 The state vector xd in the SCB of a system is nonexistent if and only if the given system does not have infinite zeros of order greater than or equal to one.

3.3.5 Geometric subspaces Geometric theory is concerned with the study of subspaces of the state space with certain invariance properties, for example, A-invariant subspaces (which remain invariant under the unforced motion of the system), .A; B/-invariant subspaces (which can be made invariant by the proper application of state feedback), and .C; A/ invariant subspaces (which can be made invariant by the proper application of output injection) (see, e.g., [184, 205]). Prominent examples of A-invariant subspaces are the controllable subspace (i.e., the image of the controllability matrix) and the unobservable subspace (the kernel of the observability matrix). The development of geometric theory has in large part been motivated by the challenge of decoupling disturbance inputs from the outputs of a system, either exactly or approximately. Toward this end, a number of subspaces have been identified, which can be related to the different partitions in the SCB. Of particular importance in the context of control design for exact disturbance decoupling is the weakly unobservable subspace, which, by the proper selection of state feedback, can be made not to affect the outputs, and the controllable weakly unobservable subspace, which has the additional property that the dynamics restricted to this subspace is controllable. Of particular importance in the context of observer design for exact disturbance decoupling is the strongly controllable subspace, which, by the proper selection of output injection, is such that its quotient space can be rendered unaffected by the system inputs, and the distributionally weakly unobservable subspace, which has the additional property that the dynamics restricted to its quotient space is observable. We proceed now to connect some classic subspaces from the geometric theory of linear systems to SCB. That is, in what follows, we show certain interconnections between the decomposition of the state space as done by the SCB and various invariant subspaces from the geometric theory. To do so, we recall the first two subspaces. The subspaces Vg .˙ / and Sg .˙ / are classic subspaces and are crucial elements of geometric theory of linear systems. Also, later on, we recall two more subspaces, V .˙ / and S .˙ /, which are recently introduced in the context of H1 theory. Definition 3.22 Consider a linear system ˙ characterized by the matrix quadruple .A; B; C; D/. Then, (i) The Cg -stabilizable weakly unobservable subspace Vg .˙ / is defined as the largest subspace of Rn for which a matrix F exists such that the subspace is .A C BF / invariant, contained in ker.C C DF /, whereas the eigenvalues of .A C BF /jVg are contained in Cg  C.

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3 A special coordinate basis (SCB) of linear multivariable systems

(ii) The Cg -detectable strongly controllable subspace Sg .˙ / is defined as the smallest subspace of Rn for which a matrix K exists such that the subspace is .A C KC / invariant, contains im.B C KD/, and is such that the eigenvalues of the map that is induced by .A C KC / on the factor space Rn =Sg are contained in Cg  C. For the case when Cg D C, Vg and Sg are, respectively, denoted by V  and S  ; also, for the case when Cg D C , Vg and Sg are, respectively, denoted by V  and S  , whereas for the case Cg D C0 , Vg and Sg are, respectively, denoted by V 0 and S 0 . Analogously, for the case when Cg D C , Vg and Sg are, respectively, denoted by V  and S  , whereas for the case Cg D C˝ , Vg and Sg are, respectively, denoted by V ˝ and S ˝ . Finally, let a Cg be chosen such that it has no common elements with the set of invariant zeros of ˙ . Then the corresponding Vg .˙ /, which is always independent of the particular choice of such a Cg is referred to as the strongly controllable subspace R .˙ /.

Remark 3.23 We note that Vg .˙ / and Sg .˙ / are dual in the sense that Vg .˙d / D Sg .˙ /? ; where ˙d is the dual system of ˙ . Moreover, it can be shown that R .˙ / equals V  .˙ / \ S  .˙ /. Remark 3.24 It is easy to observe that Vg .˙ / and Sg .˙ / are invariant under state feedback and output injection.

Remark 3.25 We should note that if .A; B/ is Cg stabilizable, then for Vg .˙ /, a matrix F exists that satisfies the conditions stated in Definition 3.22 and, moreover, A C BF is Cg stable. An analogous comment can be made for Sg .˙ /. Remark 3.26 It is easily shown that the subspaces Vg .˙ / and Sg .˙ / satisfy the following: ! !   A B Vg .˙ /  Vg .˙ / ˚ f0g C im (3.28) C D and

 ker C

    D \ A B Sg .˙ / ˚ Rm  Sg .˙ /:

(3.29)

3.3 Properties of the SCB

71

Remark 3.27 In literature [101, 102], two geometric subspaces, namely, maximum uncontrollable subspace (MUCS) and maximum unobservable subspace (MUS) of ˙ , are defined as follows: Consider the controllability matrix Qc .L/ of ˙ with output injection matrix L,   Qc .L/ D B .A C LC /B : : : .A C LC /n1 B : Let L be chosen such that the null space of Qc .L/0 is of maximal order. Such a null space is called MUCS of ˙ . Similarly, consider the observability matrix Qo .F / of ˙ with state feedback gain F :

ˇ

Qo .F / D

C C.A C BF / :: : C.A C BF /n1



:

Let F be chosen such that the null space of Qo .F / is of maximal order. Such a null space is called the MUS of ˙ . We observe that MUS equals V  while MUCS is the orthogonal complement of S  . We define below the notion of strong (also called perfect or ideal) controllability. Definition 3.28 A given system ˙ is said to be strongly controllable if it is controllable under any arbitrary output injection matrix L, that is, the pair .A C LC; B C LD/ is controllable for every L of appropriate dimensions. Analogously, we define below the notion of strong (also called perfect or ideal) observability. Definition 3.29 A given system ˙ is said to be strongly observable if it is observable under any arbitrary state feedback gain F , that is, the pair .ACBF; C C DF / is observable for every F of appropriate dimensions. The above properties can be characterized in terms of the geometric subspaces defined above: Theorem 3.30 Consider a linear system ˙ characterized by the matrix quadruple .A; B; C; D/. Then,

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3 A special coordinate basis (SCB) of linear multivariable systems

 The system is strongly controllable if and only if V.˙ / D Rn .  The system is strongly observable if and only if V.˙ / D f0g. By now it is clear that the SCB decomposes the state space into several distinct parts. In fact, the state space X is decomposed as X D Xa ˚ Xa0 ˚ XaC ˚ Xb ˚ Xc ˚ Xd : Here Xa is related to the stable invariant zeros, that is, to the eigenvalues of 0 C A aa , which are the stable invariant zeros of ˙. Similarly, Xa ˚ Xa is related to the unstable invariant zeros of ˙. On the other hand, Xb is related to right invertibility, that is, the system is right invertible if and only if Xb D f0g, whereas Xc is related to left invertibility, that is, the system is left invertible if and only if Xc D f0g. The latter two equivalence are true provided that, as assumed before, .B 0 D 0 /0 and .C D/ are of full rank. Finally, Xd is related to zeros of ˙ at infinity. We focus next on certain interrelationships between the SCB and some basic ingredients of the geometric control theory. Property 3.31 Consider a system ˙ that has already been transformed in the SCB. (i) Xa ˚ Xa0 ˚ XaC ˚ Xc is equal to V  .˙ /. (ii) Xa ˚Xc is equal to V  .˙ / or V  .˙ / for continuous- and discrete-time systems, respectively. (iii) Xa ˚ Xa0 ˚ Xc is equal to V 0 .˙ / or V ˝ .˙ / for continuous- and discrete-time systems, respectively. (iv) Xc ˚ Xd is equal to S  .˙ /. (v) XaC ˚ Xc ˚ Xd is equal to S 0 .˙ / or S ˝ .˙ / for continuous- and discrete-time systems, respectively. (vi) Xa0 ˚ XaC ˚ Xc ˚ Xd is equal to S  .˙ / or S  .˙ / for continuous- and discrete-time systems, respectively. (vii) Xc is equal to R .˙ /. Remark 3.32 In view of Property 3.5, it is obvious that ˙ is left invertible if and only if ! B  R .˙ / D 0 and is injective D

3.3 Properties of the SCB

73

or equivalently ! B is injective: V .˙ / \ B ker D D 0 and D 

Similarly, ˙ is right invertible if and only if

 V  .˙ / C S  .˙ / D Rn and C

 D is surjective

or equivalently  S  .˙ / C C 1 im D D Rn and C

 D is surjective:

We recall now two more geometric subspaces V .˙ / and S .˙ / that were introduced in [144]. Definition 3.33 For any  2 C, we define ˇ ( ˇ A  I nˇ V .˙ / D 2 C ˇ 9 ! 2 Cm W 0 D ˇ C and

ˇ ˇ ˇ S .˙ / D 2 C ˇ 9 ! 2 CnCm W ˇ (

n

B D

!

A  I D 0 C

!

!

!)

! ) B ! : D

(3.30)

(3.31)

We note that the geometric subspaces V .˙ / and S .˙ / are associated with the right state zero directions of ˙ if  is an invariant zero of ˙ . These subspaces can also be displayed by the SCB of ˙ as given in the following property. Property 3.34 We have 8 ˆ ˆ ˆ <

V .˙ / D im s ˆ ˆ ˆ :

˙X

a

0 0 0

0 0 Xc 0

9> > > = > > > ;

;

(3.32)

where Xa is a matrix whose columns form a basis for the subspace,

and

f a 2 Cna j.I  Aaa / a D 0 g

(3.33)

Xc D .Acc C Bc Fc  I /1 Bc ;

(3.34)

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3 A special coordinate basis (SCB) of linear multivariable systems

with Fc a matrix with suitable dimensions such that Acc CBc Fc has no eigenvalue at . We note that the existence of such an Fc is guaranteed since .Acc ; Bc / is controllable. Also, we have 9 8 I  Aaa 0 0 0 > ˆ > ˆ > ˆ < 0 = 0 Yb 0 ; (3.35) S .˙ / D im s > ˆ 0 0 I 0 n > ˆ c > ˆ ; : 0 0 0 In d

˙

where



im Yb D ker Cb .Abb C Kb Cb  I /1 ;

(3.36)

with Kb a matrix with suitable dimensions such that Abb C Kb Cb has no eigenvalue at . We note that the existence of such a Kb is guaranteed since (Cb , Abb ) is observable. Clearly, if  is not an eigenvalue of Aaa , then we have and

V .˙ /  R .˙ /

(3.37)

S .˙ / V  .˙ / C S  .˙ /:

(3.38)

Next, we would like to note that V .˙ / and S .˙ / are dual in the sense that V .˙d / D S .˙ /? . Also, S .˙ / D V .˙d /? . The subspaces S .˙ / and V .˙ / are the subspaces of Cn when we consider complex eigenvalues. We have a precise characterization of this subspace. We factorize Xa0 D Xa01 ˚ Xa02 such that Xa02 is defined by ˇ  ˚ Xa02 D v 2 Rnaı ˇ9 2 C0 such that v 0 A0aa D v 0 : Then we obtain    S .˙ / C V 0 .˙ / \ f\2C0 S .˙ /g D S  .˙ / C V  .˙ / C Xa01 D Xa ˚ Xa01 ˚ Xc ˚ Xd : Note that we will use later that the above structure results in a specific structure for A0aa , ! ! A11 A12 B1 0 0 Aaa D ; Ba0 D ; 0 A22 B2 with

"

A11 0

! !# 0 A12 ; B2 A22

controllable. The eigenvalues of A11 are contained in the set of eigenvalues of A22 with at least the same geometric multiplicity. Finally, A22 is diagonalizable.

3.3 Properties of the SCB

75

3.3.6 Miscellaneous properties of the SCB Several properties of linear multivariable time-invariant systems can trivially be visualized using the SCB of Theorem 3.1. We give below some of these properties. Property 3.35 The normal rank of ˙ is equal to md C m0 . Moreover, it is easy to see the following: (i) normrank P˙ .s/ D n C normrankŒC.sI  A/1 B C D. (ii) The normal rank of ˙ is equal to p if and only if ˙ is right invertible. (iii) The normal rank of ˙ is equal to m if and only if ˙ is left invertible. Property 3.36 (i) ˙ is right invertible, and minimum phase ) ˙ is stabilizable. (ii) ˙ is left invertible, and minimum phase ) ˙ is detectable. (iii) ˙ is invertible, and minimum phase ) ˙ is stabilizable and detectable. (iv) ˙ is right invertible, and the invariant zeros are disjoint from the eigenvalues (or unstable eigenvalues) of A ) ˙ is controllable (stabilizable). (v) ˙ is left invertible, and its invariant zeros are disjoint from the eigenvalues (or unstable eigenvalues) of A ) ˙ is observable (detectable). (vi) ˙ is invertible, and its invariant zeros are disjoint from the eigenvalues (or unstable eigenvalues) of A ) ˙ is controllable and observable (stabilizable and detectable). (vii) The feedthrough matrix D in ˙ is injective ) ˙ is left invertible and has no infinite zeros of order greater than or equal to one. (viii) The feedthrough matrix D in ˙ is surjective ) ˙ is right invertible and has no infinite zeros of order greater than or equal to one. We connected in Sects. 3.3.3 and 3.3.4 the lists I1 and I4 of Morse [103] to SCB. The following property connects the lists I2 and I3 of Morse to SCB. Property 3.37 The list I2 of Morse D The controllability indices of the pair .Acc ; Bc /: The list I3 of Morse D The observability indices of the pair .Cb ; Abb /:

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3 A special coordinate basis (SCB) of linear multivariable systems

We have also the following remark. Remark 3.38 The integers na .˙ /; naı .˙ /; naC .˙ /; nb .˙ /; nc .˙ /; nd .˙ /; md ; and qi .i D 1; : : : ; md / are structurally invariant with respect to state feedback and output injection. Moreover, the integers na .˙ / D na .˙ / C naı .˙ / C naC .˙ /, nb .˙ /, nc .˙ /, and nd .˙ / are, respectively, equal to the number of elements in the lists I1 , I2 , I3 , and I4 of Morse. For further details, one can refer to [103] and [129].

3.3.7 Additional compact forms of the SCB Finally, let us observe that, depending on some specific properties a given system satisfies, SCB can be written compactly in different formats. For convenience, we present below some such formats so that we can use them directly in later chapters as the need arises. We will sometimes use the SCB in a more compact form where the special structure of xd is not made explicit and where xa0 and xaC are viewed together as xa0C . In this case, we get



A aa 0 0  Bc Eca  Bd Eda

s1 .A  B0 C0 /s D

 s1 B0

!

y1



 By1 u D

C0 s D Cy1

C

and y1

0 A0C aa 0 0C Bc Eca 0C Bd Eda

Im0 0

 0a

0 0

 Ba0 0C Ba0 Bb0 Bc0 Bd 0

0C C0a 0 0

! 0 u D 0

L ab Cb 0C Lab Cb Abb Bc Rcb Cb Bd Edb

I

0 0 0 0 Bd

C0b 0 Cb m0

0 0

L ad Cd 0C Lad Cd Lbd Cd Lcd Cd Ad d

0 0 0 Acc Bd Edc 0 0 0 Bc 0

C0c 0 0





0 0 0 0 : 0 0

;

(3.39)

;

C0d Cd 0



(3.40)

 ;

(3.41)

(3.42)

3.3 Properties of the SCB

77

0C As discussed, the eigenvalues of A aa and Aaa are the invariant zeros of the given system ˙ . Moreover, for continuous-time systems, the eigenvalues of A aa are in the open left-half complex plane, whereas the eigenvalues of A0C aa are in the closed right-half complex plane. Similarly, for discrete-time systems, the eigenvalues of 0C A aa are within the unit circle, whereas the eigenvalues of Aaa are on the unit circle or outside the unit circle. If the given system ˙ is left invertible, then the decomposition in (3.39)–(3.42) simplifies because xc is no longer present (see Property 3.5), and we obtain the following structure:

˙

s1 .A  B0 C0 /s D

A aa 0 0  Bd Eda

 s1 B0

y1

C0 s D Cy1

C

and y1



˙B

 a0 0C Ba0

 By1 u D

!

Im0 0

L ab Cb 0C Lab Cb Abb Bd Edb

0 A0C aa 0 0C Bd Eda

 0a

0 0

Bb0 Bd 0

0C C0a 0 0

! 0 u D 0

I

0 0 0 Bd

C0b 0 Cb m0

0 0

L ad Cd 0C Lad Cd Lbd Cd Ad d

 ;

C0d Cd 0



;

(3.43)

(3.44)

 ;

(3.45)



0 0 : 0

(3.46)



Similarly, we will sometimes use the SCB in another more compact form where this time xa and xa0 are viewed together as xa0 . In this case, we get

s1 .A  B0 C0 /s D

A0 aa 0 0 0 Bc Eca 0 Bd Eda

 s1 B0

0 AC aa 0 C Bc Eca C Bd Eda

 By1 u D



L0 C ab b C Lab Cb Abb Bc Rcb Cb Bd Edb

0 Ba0 C Ba0 Bb0 Bc0 Bd 0

0 0 0 0 Bd

0 0 0 Bc 0

0 0 0 Acc Bd Edc



;

L0 C ad d C Lad Cd Lbd Cd ; Lcd Cd Ad d (3.47)

(3.48)

78

3 A special coordinate basis (SCB) of linear multivariable systems

!

y1

C0 s D Cy1

C

0 0

and

! 0 u D 0

Im0 0

y1

C C0a 0 0

0 0a

I

C0b 0 Cb

C0c 0 0



C0d Cd 0

 ;

(3.49)

0 0 0 0 : 0 0

m0

0 0

(3.50)

0 Once again, as discussed, the eigenvalues of A0 aa and Aaa are the invariant zeros of the given system ˙ . Moreover, for continuous-time systems, the eigenvalues C of A0 aa are in the closed left-half complex plane, whereas the eigenvalues of Aaa are in the open right-half complex plane. Similarly, for discrete-time systems, the eigenvalues of A0 aa are on the unit circle or within the unit circle, whereas the eigenvalues of AC aa are outside the unit circle. If the given system ˙ is left invertible, then the decomposition in (3.47)–(3.50) simplifies because xc is no longer present (see Property 3.5), and we obtain the following structure:

˙

s1 .A  B0 C0 /s D

A0 aa 0 0 0 Bd Eda

 s1 B0

 By1 u D

!

y1

C0 s D Cy1

and y1

Im0 0

L0 ab Cb LC C ab b Abb Bd Edb

0 AC aa 0 C Bd Eda

C

0 0a

0 0

˙B

0 a0 C Ba0

Bb0 Bd 0 C C0a 0 0

! 0 u D 0

I

0 0 0 Bd

C0b 0 Cb m0

0 0

L0 ad Cd LC C ad d Lbd Cd Ad d

 ;

C0d Cd 0



;

(3.51)

(3.52)

 ;

(3.53)



0 0 : 0

(3.54)

3.4 Software packages to generate SCB While the SCB provides a fine-grained decomposition of multivariable linear time-invariant systems, transforming an arbitrary system to the SCB is a complex operation. A constructive algorithm for strictly proper systems is provided in

3.A “Maple” implementation

79

[139] based on a modified Silverman algorithm [152]. This algorithm is lengthy and involved and includes repeated rank operations and construction of nonunique transformations to divide the state space. Thus, the algorithm can realistically be executed by hand only for very simple systems. To automate the process of finding transformations to the SCB, numerical algorithms were developed and implemented as part of the Linear Systems Toolkit for Matlab. The first among such work is by [80], and the resulting software was commercialized in early 1990s [79]. The Toolkit was revised subsequently twice each time with further improvements; the first revision was reported in [19, 28] and the second revision in [91]. Although these numerical algorithms are invaluable in practical applications, engineers also often operate on systems where some or all of the elements of the system matrices have a symbolic representation. There are obvious and definite advantages in being able to obtain symbolic representation of SCB without having to insert numerical values in place of symbolic variables. Furthermore, the numerical algorithms are based on inherently inaccurate floating-point operations that make them prone to numerical errors. Ideally, if the elements of the system matrices are represented by symbols and exact fractions, one would be able to obtain an exact SCB representation of that system, also represented by symbols and exact fractions. To address these issues, Grip and Saberi [42] developed recently a procedure for symbolic transformation of multivariable linear time-invariant systems to the SCB, using the commercial mathematics software suite “Maple.” The procedure is based on the modified Silverman algorithm from [139], with a modification to achieve a later version of the SCB that includes an additional structural property (see, e.g., [122]) and an extension to SCB for non-strictly proper systems [132]. Symbolic transformations are useful complement to available numerical tools [19, 28]. Also, symbolic transformation to the SCB makes it possible to work directly on the SCB representation of a system without first inserting numerical values, thereby removing an obstacle to more widespread use of SCB such as squaring down of nonsquare systems and asymptotic timescale assignment and other topics where the SCB has previously been applied and to some other topics where the SCB has not yet been applied. The “Maple” software code and its development are described in Sect. 3.A.

3.A

“Maple” implementation

This Appendix in its entirety is the work of Grip and Saberi [42]. The intent here is to obtain, by utilizing the commercial mathematics software suite “Maple”, various transformation matrices and dimensions of variables involved to transform a given multivariable linear time-invariant system to its SCB form as given in Theorem 3.1. Before we present the “Maple” code in detail, we describe first the concepts behind the algorithms used. There are some notational changes here from those given in Sect. 3.2. In order to be transparent of these changes, we rewrite (3.3) that describes the given mul-

80

3 A special coordinate basis (SCB) of linear multivariable systems

tivariable linear time-invariant system in the form given below where, for clarity, only the notation of continuous-time system is given: yx C By u xyT D Ay y; y y yy D C xy C D u y;

(3.55)

y 2 Rm is the input, and yy 2 Rp is the output. where as usual xy 2 Rn is the state, u y 0 0 and ŒCy ; D y are We assume without loss of generality that the matrices ŒBy0 ; D of full rank. y ¤ 0), we assume here that For simplicity in the non-strictly proper case (i.e., D the input and output are partitioned as ! ! y0 u0 and yy D ; u yD u y1 yy1 y has the form D yD where u0 and y0 are of dimension m0 , and furthermore that D diag.Im0 ; 0/ as in (3.3). Then we may write ! ! C0 xy C u0 y0 ; (3.56) D yy D Cy1 xy yy1 where C0 consists of the upper m0 rows of Cy , and Cy1 consists of the remaining rows of Cy . The special form in (3.56) means that the input–output map is partitioned to separate the direct-feedthrough part from the rest: the output y0 is directly affected by u0 , and the remainder of the output yy1 is not directly affected by any input. Note that by substituting u0 D y0  C0 xy, we can write the system (3.55) in the alternative form: ! y 0 xyT D .Ay  B0 C0 /y x C By ; (3.57) u y1 yu yy D Cy xy C D y; y In the strictly proper case, B0 and where B0 consists of the left m0 columns of B. C0 are nonexistent. By nonsingular transformation of the state, output, and input, the system (3.55) can be transformed to the SCB. We use the symbols x, y, and u to denote the state, output, and input of the system transformed to SCB form (note that there is a change in notation; in the main text we used xz, y, z and u z instead). The transformations between the original system (3.55) and the SCB are called 1 , 2 , and 3 (note again that there is a change in notation; in the main text we used s , y , y D 3 u. and u instead), and we write xy D 1 x, yy D 2 y, and u The state x is partitioned as x D .xa 0 ; xb 0 ; xc 0 ; xd 0 /0 , where each component represents a particular subsystem of SCB. The output is partitioned as y D .y0 0 ; yd 0 ; yb 0 /0 , where y0 is the original output y0 from (3.55), yd is the output

3.A “Maple” implementation

81

from the xd subsystem, and yb is the output from the xb subsystem. The input is partitioned as u D .u0 0 ; ud 0 ; uc 0 /0 , where u0 is the original input u0 from (3.55), ud is the input to the xd subsystem, and uc is the input to the xc subsystem. Bey and u, 3 is of the form diag.Im0 ; x3 /, for some cause u0 appears first in both u x nonsingular 3 .

3.A.1 Pretransformation of non-strictly proper systems We assumed in the above equations that the input and output vectors u y and yy have a special partitioning that separates the direct-feedthrough part from the rest, as shown in (3.56). A strictly proper system already has this form, but given a general non-strictly proper system, a pretransformation may have to be applied to put the system in the required form. Suppose that we initially have a system with z and output matrices Cz and D. z Then there are input u z, output y, z input matrix B, nonsingular transformations U and Y such that u z D Uu y and yz D Y y, y where u y and yy have the structure required in (3.56). The dimension m0 of u0 and y0 z The matrices B, y Cy , and D y are obtained from B, z Cz , and D z by is the rank of D. 1 z 1 z y z y z y B D BU , C D Y C , and D D Y DU (we caution that the matrix U in (3.2) is denoted here as Y 1 and, similarly, the matrix Vz in (3.2) is denoted here as U ). Our “Maple” procedure, in addition to returning the matrices A, B, C , and D of the SCB system (in the main text, the matrices of the SCB system are denoted by z B, z Cz , and D), z the transformations 1 , 2 , and 3 to transform (3.55) to SCB A, form, and the dimension of each subsystem, returns the transformations U and Y as well to take a general non-strictly proper system to the form required in (3.55).

3.A.2 “Maple” procedure Our “Maple” procedure is invoked as follows: A, B, C, D, G1, G2, G3, U, Y, dim WD scb(Ai, Bi, Ci, Di) The inputs Ai, Bi, Ci, and Di are system matrices describing a general multivariable linear time-invariant system. The outputs A, B, C, and D are the system matrices describing the corresponding SCB system. The outputs G1, G2, and G3 are the transformation matrices 1 , 2 , and 3 between the system (3.55) and the SCB. The outputs U and Y are the pretransformations that must be applied to the system to put it in the form required of (3.55), as described earlier. Finally, the output dim is a list of four integers representing the dimensions of the xa , xb , xc , and xd subsystems, in that order. The modified Silverman algorithm for transformation to the SCB is much too long to be presented here. For the details of the algorithm, we refer to [139]. In the following, we shall present a broad outline of the steps of the algorithm, and discuss issues that require particular attention in a symbolic implementation. Much of the algorithm consists of tedious but straightforward manipulation of matrices, which is not explicitly discussed here.

82

3 A special coordinate basis (SCB) of linear multivariable systems

Throughout the algorithm, we identify a large number of variables that are linear transformations of the original state. We keep track of these by storing the matrices that transform the original state to the new variables. For example, the temporary variable yi 0 , given by the expression yi 0 D Ci xy, is represented internally by a “Matrix” data structure containing Ci . The procedure is not written to perform well on floating-point data. For this reason, all floating-point elements of the matrices passed to the procedure are converted to exact fractions before any other operations are performed, using “convert” function of “Maple”. In many cases, we need to store a whole list of matrices, representing variables obtained during successive iterations of a particular part of the algorithm. To do this, we use the “Maple” data structures “Vector” and “Matrix” which can be used to store vectors or matrices whose elements are “Matrix” data structures. Strictly proper case We first consider the strictly proper case. The algorithm for this case is implemented as “scbSP.” The first part of this algorithm identifies the two subsystems that directly influence the outputs, namely, the xb and xd subsystems, through a series of steps that are repeated until the outputs are exhausted. The algorithm works by identifying transformed input and output spaces such that each input channel is directly connected to one output channel by a specific number of inherent integrations. Let the strictly proper system passed to the “scbSP” procedure be represented yx C By u by the state equations xyT D Ay y, yy D Cy xy. In the first iteration, we start with y yx C Cy By u y the output y10 D C xy and determine whether its derivative yT10 D Cy Ay x depends on any part of the input u y. If so, we use a transformation S1 to separate out a linear combination of outputs and inputs that are separated by one integration in a linearly independent manner. This will create an integrator chain of length one, as part of the xd subsystem. A transformed part of the output derivative that is not directly influenced by the input is denoted Cz1 xy and is processed further. We use a transformation x1 to separate out any part of Cz1 xy that is linearly dependent on y10 . This will create states that are part of the xb subsystem. After the linearly dependent components are separated out, the remaining part of the output derivative is given the name y20 . In the next iteration, we process y20 in the same fashion as y10 to identify integrator chains of length two and possibly further additions to the xb subsystem. The algorithm continues in this fashion until the outputs are exhausted. Constructing transformation matrices: strictly proper case When implementing these steps in “Maple”, the main part of each iteration consists of constructing transformation matrices Sxi and xi . In particular, we are faced with the following problem at step i : given a matrix Ci of dimension pi n and a x i 1 of dimension q matrix D xi 1 m of maximal rank q xi 1 , let q xi be the rank of

3.A “Maple” implementation

83

y 0 0 , and let qi D q x 0 ; .Ci B/ ŒD xi  q xi 1 . Find a nonsingular matrix Sxi such that i 1 x i 1 D Sxi Ci By

Dx 

!

i 1

D

yi D 0

Iqx i 1 ; Sxi D Si a

! ! ! 0 Si1 0 ; Si a D ; Si D ; Si Si 2 Si b

y i is a qi m matrix of maximal rank and where Si1 , Si 2 , and Si b are of where D dimensions qi pi , .pi  qi / pi , and .pi  qi / q xi 1 . The meaning of the various dimensions are not important in this context. In general, Sxi is not unique. y 0 0 can be obtained with the “Rank” funcx 0 ; .Ci B/ The rank of the matrix ŒD i 1 tion in the LinearAlgebra package. To construct the matrix Sxi , the first observation x i 1 C Si 2 Ci By D 0, the rows of the matrix ŒSi b ; Si 2  we make is that, since Si b D y 0 0 . If ŒD y 0 0 has full x 0 ; .Ci B/ x 0 ; .Ci B/ must belong to the left null space of ŒD i 1 i 1 rank q x i 1 C pi , then Si b and Si 2 are empty matrices, and we may select Si a D 0 and Si1 D Ipi . Otherwise, we can obtain a set of linearly independent basis vecx 0 ; .Ci B/ y 0 0 or, equivalently, for the right null tors for the left null space of ŒD i 1 space of its transpose, using the “NullSpace” function of the LinearAlgebra package. The transpose of the basis vectors can then be stacked to form the matrix ŒSi b ; Si 2 , which can be split up to form Si b and Si 2 . However, the null space basis is not unique and, moreover, the order in which the basis vectors are returned by “Maple” is not consistent. This may cause our procedure to produce different results on different executions with the same matrices, which is undesirable. To avoid this, we first stack the transpose of the basis vectors and then transform the resulting matrix to the unique reduced-row echelon form by using the “ReducedRowEchelonForm” function of the LinearAlgebra package. Since the transformation involves a finite number of row operations, the rows of the matrix in reduced-row echelon form remain in the left null space. Since Sxi should be a nonsingular matrix, the submatrix Si must be nonsingular. This requires that Si 2 has maximal rank, which is confirmed as follows: if any of the rows of Si 2 are linearly dependent, a linear combination of rows in ŒSi b ; Si 2  y 0 0 D 0, where x 0 ; .Ci B/ can be constructed to create a row vector v such that vŒD i 1 x i 1 are linthe rightmost pi columns of v are zero. However, since the rows of D early independent, this implies that v D 0, which in turn implies that ŒSi b ; Si 2  must have linearly dependent rows. Since this is not the case, Si 2 must have maximal rank. We continue by constructing the matrix Si1 . Nonsingularity of Si requires that the rows of Si1 must be linearly independent of the rows of Si 2 . One way to produce Si1 is to choose its rows to be orthogonal to the rows of Si 2 , which can be achieved by using a basis for the right null space of Si 2 . However, since the matrix Sxi will be used to transform the state of the original system, it is generally desirable for this matrix to have the simplest possible structure. This helps avoid unnecessary changes to the original states, and thus it generally produces more appealing solutions. We therefore construct Si1 by the following procedure: we start by initializing Si1 as the identity matrix of dimension pi pi . We then create a reduced-row echelon form of Si 2 and iterate backward over the rows of

84

3 A special coordinate basis (SCB) of linear multivariable systems

this matrix. For each row, we search along the columns from the left until we reach the leading 1 on that row. We then delete the row in Si1 corresponding to 0 the column with the leading 1. This ensures that Si D ŒSi1 ; Si02 0 is nonsingular, with Si1 consisting of zeros except for a single element equal to 1 on each row. The construction of Sxi is now easily completed. At each step, we must also construct a nonsingular matrix xi . The problem of finding this matrix is analogous to the problem of finding Sxi , and we therefore use the same procedure. Finding the transformations Sxi and xi constitutes the most important part of finding the states xb and xd . After xb and xd are identified, finding the output transformation 2 is straightforward, based on [139]. We also find an input transformation 30 based on [139] and write u y D 30 Œud 0 ; u x0c 0 , where u xc is a temporary input. Unlike [139], we shall apply a further transformation of u xc to achieve an input uc that is matched with the influence from xa on the right-hand side of the xc equation. Constructing the xa and xc states – strictly proper case After finding the transformations from the original states to the xb and xd states, the next step is to find a transformation to a temporary state vector xs that will be further decomposed into the states xa and xc . The requirements on xs are that it must be linearly independent of the already identified states xb and xd , so that xs , xb , and xd together span the entire state space, and that its derivative xT s must only depend on xs itself, plus yb , yd , and u xc , because those are the only quantities allowed in the derivatives of xa and xc in the strictly proper case. Suppose that .xb 0 ; xd 0 /0 D bd xy. The procedure for finding xs is to start with a temporary state vector xs0 D s0 xy that is linearly independent of xb and xd . 0 0  is nonsingular. To do so in our Hence, we select s0 such that Œ.s0 /0 ; bd “Maple” procedure, we use the same technique as for finding Si1 based on Si 2 as discussed earlier. The derivative of xs0 , written in terms of the states xs0 , xb , and xd , and the inputs uc and ud , can be written as

x  0 s

xT s0

0

DA

xb xd

CB

0

ud u xc

! xc ; D A0s xs0 C A0b xb C A0d xd C Bd0 ud C Bc0 u

for some matrices A0 D ŒA0s ; A0b ; A0d  and B 0 D ŒBd0 ; Bc0 . In our “Maple” pro0 0 0 0 1 y y 0 and B 0 D s0 B cedure, we can easily calculate A0 D s0 A.Œ. s / ; bd  / 3 0 0 0 0 0 and then extract the matrices As , Ab , Ac , Bd , and Bc . To do so, we use the “MatrixInverse” function of the LinearAlgebra package. To conform with the SCB, we need to modify xs0 to eliminate the input ud in 0 xT s . To eliminate ud , we create a temporary state vector xd 0 D d 0 xy, consisting of the lowermost level of each integrator chain in the xd subsystem (i.e., the point where the input enters the integrator chain). According to Theorem 3.1, 0 we then have xT d 0 D ud C Ad 0 Œxs0 ; xb 0 ; xd 0 0 , for some matrix Ad 0 . Therefore, by defining a new temporary state xs1 D xs0  Bd0 xd 0 , we have xT s1 D

3.A “Maple” implementation

85

0

.A0  Bd0 Ad 0 /Œxs0 ; xb 0 ; xd 0 CBc0 u xc . Hence, the derivative of the new temporary state vector xs1 is independent of ud , bringing us one step closer to obtaining xs . The elimination procedure is continued in a similar fashion, as described in [139], xc . until we obtain a state xs such that xT s depends only on xs , yb , yd , and u The final step is to decompose xs into two subsystems, xa and xc , and to transform the input u xc into uc in such a way that xa is unaffected by uc and xc is controllable from uc . Furthermore, the influence of xa on xc should be matched with uc , as seen in Theorem 3.1. If u xc is nonexistent, then we simxc does exist, we proceed by first finding the derivative ply set xa D xs . If u xT s D Ass xs C Asb xb C Asd xd C Bsc uc for some matrices Ass , Asb , Asd , and Bsc . We then obtain the proper transformations by calling “scbSP” recursively on 0 , and an empty the transposed system with system matrix A0ss , output matrix Bsc input matrix. This recursive call returns a system consisting only of an xa and an xb subsystem. It is easily confirmed that, when transposed back again, this system xc , has the desired structure. We therefore let Œxa 0 ; xc 0 0 D 1? 0 xs and uc D 2? 0 u where 1? and 2? are the state and output transformations returned by the recursive call. Non-strictly proper case To handle the non-strictly proper case, the first step is to find the pretransformation matrices U and Y , described in Sect. 3.A.1. Suppose that the matrices passed y B, z Cz , and D. z We need to find nonsingular U and Y to the procedure “scb” are A, y D Y 1 DU z , y z , Cy D Y 1 Cz , and D such that, according to Sect. 3.A.1, B D BU y z where D is of the form diag.Im0 ; 0/. The rank m0 of D is found using the “Rank” function. Let Y 1 D ŒY10 ; Y20 0 , where Y1 has m0 rows. Then we have the equations ! ! z I DU 0 Y 1 m 0 z D Y 1 DU D : z Y2 DU 0 0 To solve these equations, we choose the rows of Y2 from the left null space of z using the functions “NullSpace” and “ReducedRowEchelonForm” as before, D, and we select Y1 such that ŒY10 ; Y20 0 is nonsingular, using the same procedure as for finding Si1 given Si 2 as discussed earlier for strictly proper case. This leaves z D ŒIm0 ; 0 with respect to some nonsingular U . us to solve the equation Y1 DU 1 0 0 0 z and we Let U D ŒU1 ; U2  such that U1 has m0 rows. We select U1 D Y1 D, 0 0 0 select U2 such that ŒU1 ; U2  is nonsingular, by the same procedure as before. It is z D ŒIm0 ; 0. We can now calculate the then straightforward to confirm that Y1 DU y Cy , and D y that conform with the required structure of (3.55). matrices B, y and let By1 consist of the remaining Let B0 consist of the left m0 columns of B, y Similar to (3.57), we can write the system equations (3.55) as columns of B. xyT D .Ay  B0 C0 /y x C B0 y0 C By1 u y1 ; y0 D C0 xy C u0 ; yy1 D Cy1 xy:

(3.58)

86

3 A special coordinate basis (SCB) of linear multivariable systems

Suppose we obtain the SCB form of the strictly proper system described by the y 0 C0 /, By1 , and Cy1 by invoking the procedure “scbSP” and suppose matrices .AB the transformation matrices returned for this system are x1 , x2 , and x3 . Substituty1 D x3 Œud 0 ; uc 0 0 in (3.58) yields ing xy D x1 x, yy1 D x2 Œyd 0 ; yb 0 0 , and u ! u d 1 1 1 ; xT D x1 .Ay  B0 C0 /x1 x C x1 B0 y0 C x1 By1 x3 uc y0 D C0 x1 x C u0 ; ! yd D x21 Cy1 x1 x: yb It is easily confirmed that this system conforms to the SCB by defining A D x11 .Ay  B0 C0 /x1 , B D x11 ŒB0 ; By1 x3 , C D ŒC00 ; .x21 Cy1 /0 0 x1 , and D D diag.Im0 ; 0/. Defining the transformations for the non-strictly proper system as y 1 D x1 , 2 D diag.Im0 ; x2 /, and 3 D diag.Im0 ; x3 /, we obtain A D 11 .A 1 y 1 y 1 y B0 C0 /1 , B D 1 B3 , C D 2 C 1 , and D D 2 D3 , which are the y B, y Cy , and D y to the SCB matrices. proper expressions relating the matrices A,

3.A.3 Examples In this section, we apply the SCB decomposition procedure to several example systems. Example: linear single-track model A widely used model for the lateral dynamics of a car is the linear single-track model (see, e.g., [60]). For a car on a horizontal surface, this model is described by the equations 1 vTy D .Ff C Fr /  rvx ; m 1 rT D .lf Ff  lr Fr /; J where vy is the lateral velocity at the center of gravity, r is the yaw rate (angular rate around the vertical axis), m is the mass, J is the moment of inertia around the vertical axis through the car’s center of gravity, lf and lr are the longitudinal distances from the center of gravity to the front and rear axles, and Ff and Fr are the lateral road-tire friction forces on the front and rear axles. The longitudinal velocity vx is assumed to be positive and to vary slowly enough compared to the lateral dynamics that it can be considered a constant. The friction forces can be modeled by the equations r cf vy 1 FTf D .ıf   lf /  Ff ; Tr vx vx Tr cr vy 1 r FTr D . C lr /  Fr ; Tr vx vx Tr

3.A “Maple” implementation

87

where ıf is the front-axle steering angle, cf and cr are the front- and rear-axle cornering stiffnesses, and Tr is a speed-dependent tire relaxation constant (see, e.g., [112]). In modern cars with electronic stability control, the main measurements that describe the lateral dynamics are the yaw rate r and the lateral accel1 .Ff C Fr /. Considering ıf as the input, the system is described eration ay D m by

˙

Ay D

0 0

vx 0  Tlrfvcfx

 Trcvf x  Trcvr x

0 1 Cy D 0 0

lr c r Tr vx

0

0

1 m

1 m

1 m  Jlr

1 m lf J  T1r

0  T1r

0

!



˙0

By D

;

0 cf Tr

;

0 ! 0 yD D : 0

;

If we pass these matrices to our “Maple” procedure, we obtain SCB system matrices

ˇ

 T1r

r/  lr cvrx.lTf Cl rJ r/  cr .lTfrCl J

AD

cr .lr cr lf cf /.lf Clr / mTr2 vx J

0 0 C D 1 0

ˇ

! 0 1 ; 0 0

1 0 0 0

0 1 0 f Ccr  cmT r

1 D

cr .lf Clr / Tr J  Tcr2 r cr Tr2

0 0 cr Tr  Tcrr



˙0 

0 ; 0 1 ! 0 DD ; 0

;

BD



and the transformations 0

T r lf m cr .lf Clr / lf m cr .lf Clr / 1 vx  T1r

vx 0 0

0 0 ; m

0

0

0 2 D 1

cr .lf Ccr / Tr J

0

! ;

3 D

mTr : cf

The dimension list “dim” returned by the procedure is 0; 3; 0; 1, meaning that the first three states belong to the xb subsystem and the last state is an integrator chain of length 1 belonging to the xd subsystem. Inspection of the SCB system immediately reveals that the system is observable, since both the xb and xd subsystems are always observable. The system is left invertible, since the state xc is nonexistent, meaning that the steering angle can be identified from the outputs if the initial conditions are known. The system is not right invertible, since it has an xb subsystem, reflecting the obvious fact that the yaw rate and lateral acceleration cannot be independently controlled from a single steering angle. There exists no state feedback that keeps the outputs identically zero, since the system has no zero dynamics subsystem xa .

88

3 A special coordinate basis (SCB) of linear multivariable systems

If we add rear-axle steering by augmenting the By matrix with an additional column Œ0; 0; 0; Tcrr 0 , the “Maple” procedure returns the SCB system matrices

ˇ

AD

0

cf Ccr  mT r vx 0 lr cr lf cf J Tr vx

C D

˙1

0 1 0 0

1  T1r 0 0 !

1 D

0 0 0

lr m lf Clr lf m lf Clr

lr cr lf cf mTr vx

0

0 0 1

lf2 cf Clr2 cr J Tr vx

 T1r



;

0 0 ; 1 0

and the transformations 0 0

vx

0 0 1 0 J 0 lf Clh J 0  lf Cl h

 0 ; 2 D 1

! 1 ; 3 D 0

˙0 0 

1 0 ; 0 0 0 1 ! 0 0 DD ; 0 0 BD

lr T r m cf .lf Clr / lf T r m cr .lf Clr /

Tr J cf .lf Clr / J  cr .lTfrCl r/

! ;

with dimensions 1; 0; 0; 3. This means that the first state of the system belongs to the zero dynamics xa , and the remaining three states belong to the xd subsystem. The xd subsystem consists of two integrator chains: one of dimension one and one of dimension two. We conclude that the system is invertible due to the lack of xb and xc subsystems. The Aaa matrix is identically 0, meaning that the system has a zero at the origin. Hence, the relationship between the steering angle inputs and the yaw rate and lateral acceleration outputs is non-minimum-phase. Referring back to our discussion of geometry theory, we see that the weakly unobservable subspace is spanned by the vector Œ1; 0; 0; 00 . Transformed back to the original coordinate basis, this corresponds to the state vy . We therefore know that a hypothetical disturbance occurring in vTy can be decoupled from the outputs ay and r by state feedback (and the SCB representation tells us exactly how to do it). However, we also know that the resulting subsystem would not be asymptotically stable, since the non-minimum phase zero would become a pole of the closed-loop system. Example – DC motor with friction According to [32], a DC motor process can be described by the equations ˝T D !; J !T D u  F; where ˝ is the shaft angular position, ! is the angular rate, u is the DC motor torque, F is a friction torque, and J D 0:0023 kg m2 is the motor and load inertia. The friction torque can be modeled by the dynamic LuGre friction model, F D 0 z C 1 zT C ˛2 !; 0 zj!j ; zT D ! 

.!/

3.A “Maple” implementation

89

where .!/ D ˛0 C ˛1 exp..!=!0 /2 /. Numerical values for the friction parameters are 0 D 260:0 Nm=rad, 1 D 0:6 Nm s=rad, ˛0 D 0:28 Nm, ˛1 D 0:05 Nm, ˛2 D 0:176 Nm s=rad, and !0 D 0:01 rad=s. The system can be viewed as consisting of a linear part with a nonlinear perturbation 0 zj!j= .!/. Assuming that only the shaft position ˝ is measured, a nonlinear observer can be designed for this system by using the timescale assignment techniques from [131]. To do so, it is necessary to find the SCB form of the system, with the nonlinear perturbation 0 zj!j= .!/ considered as the sole input. The original system with the nonlinear perturbation as the input is described by the matrices

Ay D

0

1



0

0  J1 .˛2 C 1 / 0 1   Cy D 1 0 0 ;

By D

 J1 0 ; 0

0 1 J 1

;

(3.59a)

1 y D 0: D

(3.59b)

Inserting numerical values and using the Linear Systems Toolkit [91] yields the SCB matrices

 433:3

592:7 0 1:5  105

A

0 1:1  105   C D 0 1 0 ;



0

0 1 ; 95:9

BD

0 ; 1

D D 0;

where the first state belongs to the zero dynamics subsystem xa , and the remaining two states consist of an integrator chain of length two, in the xd subsystem. As suggested by the large elements in the system matrices, the problem is poorly conditioned, and we find that we require very large gains to stabilize the system. Using our “Maple” procedure, we obtain the SCB matrices



0 1

1 ˛2 /  0 .0 J 3 1

0

0

 J0

1 ˛2 /  0 .0JJ 2 1

AD  C D 0

 1 0 ;

0

˘

1

;

0 J 1 ˛2 12 J 1

0 BD

0 ; 1

D D 0:

This reveals that a source of the conditioning problem is powers of the small parameter 1 appearing in the denominators, even though it does not appear in any denominators in (3.59). In particular, we see that 1 acts as a small regular perturbation that results in singularly perturbed zero dynamics, which happens when a regular perturbation reduces a system’s relative degree [143]. Setting 1 D 0 results in a dramatically different structure, with the SCB consisting of a single

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3 A special coordinate basis (SCB) of linear multivariable systems

integrator chain of length three, represented by the SCB matrices

0 AD

1 0  J0

0 0

 C D 1



0

 0 ;

0 1  ˛J2



0 ;

BD

0 1

D D 0:



Proceeding with the observer gain selection based on this system, we obtain good results without using high gains. Example – tenth-order system Our last example is a strictly proper, tenth-order system from [139]:

Ay D

0 1 1 0 1 0 0 1 0 0

0 0 0 0 1 1 1 1 2 0 0 0 0 0 1 0 0 0 0 0

0 0 1 1 1 0 0 0 0 0

1 1 0 0 2 1 0 1 0 0

1 0 0 0 0 0 1 0 0 0

0 1 1 0 1 0 0 1 0 0

0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 1

0 0 0 0 0 0 0 1 0 0

1 1 0 0 1 0 2 0 0 0

0 0 0 0 0 0 1 1 0 0

0 0 1 0 0 0 0 0 0 0

0 0 0 0 0 0 0 1 0 0

;

    By D

0 0 0 0 0 0 0 0 1 0

1 0 0 1 2 0 0 0 0 0

0 0 0 0 0 1 0 0 1 0

1 0 0 1 1 0 0 0 0 0

;

Cy 0 D

:



3.A “Maple” implementation

The “Maple” procedure gives the SCB system matrices

AD

BD

1 0 0 0 0 0 2 12 2 4 0 0 2 2 0 0 0 0 0 2

0 0 1 0 0 0 0 2 2 12 0 0 2 0 0 0 0 0 0  12

1 0 1 8 2 0 0 1 0 2

1 0 1 8 1 0 1 0 0 2

0 1 0 0 0 1 0 8 1 1 1 0 1 1 0 0 0 0 0 2

0 0 0 0 0 0 0 0 1 0 0 0 1 1 1 0 0 1 0 0

 ;

    0 0 0 0 1 0 0 0 0 0

0 0 0 0 0 0 1 0 0 0

0 0 0 0 0 0 0 0 0 0

0 0 0 1 0 0 0 0 0 1

;

C D

0 0 0 0 1 0 0 0 0 0

0 0 0 0 0 1 0 0 0 0

0 0 0 0 0 0 0 1 0 0

0 1 0 0 0 0 0 0 0 0

91

;

and the dimensions 1; 2; 1; 6. Hence, the first state belongs to the xa subsystem, and we can therefore easily see that the system has a non-minimum-phase invariant zero at 1. The next two states belong to the xb subsystem; thus, the system is not right invertible. The fourth state belongs to the xc subsystem; thus, the system is not left invertible. Finally, the last six states consist of three integrator chains of length 1, 2, and 3, respectively, belonging to the xd subsystem.

3.A.4 Numerical issues The procedure described in this Appendix uses exact operations only; thus, there is no uncertainty in the results produced by the decomposition algorithm. The algorithm is primarily based on rank operations and the construction of bases for various subspaces. Rank operations are discontinuous in the sense that arbitrarily small perturbations to a matrix may alter its rank. This implies that, when a decomposition is carried out using exact operations, arbitrarily small perturbations to system matrices may fundamentally alter the identified structure of a system. This is in contrast to decompositions based on floating-point operations, which may be insensitive to small perturbations to the system matrices.

92

3 A special coordinate basis (SCB) of linear multivariable systems

Whether exactness is desirable or not depends on the application. When the input data is exact or the system model is based on first principles, an exact decomposition may help to reveal fundamental structural properties of the system and how these properties are affected by various quantities in the system matrices. If, on the other hand, the system matrices have been derived based on experimental system identification, an exact decomposition may not be desirable, and it may even provide misleading information about the system structure. Thus, the exact procedure presented here is not a replacement for numerical tools developed for the same purpose. Throughout the decomposition algorithm, a number of nonunique transformation matrices must be constructed. In the “Maple” procedure, these matrices are constructed with the goal of having a simple structure based on the assumption that fewer changes to the original states will result in the less complicated symbolic expressions in the computed SCB system. Depending on the structure and dimensions of the system, however, the procedure may still result in complicated expressions, and if the original system matrices contain complicated expressions, these will in general not be simplified. A precise analysis of the computational complexity of the procedure is difficult due to the complex nature of the decomposition algorithm and the underlying “Maple” functions. However, it is possible to make some practical observations regarding this issue. Executed in “Maple 12” on an Intel Pentium processor with two 2 MHz cores, the total CPU time needed for decomposition of the singletrack model was approximately 0:30 s for the single-input case and 0:21 s for the double-input case. For the DC motor example, the total CPU time was approximately 0:19 s, and for the tenth-order example, approximately 0:48 s. These execution times illustrate that an increase in the order of the system does not automatically result in a large increase in execution time; the structure of the system and the complexity of the expressions in the system matrices have a greater impact on execution time. For example, randomly generated, strictly proper systems with 20 states, 4 inputs, and 4 outputs, with the system matrices made up of integers between 10 and 10 with 25% density, are generally decomposed in less than 0:4 s. If, on the other hand, the number of inputs is reduced to 3, the decomposition generally takes around 50 s. The reason for this large difference is that, in the former case, the computed SCB systems generally consist of an xa subsystem with 16 states and an xd subsystem with four states, which requires only a single iteration of the algorithm for identifying xb and xd (described earlier when discussing strictly proper case). In the latter case, the computed SCB systems generally consist of an xb subsystem with 17 states and an xd subsystem with three states, which requires 17 increasingly complex iterations of the algorithm for identifying xb and xd .

3.A.5 “Maple” code # Maple source code for structural decomposition of linear # multivarible systems, version 0.2

3.A “Maple” implementation # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #

Copyright (C) 2009 Haavard Fjaer Grip and Ali Saberi Written and tested for Maple 12.0 with LinearAlgebra package Usage: A, B, C, D, G1, G2, G3, U, Y, dim := scb(Ai, Bi, Ci, Di); !!! Important: Ai, Bi, Ci, and Di must be of type Matrix (not scalars) This software is provided "as is", without warranty of any kind, either expressed or implied, including, without limitation, warranties of merchantability or fitness for a particular purpose. The entire risk as to the quality and performance of the software is with you. Should the software prove defective in any respect, you assume the cost of any necessary servicing, repair, or correction. Under no circumstances will any of the copyright holders, developers, or any other party that modifies or conveys the software be liable to any person for damages, including any general, indirect, special, incidental, or consequential damages of any kind, including, without limitation, damages for lost profits, loss of goodwill, work stoppage, computer failure or malfunction, even if such party has been informed of the possibility of such damages.

# Procedure to convert matrix M, possibly containing # floating-point numbers, to matrix with only exact # fractions: # Use of floating-point elements in matrices is highly # discouraged. mconvert := proc (M) local n, m, i, j, Mr; uses LinearAlgebra: # Get matrix dimensions n, m := LinearAlgebra:-Dimension(M); # Create empty matrix Mr := Matrix(n, m); # Iterate over all rows for i to n do # Iterate over all columns

93

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3 A special coordinate basis (SCB) of linear multivariable systems

for j to m do # Convert each element Mr[i, j] := convert(M[i, j], rational, exact); end do; end do; Mr; end proc: # Procedure to find matrix S1 such that [S2’ S1’]’ # is nonsingular, with S1 consisting of an identity # matrix with rank(S2) missing rows: nonsingular := proc(S2) local S2E, S1, n, m, i, j: uses LinearAlgebra: # Find dimensions of S2 n, m := LinearAlgebra:-Dimension(S2): # Get reduced row echelon form of S2 S2E := LinearAlgebra:-ReducedRowEchelonForm(S2): # Start by making S1 an m x m identity matrix S1 := LinearAlgebra:-IdentityMatrix(m): # Iterate from last row of echelon matrix for i from n by -1 to 1 do # On each row, iterate from leftmost column toward # the right for j from 1 by 1 to m do # If we encounter an element equal to 1, # then delete the row in S2 corresponding to # the column that we are currently at if S2E[i,j] = 1 then S1:= LinearAlgebra:-DeleteRow(S1,j): break: end if: end: end do: # Return S1 S1: end proc: # Procedure for transformation to SCB for strictly proper # systems # Notation corresponds to Sannuti and Saberi (1987) scbSP := proc(Ahi,Bhi,Chi) local p, n, m; local C, Cs, pp, pb, q, S, Dh, S1, S2, Sla, Slb, CCh, Ct, S01, S02, S0;

3.A “Maple” implementation local phi, philb, phila, phi1, phi2, Db, PPsi, Cb, qb, r; local alpha, beta, ggamma, xcfs, ycfs, xbcfs, xbiscfs, xifcfs; local i, j, l, kern, kernmatrix, cfs; local alphatmp, betatmp, gammatmp, qic, pic, K; local x0, xf, xb, nf, nb, ns, na, nc; local Gamma1, Gamma2, Gamma3; local T, P0, P1; local pf, rc, tmp, xs0, B0, Bu0, xs1, qc; local X2, A2, R, As, Bs, Ctr, M, cspc, nspc, T1, T2, xs3, xa, xc, Dt, xs2; local A_scb, B_scb, C_scb, dim, Ah, Bh, Ch, xftmp; local Gamma2inv, At, Bt, Gamma1t, Gamma2t, Gamma3t, dimt, Gamma1inv, udim; uses LinearAlgebra; # Recast inputs as matrices, in case we received vectors # or scalars Ah := Matrix(Ahi): Bh := Matrix(Bhi): Ch := Matrix(Chi): # Find system dimensions p, n := LinearAlgebra:-Dimension(Ch): n, m := LinearAlgebra:-Dimension(Bh): # Create storage for various quantities used in the algorithm C := Vector(n+1): Cs := Vector(n+1): # C^* pp := Vector(n+1): # p pb := Vector(n+1): # \bar p q := Vector(n): S := Vector(n): Dh := Vector(n): # \hat D S1 := Vector(n): # S_i1 S2 := Vector(n): # S_i2 Sla := Vector(n): # S_ia Slb := Vector(n): # S_ib CCh := Vector(n): # \hat C Ct := Vector(n): # \tilde C phi := Vector(n): philb := Vector(n): # \phi_ib phila := Vector(n): # \phi_ia phi1 := Vector(n): # \phi_i1 phi2 := Vector(n): # \phi_i2 Db := Vector(n): # \bar D PPsi := Vector(n): # \Psi Cb := Vector(n): # \bar C qb := Vector(n): # \bar q r := Vector(n):

95

96

3 A special coordinate basis (SCB) of linear multivariable systems alpha := Matrix(n, n): beta := Matrix(n, n): ggamma := Matrix(n, n): xcfs := Matrix(n+1, n+1): # x_ij (coefficients) (index+1) ycfs := Matrix(n+2, n+2): # y_ij (coefficients) (index+1) xbcfs := Matrix(n+1, n+1): # x_bij (coefficients) index+1) xbiscfs := Vector(n): # x_bis (coefficients) xifcfs := Vector(n): # xif (coefficients) # Check that \hat B matrix and \hat C matrix are of # maximal rank. If not, throw exception if LinearAlgebra:-Rank(Ch) < p then error "Matrix C must be of maximal rank" elif LinearAlgebra:-Rank(Bh) < m then error "Matrix B must be of maximal rank" end if: C[1] := Ch; Cs[1] := Ch; pp[1] := p; pb[1] := p; ycfs[1+1, 0+1] := C[1]; i := 1: # i counts the steps # Step 1 if pp[1] > 0 then # Find rank q_1 of C_1*\hat B q[1] := LinearAlgebra:-Rank(C[1].Bh): # # S_12 must lie in left null space of C_1*\hat B. # Find basis for left null space and select S_12 # as reduced-row echelon form of basis transpose kern := LinearAlgebra:-NullSpace(LinearAlgebra:Transpose(C[1].Bh)); kernmatrix := LinearAlgebra:-ReducedRowEchelon Form(Matrix(pp[1]-q[1], pp[1], LinearAlgebra:-Transpose(Matrix(pp[1], pp[1]-q[1], [kern[]])))); S2[1] := kernmatrix; # Get S_11 such that [S_11’ S_12’]’ is nonsingular S1[1] := nonsingular(S2[1]);

3.A “Maple” implementation # Define S_1 by stacking S_11 and S_12 S[1] := Matrix([[S1[1]], [S2[1]]]); # Calculate \hat C_1, \tilde C_1, and \hat D_1 CCh[1] := S1[1].C[1].Ah: Ct[1] := S2[1].C[1].Ah: Dh[1] := S1[1].C[1].Bh; # Find rank \bar p_2 of [Cs_1^*’ \tilde C_1’]’ and # calculate p_2 and r_1 pb[2] := LinearAlgebra:-Rank(Matrix([[Cs[1]], [Ct[1]]])): pp[2] := pb[2]-pb[1]: r[1] := pp[1]-q[1]-pp[2]: # [\phi_1b \phi_12] must lie in the left null space of # [C_1^*’ \tilde C_1’]’. # Find basis for left null space of [C_1^*’ \tilde C_1’]’ # and find reduced-row echelon form of basis transpose kern := LinearAlgebra:-NullSpace(LinearAlgebra: -Transpose(Matrix([[Cs[1]], [Ct[1]]]))); kernmatrix := LinearAlgebra:-ReducedRowEchelonForm (Matrix(r[1], pb[1]+pp[1]-q[1], LinearAlgebra:-Transpose(Matrix(pb[1]+pp[1]-q[1], r[1], [kern[]])))); # Choose \phi_1b as left \bar p_1 columns philb[1] := kernmatrix[1 .. r[1], 1 .. pb[1]]; # Choose \phi_2 as right p_1-q_1 columns phi2[1] := kernmatrix[1 .. r[1], pb[1]+1 .. pb[1]+pp[1]-q[1]]; # Define \phi_1a by stacking an appropriately sized # zero matrix with \phi_1b phila[1] := Matrix([[LinearAlgebra: -ZeroMatrix(pp[2], pb[1])], [philb[1]]]); # Get phi_11 such that [phi_11’ phi_12’]’ is # nonsingular phi1[1] := nonsingular(phi2[1]); # Define \phi_1 by stacking \phi_11 and \phi_12 phi[1] := Matrix([[phi1[1]], [phi2[1]]]); # Calculate C_2 and transformation to y_20 C[2] := phi1[1].Ct[1]: ycfs[2+1, 0+1] := C[2]:

97

98

3 A special coordinate basis (SCB) of linear multivariable systems # Calculate \Psi_1 and transformation to x_10, # y_11, and x_b10 PPsi[1] := LinearAlgebra:-DiagonalMatrix ([, ]).S[1]: cfs := PPsi[1].C[1]: xcfs[1+1, 0+1] := cfs[1 .. q[1], 1 .. n]: ycfs[1+1, 1+1] := cfs[q[1]+1 .. q[1]+pp[2], 1 .. n]: xbcfs[1+1, 0+1] := cfs[q[1]+pp[2]+1 .. q[1] +pp[2]+r[1], 1 .. n]: # In preparation for next step, find C_2^s, # \bar D_1, and \bar C_1 Cs[2] := Matrix([[Cs[1]], [C[2]]]): Cb[1] := CCh[1]: Db[1] := Dh[1]: qb[1] := q[1]; i := 2: # Step 2,3,... # Repeat steps until p_i = 0 for i from 2 while pp[i] > 0 do # Find rank \bar q_i of [\bar D_{i-1}’ C_i*\hat B’]’ # and calculate q_i qb[i] := LinearAlgebra:-Rank(Matrix([[Db[i-1]], [C[i].Bh]])); q[i] := qb[i]-qb[i-1]; # [S_ib S_i2] must lie in the # left null space of [\bar D_{i-1}’ C_i*\hat B’]’. # Find reduced-row echelon form of basis transpose kern := LinearAlgebra:-NullSpace(LinearAlgebra: -Transpose(Matrix([[Db[i-1]], [C[i].Bh]]))); kernmatrix := LinearAlgebra: -ReducedRowEchelonForm(Matrix(pp[i]-q[i], pp[i]+qb[i-1], LinearAlgebra:-Transpose(Matrix(pp[i]+qb[i-1],pp[i]-q[i], [kern[]])))); # Define S_ib as left \bar q_{i-1} columns Slb[i] := kernmatrix[1 .. pp[i]-q[i], 1 .. qb[i-1]]; # Define S_i2 as right p[i] columns S2[i] := kernmatrix[1 .. pp[i]-q[i], qb[i-1]+1 .. pp[i]+qb[i-1]];

3.A “Maple” implementation # Define S_ia by stacking appropriately sized zero # matrix with S_ib Sla[i] := Matrix([[LinearAlgebra:-ZeroMatrix(q[i], qb[i-1])], [Slb[i]]]); # Get S_i1 such that [S_i1’ S_i2’]’ is nonsingular S1[i] := nonsingular(S2[i]); # Define S_i by stacking S_i1 and S_i2 S[i] := Matrix([[S1[i]], [S2[i]]]); # Calculate \tilde C_i Ct[i] := Slb[i].Cb[i-1]+S2[i].C[i].Ah; # Find rank \bar p_{i+1} of [C_i^s’ \tilde C_i’]’ pb[i+1] := LinearAlgebra: -Rank(Matrix([[Cs[i]], [Ct[i]]])); # Calculate \hat C_i and \hat D_i CCh[i] := S1[i].C[i].Ah; Dh[i] := S1[i].C[i].Bh; # Calculate p_{i+1} and r_i pp[i+1] := pb[i+1]-pb[i]; r[i] := pp[i]-q[i]-pp[i+1]; # [\phi_ib \phi_i2] must lie in the left null # space of [C_i^*’ \tilde C_i’]’. # Find reduced-row echelon form of basis for # left null space of [C_1^*’ \tilde C_i’]’ kern := LinearAlgebra:-NullSpace (LinearAlgebra:-Transpose(Matrix([[Cs[i]], [Ct[i]]]))); kernmatrix := LinearAlgebra: -ReducedRowEchelonForm(Matrix(r[i], pb[i]+pp[i]-q[i], LinearAlgebra: -Transpose(Matrix(pb[i]+pp[i]-q[i], r[i], [kern[]])))); # Choose \phi_ib as left \bar p_i columns philb[i] := kernmatrix[1 .. r[i], 1 .. pb[i]]; # Choose \phi_i as right p_i-q_i columns of null # space basis phi2[i] := kernmatrix[1 .. r[i], pb[i]+1 .. pb[i]+pp[i]-q[i]]; # Define \phi_ia by stacking an appropriately

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100

3 A special coordinate basis (SCB) of linear multivariable systems #sized zero matrix with \phi_ib phila[i] := Matrix([[LinearAlgebra: -ZeroMatrix(pp[i+1], pb[i])], [philb[i]]]); # Get phi_i1 such that [phi_i1’ phi_i2’]’ is # nonsingular phi1[i] := nonsingular(phi2[i]); # Define \phi_i by stacking \phi_i1 and \phi_i2 phi[i] := Matrix([[phi1[i]], [phi2[i]]]); # Calculate C_{i+1} and transformation to y_{i+1 0} C[i+1] := phi1[i].Ct[i]; ycfs[i+1+1, 0+1] := C[i+1]; # Find \Psi_i and store full alpha, beta, and gamma matrices # temporarily (to be broken up) PPsi[i] := LinearAlgebra:-DiagonalMatrix([ , ]).S[i]; alphatmp := Matrix(pp[i+1], qb[i-1], phi1[i].Slb[i]); betatmp := Matrix(r[i], qb[i-1], phi2[i].Slb[i]); gammatmp := Matrix(r[i], pb[i], philb[i]); # Iterate over j=1,..,i-1 and break out individual matrices of # width q_j from alpha and beta matrices qic := 0; # qic is the cumulative sum of q_k, k = 1,..,j-1 for j from 1 by 1 to i-1 do alpha[i, j] := Matrix(pp[i+1], q[j], alphatmp[1 .. pp[i+1], qic+1 .. qic+q[j]]); beta[i, j] := Matrix(r[i], q[j], betatmp[1 .. r[i], qic+1 .. qic+q[j]]); qic := qic+q[j]; end do; # Iterate over j=1,..,i and break out individual matrices of # width p_j from gamma matrix pic := 0; # pic is the cumulative sum of p_k, k = 1,..,j-1 for j from 1 by 1 to i do ggamma[i, j] := Matrix(r[i], pp[j], gammatmp[1 .. r[i], pic+1 .. pic+pp[j]]); pic := pic+pp[j]; end do; # Iterate over l=1,...,i-1 and compose transformations to

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# x_{i-l l}, y_{i-l l+1}, and x_{bi-l l} for l from 0 by 1 to i-1 do # First calculate the transformation to #[x_{i-l,l}’ y_{i-l l+1}’ x_{bi-l l}’]’, excluding the # terms from alpha, beta, and gamma cfs := PPsi[i].ycfs[i-l+1, l+1]; # Break the transformation into individual transformations # for x_{i-l l}, y_{i-l l+1}, and x_{bi-l l} # (still excluding the terms from alpha, beta, and gamma) xcfs[i-l+1, l+1] := cfs[1 .. q[i], 1 .. n]; ycfs[i-l+1, l+1+1] := cfs[q[i]+1 .. q[i]+ pp[i+1], 1 .. n]; xbcfs[i-l+1, l+1] := cfs[q[i]+pp[i+1]+1 .. q[i]+ pp[i+1]+r[i], 1 .. n]; # Add the terms from alpha and beta for j from l+1 by 1 to i-1 do ycfs[i-l+1, l+1+1] := ycfs[i-l+1, l+1+1]+alpha[i, j].xcfs[j-l+1, l+1]; xbcfs[i-l+1, l+1] := xbcfs[i-l+1, l+1]+beta[i, j].xcfs[j-l+1, l+1] end do; # Add the terms from gamma for j from l+2 by 1 to i do xbcfs[i-l+1, l+1] := xbcfs[i-l+1, l+1]+ggamma[i, j].ycfs[j-l-1+1, l+1+1] end do end do; # In preparation for next step, # find C_{i+1}^s, \bar C_i, and \bar D_i Cs[i+1] := Matrix([[Cs[i]], [C[i+1]]]); Cb[i] := Matrix([[Cb[i-1]], [CCh[i]]]); Db[i] := Matrix([[Db[i-1]], [Dh[i]]]); end do: end if: # Define K as the number of steps taken K := i-1: # Find coefficients for x_f and x_b subsystems # Define matrix to hold the x_i0 coefficients

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3 A special coordinate basis (SCB) of linear multivariable systems # (to be used later) x0 := Matrix(0, n): # Iterate over all chain lengths for i from 1 to K do # Compose matrices of coefficients for # x_if and x_bis, for each i=1,...,K xifcfs[i] := Matrix(0, n); xbiscfs[i] := Matrix(0, n); for j to i do xifcfs[i] := Matrix([[xifcfs[i]], [xcfs[j+1, i-j+1]]]); xbiscfs[i] := Matrix([[xbiscfs[i]], [xbcfs[j+1, i-j+1]]]) end do; # Add coefficients for x_i0 to x0 matrix x0 := Matrix([[x0], [xcfs[i+1, 0+1]]]) end do: # Create matrices for x_f and x_b coefficients # and add the coefficients xf := Matrix(0, n): xb := Matrix(0, n): for i from 1 to K do xf := Matrix([[xf], [xifcfs[i]]]); xb := Matrix([[xb], [xbiscfs[i]]]) end do: # Determine dimensions of x_f and x_b subsystems nf, n := LinearAlgebra:-Dimension(xf): nb, n := LinearAlgebra:-Dimension(xb): # Find Gamma_2 # Different approach depending on whether K > 0 or not if K > 0 then # If K > 0, define storage for matrices T_i, i=1,...,K T := Vector(K): # Set T_K as the identity matrix and # define T_i, i=1,...,K-1 recursively T[K] := LinearAlgebra:-IdentityMatrix(pp[K]): for i from K-1 by -1 to 1 do T[i] := LinearAlgebra:-DiagonalMatrix([ , , ]) end do:

3.A “Maple” implementation # Define cumulative counter p_f for the number of # measurements from the x_f chain pf := q[1]: # Define vector rc with each element i containing # the sum of r_j j=0,...,i-1, with r_0 defined as 0 rc := Vector(K+1): # Initialize components 1 and 2 of rc rc[1] := 0: rc[2] := r[1]: # Create p_f and rc vector for i from 2 to K do pf := pf+q[i]: rc[i+1] := rc[i-1+1]+r[i] end do: # Use rc to create P_0 matrix, with identity #matrices of size r_i along the reversed diagonal P0 := Matrix(0, rc[K+1]): for i from K by -1 to 1 do tmp := Matrix([LinearAlgebra:-ZeroMatrix(r[i], rc[K+1]-rc[i+1]), LinearAlgebra: -IdentityMatrix(r[i]), LinearAlgebra:-ZeroMatrix(r[i], rc[i-1+1])]); P0 := Matrix([[tmp], [P0]]) end do: #Define P_1 from P_0 and identity matrix P1 := LinearAlgebra:-DiagonalMatrix([ , ]): # Create Gamma_2 Gamma2inv := P1.T[1].PPsi[1]; Gamma2 := simplify(LinearAlgebra: -MatrixInverse(Gamma2inv)): else # If K = 0, meaning p = 0, define Gamma_2 # as empty matrix Gamma2 := LinearAlgebra:-IdentityMatrix(p,p); Gamma2inv := Gamma2; end if: # Find Gamma_3 # Different approach depending on whether K > 0 # or not if K > 0 then # \tilde D should be defined such that

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3 A special coordinate basis (SCB) of linear multivariable systems # [\bar D_K’ \tilde D’]’ is nonsingular. # Hence, we may choose \tilde D’ from the null # space of \bar D_K. Find basis for null space Dt := nonsingular(Db[K]); # Calculate Gamma_3 as inverse of [\bar D_K’ Dt’]’ Gamma3 := simplify(LinearAlgebra: -MatrixInverse(Matrix([[Db[K]], [Dt]]))): else # If K = 0, define Gamma_3 as the identity matrix Gamma3 := LinearAlgebra:-IdentityMatrix(m); end if: # Different approach depending on whether K > 0 # or not if K > 0 then # Define dimension n_s of x_a and x_c subsystem ns := n-pb[K]: # Find coefficients for x_s subsystem. Start by defining # coefficients for initial system x_s^0 # The coefficients \tilde Gamma of x_s^0 should be # chosen so that [C_K^*’ \tilde Gamma’]’ is nonsingular. # Hence, we may choose \tilde Gamma’ from null space # of C_K^*. Find basis for null space xs0 := nonsingular(Cs[K]); # Find input matrix for x_s^0 system with respect to # new input vector [u’ v’]’ B0 := xs0.Bh.Gamma3: # Split out input matrix for u input Bu0 := B0[1 .. ns, 1 .. qb[K]]: else # If K = 0, the entire system is part of the x_s subsystem. # Define the transformation to x_s^0 as identity matrix ns := n; xs0 := IdentityMatrix(n); # Find input matrix for x_s^0 system with respect to # new input vector [u’ v’]’ B0 := xs0.Bh.Gamma3; # There is no u input Bu0 := Matrix(ns,0); end if: # Define new state x_s^1 by canceling nonzero # occurences in Bu0, using x0

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# (which describes x_i0 states) xs1 := xs0-Bu0.x0: # Define new state x_s^2 as x_s^1, to be # recursively modified to remove occurences # non-outputs from x_b and x_f subsystems # in derivative xs2 := xs1: # We start by taking chains of length j = 2 and up, # continue with 3 and up, and so forth, # to eliminate remaining unwanted occurences for j from 2 by 1 to K do # Initialize counters qc and rc, to represent the # number of states in levels below # the one currently processed qc := 0: rc := 0: # Add number of states in chains that are # shorter than j for i from 1 by 1 to j-1 do qc := qc+i*q[i]; rc := rc+i*r[i]; end do: # Iterate over all chains of length j and up for i from j by 1 to K do # Calculate coefficient matrix for current # version of x_s^2 X2 := Matrix([[xs2], [xb], [xf]]); A2 := xs2.Ah.LinearAlgebra:-MatrixInverse(X2); # If there is an x_f chain of length i, # remove occurences of x_{i-j+2 j-2} by # subtracting linear combination of x_{i-j+1 j-1} if q[i] > 0 then R := Matrix(ns, q[i], A2[1 .. ns, ns+nb+qc+(i-j+1)*q[i]+1 .. ns+nb+qc+(i-j+2)*q[i]]): xs2 := xs2-R.xf[qc+(i-j)*q[i]+1 .. qc+ (i-j+1)*q[i], 1 .. n]: end if: # If there is an x_b chain of length i, # remove occurences of x_{bi-j j-2} by # subtracting linear combination of x_{b i-j+1 j-1} if r[i] > 0 then R := A2[1 .. ns, ns+rc+(i-j+1)*r[i]+1 .. ns+rc+(i-j+2)*r[i]]:

106

3 A special coordinate basis (SCB) of linear multivariable systems xs2 := xs2-R.xb[rc+(i-j)*r[i]+1 .. rc+(i-j+1)*r[i], 1 .. n]: end if: # Add to counters qc and rc qc := qc+i*q[i]; rc := rc+i*r[i]; end do; end do: # Change the order of the x_f system so that # we have SISO integration chains # Create new variable to be built up with new sorting xftmp := Matrix(0, n): qc := 0: # qc counts the number of elements in chains already processed # Iterate over all chains for i from 1 to K do # Iterate over each level in integration chain i for j from 1 by 1 to q[i] do # Iterate over each component at level j of # integration chain i for l from 0 by 1 to i-1 do # Add component to xftmp xftmp := Matrix([[xftmp], [xf[qc+l*q[i]+j, 1 ..n]]]); end do: end do: # Add number of elements in chain i to cumulative counter qc := qc+i*q[i]; end do: # Define x_f as xftmp xf := xftmp; # Transform x_s subsystem to Kalman controllable form # Find coefficients of derivative of x_s in new coordinates X2 := Matrix([[xs2], [xb], [xf]]): A2 := xs2.Ah.LinearAlgebra:-MatrixInverse(X2); # Separate out n_s\times n_s coefficient matrix for # x_s subsystem As := A2[1 .. ns, 1 .. ns]: # Find input matrix for x_s subsystem with respect # to new [u’ v’]’ inputs Bs := xs2.Bh.Gamma3: if K > 0 then

3.A “Maple” implementation udim := qb[K]; Bs := Bs[1 .. ns, qb[K]+1 .. m]: else udim := 0; end if: if LinearAlgebra:-Rank(Bs) = 0 then xa := xs2; xc := Matrix(0,n); na := ns; nc := 0; else At, Bt, Ct, Gamma1t, Gamma2t, Gamma3t, dimt := scbSP(LinearAlgebra:-Transpose(As), Matrix(ns,0), LinearAlgebra:-Transpose(Bs)); xs3 := LinearAlgebra:-Transpose(Gamma1t).xs2; na := dimt[1]; nc := ns-na; xa := xs3[1 .. na, 1 .. n]: xc := xs3[na+1 .. ns, 1 .. n]: Gamma3 := Gamma3.LinearAlgebra:-DiagonalMatrix([ , ]); end if: # Calculate Gamma_1 Gamma1inv := Matrix([[xa], [xb], [xc], [xf]]); Gamma1 := simplify(LinearAlgebra: -MatrixInverse(Gamma1inv)): # Calculate (simplified) system matrices for # new SCB system A_scb := simplify(Gamma1inv.Ah.Gamma1): B_scb := simplify(Gamma1inv.Bh.Gamma3): C_scb := simplify(Gamma2inv.Ch.Gamma1): # Create vector containing dimensions of # x_a, x_b, x_c, and x_f subsystems dim := [na, nb, nc, nf]: # Return SCB system matrices, state transformations, # and dimensions of subsystems A_scb, B_scb, C_scb, Gamma1, Gamma2, Gamma3, dim: end proc: # Procedure for finding SCB representation and state # transformation for general multivariable LTI systems scb := proc(Ai,Bi,Ci,Di)

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3 A special coordinate basis (SCB) of linear multivariable systems local Ah, Bt, Ct, Dt, m0, C0, Ch1, U1, U2, Y1, Y2, kern, kernmatrix, p, n, m, Bh, B0, Bh1, D; local U, Y, AsSP, BsSP, A, B, CsSP, C, G1, G2, G3, dim, Gamma1SP, Gamma2SP, Gamma3SP; uses LinearAlgebra; # Recast inputs as matrices, in case we received vectors or # scalars, and convert any floating-point elements to # exact fractions Ah := mconvert(Matrix(Ai)): Bt := mconvert(Matrix(Bi)): Ct := mconvert(Matrix(Ci)): Dt := mconvert(Matrix(Di)): # Find system dimensions p, n := LinearAlgebra:-Dimension(Ct): n, m := LinearAlgebra:-Dimension(Bt): # Check that [\hat B’ \hat D’]’ matrix and [\hat C \hat D] # matrix are of maximal rank. If not, throw exception if LinearAlgebra:-Rank(Matrix([Ct, Dt])) < p then error "Matrix [C, D]’ must be of maximal rank" elif LinearAlgebra:-Rank(Matrix([[Bt], [Dt]])) < m then error "Matrix [B’, D’]’ must be of maximal rank" end if: # Start by treating non-strictly proper case # Find rank of \tilde D m0 := LinearAlgebra:-Rank(Dt): # Y2 must lie in left null space of matrix \tilde D. # Find basis for null space, and select Y2 as reduced-row # echelon form of that basis kern := LinearAlgebra:-NullSpace(LinearAlgebra: -Transpose(Dt)): kernmatrix := LinearAlgebra:-ReducedRowEchelonForm (Matrix(p-m0, p, LinearAlgebra:Transpose(Matrix(p, p-m0, [kern[]])))): Y2 := kernmatrix: # Get Y1 such that [Y1’ Y2’]’ is nonsingular Y1 := nonsingular(Y2); # Compute Y Y := MatrixInverse(Matrix([[Y1], [Y2]])); # Select U_1 as Y_1\tilde D U1 := Y1.Dt;

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109

# Compute U_2 such that [U_1’ U_2’]’ is nonsingular U2 := nonsingular(U1); # Compute U U := LinearAlgebra: -MatrixInverse(Matrix([[U1], [U2]])); # Find matrices C_0 and \hat C_1 C0 := Y1.Ct: Ch1 := Y2.Ct: # Find matrix \hat B and split it into B_0 # and \hat B_1 Bh := Bt.U; B0 := Bh[1 .. n, 1 .. m0]; Bh1 := Bh[1 ..n, m0+1 .. m]; # Find transformations for strictly proper # part of system AsSP, BsSP, CsSP, Gamma1SP, Gamma2SP, Gamma3SP, dim := scbSP(Ah-B0.C0, Bh1, Ch1); # Construct transformations matrices for # non-strictly proper system G1 := Gamma1SP; G2 := simplify(LinearAlgebra:-DiagonalMatrix([ , ])); G3 := simplify(LinearAlgebra:-DiagonalMatrix([ , ])); # The SCB matrix for the non-strictly proper system # is the same as returned by scbSP A := AsSP; # # B C D

Calculate the remaining SCB matrices using all the necessary transformations, including U and Y := simplify(LinearAlgebra:-MatrixInverse(G1).Bt.U.G3); := simplify(LinearAlgebra:-MatrixInverse(Y.G2).Ct.G1); := simplify(LinearAlgebra:-MatrixInverse(Y.G2).Dt.U.G3);

# Return SCB matrices, transformations and dimensions A, B, C, D, G1, G2, G3, U, Y, dim: end proc:

4 Constraints on inputs: actuator saturation

4.1 Introduction This chapter is concerned with designing controllers for linear systems subject to input saturation with the purpose of achieving internal stabilization. This is a prelude to most of the subsequent chapters, and presents basic problem statements of global and semi-global internal stabilization, necessary and sufficient conditions under which such a stabilization can be achieved, as well as control design methodologies that can be utilized for an appropriate design. To start with, it is prudent to observe that control magnitude saturation or actuator saturation is pretty common and indeed is ubiquitous in engineering applications, and as such, it has been recognized ever since the beginnings of industrial revolution and automation. To exemplify this, let us note that the capacity of every device is capped. Valves can only be operated between fully open and fully closed states, pumps and compressors have a finite throughput capacity, and tanks can only hold a certain volume. Force, torque, thrust, stroke, voltage, current, flow rate, and so on, are limited in their activation range in all physical systems. Servers can serve only so many consumers. In circuits, transistors and amplifiers are saturating components. Saturation and other physical limitations are dominant in maneuvering systems like aircrafts. Every physically conceivable actuator, sensor, or transducer has bounds on the magnitude as well as on the rate of change of its output. Note that bounds on the rate of change and sensor saturation will be discussed in subsequent chapters. This chapter concentrates only on input magnitude saturation. One of the foremost tasks of any control system design is to make sure that the given system under the designed control law is internally stable. In this regard, we recognize that most of the control theoretic concepts are developed for linear systems. Thus, in this framework, often, nonlinear elements are approximated as linear elements. Once the analysis or design of the resulting linear systems are complete, one tries to gauge the effect of nonlinearities on such an analysis or design. Such an ad hoc approach cannot always lead to satisfactory results. In fact, ignoring constraints can be detrimental to the stability and performance of control systems, and can lead to catastrophic events. A classical example for

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__4, © Springer Science+Business Media New York 2012

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4 Constraints on inputs: actuator saturation

the detrimental effect of neglecting constraints is the Chernobyl unit four nuclear power plant disaster in 1986. As such, direct methods of design are necessary to regulate and stabilize linear systems subject to actuator saturation. That is, the challenge is to take actuator saturation into account directly at the onset of design rather than resorting to ad hoc methods of design. Although internal stabilization of linear systems subject to actuator saturation by direct methods rather than by ad hoc methods is an important problem, the arrows of history did not pierce through it for a very long time when Fuller in 1969 aimed an arrow and successfully hit it [38]. Fuller’s seminal paper established that a chain of integrators with order higher than two cannot be globally asymptotically stabilized by any saturating linear static state feedback control law with only one input channel. Once that is done, history fell silent once more for about 20 years, and its arrows floated dimly overhead. The monumental work of Fuller, unfortunately, was not widely recognized in the following 20 years although researchers working in optimal control area were then making tremendous efforts to develop system theoretic criteria for global asymptotic stabilization of general linear time-varying systems by constrained controls, see [66, 145] among others. In 1990, continuing the theme of Fuller, Sontag and Sussman [155] (see also [174]) established that, for continuous-time systems, in general, global asymptotic stabilization for linear systems with bounded inputs cannot be achieved using linear feedback laws, it is possible only by using nonlinear control laws. More precisely, they established that in general global asymptotic stabilization for linear systems with bounded inputs can be achieved using nonlinear feedback laws if and only if the system in the absence of saturation is stabilizable and critically unstable (equivalently, asymptotically null controllable with bounded control (ANCBC)). In the discrete-time setting, an analogous result is established by Yang [209, 210]. It states that a linear discrete-time system subject to input saturation can be globally asymptotically stabilized via nonlinear feedback if and only if it is stabilizable and all its poles are located inside or on the unit circle. A nonlinear globally stabilizing control law for such a system is also explicitly constructed in [209]. Let us emphasize that Sontag, Sussman, and Yang mostly point out the existence of controllers that would solve the global internal stabilization problem of linear systems with bounded controls under a set of necessary and sufficient conditions. However, methodologies to design appropriate controllers that achieve global internal stabilization are not clearly formulated. The works of Sontag, Sussman, and Yang unleashed a flurry of activity in internally stabilizing linear systems subject to actuator saturation. Along one direction, Teel [179] proposed certain design methodologies to design appropriate controllers for global stabilization. Along another direction, Saberi and his students queried as to what can be achieved by utilizing linear feedback control laws. In this respect, they [74, 75, 77] proposed and emphasized a semi-global rather than a global framework for stabilization using bounded controls. Let us note that the concept of global asymptotic stabilization is well known. In contrast to global asymptotic stabilization, the possibility of semi-global exponential

4.1 Introduction

113

stabilization means that for any bounded set, we can find a controller which achieves local exponential stabilization of the system while the domain of attraction of the closed-loop system contains an a priori given bounded set. Relaxing the requirement of global stabilization to that of semi-global stabilization enables the utilization of linear feedback control laws. That is, Saberi et al. established that the semi-global exponential stabilization can be achieved by bounded controls, while utilizing linear feedback laws, under the same necessary and sufficient conditions required to achieve global asymptotic stabilization by nonlinear feedback laws. In other words, they established that for a linear system subject to actuator saturation there exists a family of linear feedback laws which achieves internal exponential stability if and only if it is stabilizable and has all its open-loop poles in the closed left-half plane for continuous-time systems and within or on the unit circle for discrete-time systems. We observe that relaxing the requirement of global stabilization to that of semiglobal stabilization not only enables the utilization of linear feedback control laws, but it also makes sense from an engineering point of view, since in general a plant’s model is usually valid in some region of the state space. Moreover, it allows a stronger stability property for the closed-loop system, that is, the exponential stability of the closed-loop system, rather than mere asymptotic stability. In Sect. 4.7, we return to the question whether we can find linear controllers that achieve global stability. Let us discuss next the available methods for designing controllers that can achieve semi-global stabilization. One method was proposed and detailed in [75] and [76]. It is based on the eigenstructure assignment and is referred to as a direct method of design for low-gain controllers. However, later on, algebraic Riccati equation (ARE)-based methods utilizing H2 and H1 optimal control theory for designing low-gain controllers were also proposed independently in [88] and [181]. Also, the works of [74, 77, 78, 128] introduced yet another design technique, the so-called low-and-high-gain design technique. This design technique was basically conceived for semi-global control problems beyond stabilization and was related to the performance issues such as semi-global stabilization with enhanced utilization of the available control capacity of the system, semi-global disturbance rejection, and robustness of stability with respect to uncertainties. All these works have led to the development of low-gain and low-and-high-gain design methodologies now popular in this area (see [71, 135]). On the other hand, several nonlinear bounded feedback laws also were constructed explicitly for global asymptotic stabilization of linear systems with input saturation. Teel proposed a nested saturation design for a chain of integrators with bounded control [180]. This technique was later generalized by Sussman et al. to general linear systems [173]. Megretski came up with a scheduling-based nonlinear control law based on the H1 Riccati equation, which automatically increases the gain as the state approaches the origin [98] (such a control law also turns out to be crucial for external L2 disturbance rejection). Two special issues published by the International Journal of Robust and Nonlinear Control have collected some

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4 Constraints on inputs: actuator saturation

contributions pertinent to this area [8, 134]. In particular, reference [7] has a comprehensive bibliography reflecting the earlier works on systems with saturating actuators. The purpose of this chapter is to review this early phase of research dealing with global and semi-global internal stabilization of linear systems subject to saturation. In particular, we recall here the precise problem formulations of global and semi-global internal stabilization and various design methodologies to achieve such a stabilization and then review clearly the results obtained.

4.2 Problem statements and their solvability results We consider a linear system subject to actuator saturation described by x D Ax C B.u/ y D C x;

(4.1)

where, as usual, x 2 Rn is the state, u 2 Rm is the control input to the saturator, for continuous-time and y 2 Rp is the measurement output. Also, x denotes dx dt case and x.k C 1/ for discrete time. Moreover, the function .:/ W Rn ! Rn is the saturation function defined in Definition 2.20. There exist in the literature a number of saturation functions and some of the general ones are collected in Sect. 2.6. Most of the early results use the following standard saturation function: .s/ D sat .s/; where sat .s/ D  sat

s 

(4.2a)

(4.2b)

ˇ sat .s / 

and

1

sat.s/ D

1

sat1 .s2 / :: : sat1 .sm /;

(4.2c)

where  > 0 is a constant and 8 ˆ <1 sat1 .s/ D s ˆ : 1

for s < 1 for jsj 6 1 for s > 1:

(4.2d)

4.2 Problem statements and their solvability results

115

Although early results are based on the above saturation function (4.2), most of the results which are obtained for the above saturation function can easily be re-obtained for a general saturation function as described in Sect. 2.6. This will be addressed in Chap. 5. As pointed out in the introduction, although internally stabilizing a linear system subject to actuator saturation is an important problem, historically, no definite work existed until Fuller [38] established that a chain of integrators with order higher than two cannot be globally asymptotically stabilized by any saturating linear control law. In 1990, continuing the theme of Fuller, Sontag and Sussman [155] (see also [174]) formulated and solved the following problem:

Problem 4.1 Consider the system (4.1) in either continuous or discrete time. The global asymptotic stabilization problem via state feedback is to find, if possible, a state feedback (possibly nonlinear or time-varying) u.t/ D f .x.t/; t/ or u.k/ D f .x.k/; k/ such that the equilibrium point x D 0 of the closed-loop system is asymptotically stable. Regarding the above problem, by now two facts (one positive, one negative) are well known, owing to the works of Sontag and Sussman [155] and Sussman and Yang [174]: Fact 1: The global asymptotic stabilization problem via state feedback (Problem 4.1) is solvable if and only if the given linear system subject to magnitude saturation of the actuator is stabilizable and has all its open-loop poles in the closed left-half plane for continuous-time systems and within or on the unit circle for discrete-time systems. Fact 2: The global asymptotic stabilization problem via state feedback (Problem 4.1) is, in general, not solvable by a linear state feedback but, whenever it is solvable, it can be done with a nonlinear, static, and time-invariant state feedback. We will prove the necessity of Fact 1 at the end of this section. The sufficiency of Fact 1 and Fact 2 follows immediately from the construction of suitable controllers in the following sections. The fact that that we cannot always restrict attention to linear controllers for continuous-time systems is due to [38]. For discrete-time systems, this is a very strong conjecture. It is worth pointing out here that in the literature a system is said to be asymptotically null controllable with bounded controls (ANCBC) if it is stabilizable, and has all its open-loop poles in the closed left-half plane for continuous-time systems and within or on the unit circle for discrete-time systems. This means that we can restate Fact 1 as follows: The global asymptotic stabilization problem via state feedback (Problem 4.1) is solvable if and only if the given system is asymptotically null controllable with bounded controls.

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4 Constraints on inputs: actuator saturation

Remark 4.2 For sample data systems with zero order hold and with sampling period T non-pathological,1 if the given continuous-time system is ANCBC, so is the resulting sample data system. The case of measurement feedback instead of state feedback was not immediately obtained after the work of Sontag, Sussman, and Yang but was formulated and solved later on. The problem can be stated clearly as follows:

Problem 4.3 Consider the system (4.1) in either continuous or discrete time. The global asymptotic stabilization via dynamic measurement feedback is to find a dynamic measurement feedback control law (possibly nonlinear and timevarying) of the form p.t/ T D `.p; y; t/ u.t/ D g.p; y; t/; for continuous-time systems or of the form p.k C 1/ D l.p.k/; y.k/; k/ u.k/ D g.p.k/; y.k/; k/; for discrete-time systems, such that the equilibrium point .x; p/ D .0; 0/ of the closed-loop system is globally asymptotically stable. Analogous to state feedback control problem, we can state the following facts regarding the measurement feedback control problem: Fact 3: The global asymptotic stabilization problem via measurement feedback (Problem 4.3) is solvable if and only if the given linear system subject to magnitude saturation of the actuator is stabilizable, detectable, and has all its open-loop poles in the closed left-half plane for continuous-time systems and within or on the unit circle for discrete-time systems. Fact 4: The global asymptotic stabilization problem via measurement feedback (Problem 4.3) cannot, in general, be solved by a linear measurement feedback of the form of a stabilizing state feedback combined with an observer. Clearly, Fact 4 follows immediately from Fact 2. Fact 3 was introduced in [155] for continuous-time systems. We will prove the necessity of Fact 3 at the end of this section. The sufficiency follows immediately from the construction of suitable controllers in the following sections.

1 Non-pathological sampling period T implies that there is no pair of distinct poles of the given continuous-time system, say 1 and 2 , such that jim 1  im 2 j equals k2 T for some integer k.

4.2 Problem statements and their solvability results

117

As we discussed in introduction, the work of Sontag, Sussman, and Yang unleashed a flood of activity. As pointed out above, by Facts 2 and 4, global asymptotic stabilization of linear system subject to magnitude saturation of the actuator requires nonlinear feedback control laws which are inherently cumbersome to implement. This implementation issue prompted Saberi and his students to ask a fundamental question of how to weaken this requirement and be able to utilize only linear feedback control laws. This leads to the formulation of semiglobal internal stabilization problems as recalled below.

Problem 4.4 Consider the system (4.1) in either continuous or discrete time. The semi-global exponential stabilization problem via state feedback is to find, if possible, for any arbitrarily large bounded set X  Rn , a state feedback law u.t/ D f .x.t/; t/ or u.k/ D f .x.k/; k/, such that the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction.

Problem 4.5 Consider the system (4.1) in either continuous or discrete time. The semi-global exponential stabilization via dynamic measurement feedback is to find, if possible, an integer q such that, for any arbitrarily large bounded set V  RnCq , there exists a controller of the form, p.t/ T D `.p; y; t/; u.t/ D g.p; y; t/;

p.t/ 2 Rq

for continuous-time systems or of the form, p.k C 1/ D l.p.k/; y.k/; k/; p.t/ 2 Rq u.k/ D g.p.k/; y.k/; k/; for discrete-time systems, such that the equilibrium point .x; p/ D .0; 0/ of the closed-loop system is locally asymptotically stable and V is contained in its domain of attraction. Note that the problem defined above considers nonlinear time-varying feedback controllers and arbitrary state dimension. However, from the work of Saberi and Lin [74, 75, 77], we can state the following: Fact 5: The above state as well as measurement feedback semi-global stabilization problems (Problems 4.4 and 4.5) are solvable under the same conditions for which the respective global stabilization problems are solvable.

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4 Constraints on inputs: actuator saturation

Fact 6: The above state as well as measurement feedback semi-global stabilization problems (Problems 4.4 and 4.5), if solvable, are always solvable by linear controllers, and, in the measurement feedback case, we can always choose q D n. We will prove the necessity of Fact 5 at the end of this section. The sufficiency follows immediately from the construction of suitable controllers in the following sections. The above gives credence to a semi-global framework over a global framework as it utilizes only linear feedback while still yielding an arbitrary large domain of attraction. Moreover, we can achieve exponential stabilization rather than asymptotic stabilization. In view of the above discussion, before we proceed further, we make the following standard assumptions on the triple .A; B; C / of the system 4.1:

Assumption 4.6 The pair .A; B/ is stabilizable.

Assumption 4.7 The eigenvalues of A are all located in the closed left-half plane for continuous-time systems and within or on the unit circle for discrete-time systems. In the literature, the above two assumptions are equivalently combined into one assumption as given by the following:

Assumption 4.8 The pair .A; B/ is asymptotically null controllable with bounded controls. That is: (i) All the eigenvalues of A are located in the closed left-half plane in the continuous time, while they are all located inside or on the unit circle in the discrete time. (ii) The pair .A; B/ is stabilizable.

Assumption 4.9 The pair .A; C / is detectable. The rest of this chapter is devoted to discuss several design methodologies we employ throughout this book as well as their application for semi-global or global stabilization of linear systems subject to actuator saturation as described in the system (4.1). The primary design methodologies introduced early on into the literature are low-gain designs. Fundamentally, there are two different ways low-gain design can be accomplished:

4.2 Problem statements and their solvability results

119

 Direct eigenstructure assignment method as discussed in Sect. 4.3.  Algebraic Riccati equation (ARE)-based methods as discussed in Sects. 4.4 and 4.8. This ARE-based method can utilize either the H2 or H1 Riccati equation. As discussed in detail later on, low-gain design methods underutilize the available control capacity. To rectify this and to utilize better the available control capacity, low-and-high-gain design methods were introduced [74, 77, 78, 128]. Both the low-gain design methods as well as low-and-high-gain design methods lead to linear controller designs. The low-gain design depends on what is called a low-gain parameter ", while the low-and-high-gain design depends on " as well as on a parameter ˛ called a high-gain parameter. By utilizing the freedom in choosing the parameters " and ˛ appropriately, low-gain, and low-and-high-gain design methods have successfully been used, in connection with linear systems with saturating actuators, for internal stabilization [75, 76], simultaneous internal and external stabilization [86], robust stabilization [68, 78, 128], disturbance rejection [87], output regulation [88], etc. Mainly, all of the above work is confined to a semi-global framework. In the next phase of research, the tuning parameters " and ˛ have been adapted or scheduled to depend on the state x or its estimate, and in so doing, nonlinear controllers have been designed [67, 70, 98, 126]. This is done to elevate the design framework from semi-global to global, both internally and externally. We review in several subsequent sections the essence of low-gain, and lowand-high-gain design methods as well as scheduled-low-and-scheduled-high-gain design methods and their applications in early phase of research. Proof of necessity of Facts 1–6 : To prove the necessity of Fact 1 in continuous time, it is immediate that .A; B/ needs to be stabilizable. Next, assume that  is an eigenvalue of A in the open right-half plane with corresponding left eigenvector p, i.e., pA D p. Then we have d px.t/ D px.t/ C v.t/; dt where v WD pB.u/: z > 0 such that kv.t/k 6 M z for all t > 0 since .u/ is There clearly exists an M bounded. But then, ˇ ˇ z M ˇ ˇ jpx.t/j > ˇe t ˇ jpx.0/j  Re 

! C

z M ; Re 

120

4 Constraints on inputs: actuator saturation

which does not converge to zero since Re  > 0, provided the initial condition is such that z M : jpx.0/j > Re  Note that this is valid for all controllers, and therefore, we can clearly not achieve global stability. In discrete time, the argument is similar. It is again immediate that .A; B/ needs to be stabilizable. Next, assume that  is an eigenvalue of A outside the closed unit disc, i.e., jj > 1, with corresponding left eigenvector p, i.e., pA D p. Then we have px.k C 1/ D px.k/ C v.k/; where v WD pB.u/: z > 0 such that kv.k/k 6 M z for all t > 0 since .u/ is There clearly exists an M bounded. But then, ! ˇ ˇ z M ˇ kˇ jpx.k/j > ˇ ˇ jpx.0/j  1 which does not converge to zero since jj > 1, provided the initial condition is such that z M : jpx.0/j > 1 Note that this is again valid for all controllers, and therefore, we can clearly not achieve global stability. The necessity of Fact 3 follows directly from the above since this argument is independent of the use of state or measurement feedback controllers. It also yield the necessity of the conditions for semi-global stabilization since the above argument identifies initial conditions that cannot be stabilized, and hence, semiglobal stabilization is impossible as well.

4.3 Semi-global stabilization: direct eigenstructure assignment In this section, we recall the low-gain design method by direct eigenstructure assignment that enables us to construct a family of state as well as measurement feedback control laws; semi-global stabilization can be achieved by utilizing a member of either of such a family of control laws. The low-gain design methodology was originally introduced by Lin and Saberi in [75]. Since this early work, there have been several variations of the method [76, 83, 84, 86–88].

4.3 Semi-global stabilization: direct eigenstructure assignment

121

4.3.1 Continuous-time systems We first consider continuous-time systems and proceed to describe what is referred to as a direct method of design based on an eigenstructure assignment method. Consider a linear system xT D Ax C Bu;

x 2 Rn ;

u 2 Rm ;

(4.3)

where we assume that .A; B/ is stabilizable and all the eigenvalues of A are in the closed left-half plane. Then, the low-gain design is carried out in the following three steps: Step 1: Find a state transformation x and an input transformation u (a variation of the canonical forms presented in [56, Sect. 6.4.6]) such that x1 Ax and x1 Bu are in the following form:



x1 Ax

 x1 Bu D

D

A1;2

0 :: : :: : 0

A2 :: :

 :: : :: : :: :



B1

0

0 :: : 0

B2 :: :

BqC1;1



A1

A1;q :: : Aq1;q Aq 0

  :: : :: :

 

Ai D

0 :: : :: : 0 ani i

1 :: :  

0 ::

0 BqC1;q1

BqC1;q

:

::

:

 a3i

0 :: :

1 0 a2i

0 1 a1i

;

AqC1

0 Bq

 :: :



0

0 :: :

where q is an integer, and for i D 1; 2; : : : ; q,

0 :: : :: :

B1;qC1 :: : :: : Bq;qC1 BqC1;qC1

(4.4)

 ;

(4.5)

  ;

Bi D

0 :: : 0 0 1

:

Clearly, .Ai ; Bi / is controllable. The transformation x is such that all the eigenvalues of Ai are on the imaginary axis, and all the eigenvalues of AqC1 have strictly negative real parts.

122

4 Constraints on inputs: actuator saturation

Step 2: For each .Ai ; Bi /, let F"i ;i 2 R1ni be the state feedback gain such that the eigenvalues of Ai C Bi F"i ;i can be obtained from the eigenvalues of Ai by moving any eigenvalue i on the imaginary axis to i  2" while all the eigenvalues in the open left-half plane remain at the same location. We note here that such a gain F"i ;i exists and is unique. Moreover, it can be obtained explicitly in terms of "i . The uniqueness follows since .Ai ; Bi / is a single-input controllable pair. Step 3 : The family of low-gain state feedback control laws parameterized in " is defined by (4.6) u D F" x;



where the state feedback gain matrix F" is given by F"1 ;1

0

0 :: : :: : 0

F"2 ;2 :: :

F" D u



 :: : :: : :: :

 ::

0 :: : :: :

:

F"q ;q 0





x1 ;

(4.7)

0 0

where "q D ", while for i D 2; : : : ; q, we have 2Cri

"i 1 D "i

;

where ri is the largest algebraic multiplicity of the eigenvalues of Ai . In order to show that the controller constructed above has certain desired properties, we first present and prove a crucial lemma:

Lemma 4.10 Consider a linear single-input system in the controller canonical form:



where

AD

0 :: : :: : 0 an

xT D Ax C Bu;

1 ::

:

 

0 :: : :: :  a3

 :: :

0 :: :

1 0 a2

0 1 a1

  ;

BD

0 :: : 0 0 1

;

4.3 Semi-global stabilization: direct eigenstructure assignment

123

with all eigenvalues of A in the closed left-half plane. Let F" be the unique matrix such that the eigenvalues of A C BF" can be obtained from the eigenvalues of A by moving any eigenvalue i on the imaginary axis to i  2" while all the eigenvalues in the open left-half plane remain at the same location. Then, there exist ˇ,  , and " such that for all 0 < " 6 " , we have

and

    F" e .ACBF" /t  6 "ˇe "t

(4.8)

   .ACBF" /t  e 6

(4.9)



e "t

"r1

for all t > 0, where r is the largest algebraic multiplicity among the eigenvalues of A.

Proof : Define F0 D 0 and p" .s/ D det.sI  A  BF" /: Since the state feedback moves all eigenvalues 2" to the left, we note that p" .s/ D p0 .s C 2"/, where p0 is obtained from p" by setting " D 0. We define

ˇ1

q.s/ D

s :: :

:

s n1 Due to the structure of A and B, we have .A C BF" /q.s/ D sq.s/  Bp" .s/

(4.10)

for any s 2 C. If ";i is an eigenvalue of A C BF" with algebraic multiplicity mi , then we can immediately obtain from (4.10) by differentiation, .A C BF" /q.";i / D ";i q.";i / .A C BF" /q .1/ .";i / D ";i q .1/ .";i / C q.";i / :: :: : : .A C BF" /q .mi 1/ .";i / D ";i q .mi 1/ .";i / C q .mi 2/ .";i /:

124

4 Constraints on inputs: actuator saturation

If ";1 ; : : : ; ";k are the eigenvalues of A C BF" with multiplicity m1 ; : : : ; mk , then, q.";1 /; : : : ; q .m1 1/ .";1 /; : : : ; q.";k /; : : : ; q .mk 1/ .";k /

(4.11)

form a basis of Cn . We note that e .ACBF" /t q .j / .";i / D e ";i t

j X t k j k q .";i /: kŠ

kD0

Also, we note that

ˇ ˇ ˇ ";i t ˇ ˇe ˇ 6 e 2"t ;

and that there exists a z > 0 such that t k e "t 6

z "k

(4.12)

for k D 0; : : : ; r  1 and for all t > 0. Therefore, all the coefficients of the matrix e .ACBF" /t with respect to the basis (4.11) are bounded by  "t e "r1 for some constant  > 0 provided that " < 1. The basis transformation associated with the basis (4.11) is continuous in " and converges to the identity as " converges to zero. Hence, there exists a  such that (4.9) is satisfied. Using (4.10), we find that F" q.s/ D .F"  F0 /q.s/ D p0 .s/  p" .s/ D p0 .s/  p0 .s C 2"/ for all s 2 C. If ";i is an eigenvalue of A of multiplicity mi , then it is also a zero of p0 of multiplicity mi , and we find that there exists a M > 0 such that ˇ ˇ ˇ ˇ .j / .j / ˇp0 .";i  2"/  p0 .";i /ˇ 6 M "mi j for all sufficiently small ". But this implies that     F" q .j / .";i / 6 M "mi j : We then have F" e .ACBF" /t q .j / .";i / D e ";i t

j X tk F" q .j k/ .";i /; kŠ

kD0

(4.13)

4.3 Semi-global stabilization: direct eigenstructure assignment

125

and, using (4.13), we find that j   X tk   M "mi j Ck : F" e .ACBF" /t q .j / .";i / 6 e 2"t kŠ kD0

Using that mi  j > 0, we find that j   X tk   M "kC1 : F" e .ACBF" /t q .j / .";i / 6 e 2"t kŠ kD0

Using (4.12), this implies the existence of a M1 > 0 such that, for all t > 0, we have     F" e .ACBF" /t q .j / .";i / 6 M1 "e "t : The basis transformation associated with the basis (4.11) is continuous in " and converges to the identity as " converges to zero. The above bound then yields (4.8) for some suitably chosen constant ˇ. The parameterized state feedback gain F" as given by (4.7) is termed as a lowgain feedback, the name low-gain for F" is justified soon by (4.16). The low-gain F" has several inherent properties that enable its utilization to stabilize a linear system with constraints. These properties are addressed by the following theorem:

Theorem 4.11 Consider the linear system as given by (4.3). Suppose that .A; B/ is stabilizable and all the eigenvalues of A are in the closed left-half plane. Then we have the following properties: (i) The closed-loop system matrix A C BF" is Hurwitz stable for all " > 0. (ii) There exist constants M1 > 0, M2 > 0, and " > 0 such that for all " 2 .0; " and t  0, we have    .ACBF" /t  M1 "1 t ;  6 r1 e e "1

(4.14)

kF" e .ACBF" /t k 6 M2 "q e "1 t :

(4.15)

We note that (4.15) implies that, for t D 0, we have kF" k 6 M2 "q :

(4.16)

126

4 Constraints on inputs: actuator saturation

Proof : From Lemma 4.10, it immediately follows that   M   1;q kxq .t/k D e .Aq CBq F"q ;q /t xq .0/ 6 rq e "q t kx.0/k "q and     kF"q ;q xq .t/k D F"q ;q e .Aq CBq F"q ;q /t xq .0/ 6 M2;q "q e "q t kx.0/k: Next, we will apply a recursion. Assume that for k > i , we have kxk .t/k 6

M1;k

e "i C1 t kx.0/k;

r

i C1 "i C1

and kF"k ;k xk .t/k 6 M2;k "q e "i C1 t kx.0/k: Next, we consider xi .t/. We have xT i .t/ D .Ai C Bi F"i ;i /xi .t/ C di .t/; where di .t/ is a linear combination of xi C1 .t/; : : : ; xq .t/ and hence satisfies kdi .t/k 6

z 1;i M r

i C1 "i C1

e "i C1 t kx.0/k:

(4.17)

We find that xi .t/ D e .Ai CBi F"i ;i /t xi .0/ C

Zt

e .Ai CBi F"i ;i /.t / di . / d :

0

Combining Lemma 4.10 and (4.17) we get kxi .t/k 6

i r 1

"i i

" e

"i t

1C

z 1;i M r

i C1 "i C1

1 "i C1  "i

# kx.0/k;

2Cr

and, using that "i D "i C1i C1 , we get kxi .t/k 6

z 1;i /i .1 C 3M e "i t kx.0/k: ri "i

(4.18)

4.3 Semi-global stabilization: direct eigenstructure assignment

127

Similarly, we find that " kF"i ;i xi .t/k 6 ˇi "i e

"i t

1C

z 1;i M r

i C1 "i C1

1 "i C1  "i

# kx.0/k;

and hence, z 1;i /ˇi "i C1 e "i t kx.0/k: kF"i ;i xi .t/k 6 .1 C 3M

(4.19)

Therefore, by recursion, we find that (4.18) and (4.19) hold for i D 1; : : : ; q. It is then easy to show that we also have z 2;qC1 e "1 t kx.0/k: kxqC1 .t/k 6 M The bounds we have obtained for the solution of the differential equation then immediately yield the two bounds presented in the theorem.

Remark 4.12 The above theorem brings into light important properties of lowgain matrix. Although such properties are obvious, to be explicit, we would like to describe them here in simple words. Justifying the name low-gain, (4.16) states that the magnitude or norm of the gain F" can be rendered as small as necessary by selecting the tuning parameter " as small as needed. Similarly, (4.14) shows that the norm of the transition matrix of the closed-loop system under the low-gain control law (4.6) goes to zero exponentially as time tends to infinity but exhibits a peaking phenomenon for t small. However, even though the state might exhibit peaking, (4.15) shows that the norm of the feedback control can be rendered as small as necessary once again by appropriately selecting the parameter ". These properties ensure that for an " sufficiently small the actuator will not be driven to its saturation level. We can easily construct now the observer-based measurement feedback controllers based on the state feedback design (4.6). The family of low-gain measurement feedback control laws take the form, ( xyT D Ay x C Bu C K.y  C xy/ (4.20) u D F" xy; where the state feedback gain F" is given by (4.7) and the observer gain K is any matrix such that A  KC is Hurwitz stable. Note that another observer-based measurement feedback controller is also regularly used: ( xyT D Ay x C B.u/ C K.y  C xy/ (4.21) u D F" xy:

128

4 Constraints on inputs: actuator saturation

The advantage of (4.20) is that the controller is completely linear. The advantage of (4.21) is that the observer is always such that xT  xyT D .A  KC /.x  xy/;

(4.22)

while in the case of (4.20), the observer error only satisfies (4.22) if we guarantee that the saturation does not get activated. Therefore, the analysis to prove, for instance, stability is often easier when using (4.21). The following theorem shows that the family of state feedback laws given in (4.6) solves Problem 4.4, namely, the problem of semi-global exponential stabilization via linear static state feedback. Also, it shows that the family of measurement feedback laws given in (4.20) solves Problem 4.5, namely, the problem of semi-global exponential stabilization via linear dynamic measurement feedback. Theorem 4.13 Consider the continuous-time system given in (4.1). Assume that the pair .A; B/ is stabilizable and the eigenvalues of A are all located in the closed left-half plane. Then the family of linear static state feedback laws given in (4.6) solves the problem of semi-global stabilization via state feedback as defined in Problem 4.4. More specifically, under the state feedback (4.6), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction. Also, under the additional assumption that the pair .C; A/ is detectable, the family of linear dynamic measurement feedback laws given in (4.20) solves the problem of semi-global stabilization via measurement feedback, as defined in Problem 4.5. More specifically, under the measurement feedback law (4.20), for y  R2n , there exists an " 2 .0; 1 any given (arbitrarily large) bounded set X  X  such that for all " 2 .0; " , the equilibrium point .0; 0/ of the closed-loop system y contained in its domain of attraction. is locally exponentially stable with X  X Proof : Given a bounded set X  Rn , choose " such that for " < " we have M2 "q kxk < 1 for all x 2 X, where M2 is as defined in Theorem 4.11. Then for all initial conditions x.0/ 2 X, we have     F" e .ACBF" /t x.0/ < 1; and therefore, the saturation never gets activated. This implies that x.t/ D e .ACBF" /t x.0/ for all t > 0, and hence, (4.14) implies that the state converges to zero exponentially as t tends to infinity.

4.3 Semi-global stabilization: direct eigenstructure assignment

129

In the case of measurement feedback, we will also establish that the saturation will never get activated. If the saturation does not get activated, we note that (4.22) is satisfied. Since A  KC is stable, we find that kx.t/  xy.t/k 6 M3 e  t kx.0/  xy.0/k for some constants M3 and  > 0. Using Zt kF" x.t/k 6 kF" e

.ACBF" /t

kkx.0/kC

F" e .ACBF" /.t / kBF" kkx.t/ xy. /k d ;

0

we find that   M2 M3 "q kBk kF" x.t/k 6 M2 "q kx.0/k C kx.0/  xy.0/k :   "1 Hence, for " small enough, we have kF" xy.t/k 6 kF" x.t/k C kF" .x.t/  xy.t// k < 1 for all t > 0. This implies that the saturation does not get activated for all initial conditions satisfying x.0/ 2 X and xy.0/ 2 Xy . This immediately yields the exponential convergence and the domain of attraction as presented in the theorem.

Remark 4.14 In view of the above theorem, we can emphasize one aspect of the low-gain design. The state and measurement feedback laws (4.6) and (4.20) are parameterized in a single tuning parameter ". One can include any a priori given (arbitrarily large) bounded set inside the basin of attraction of the closed-loop system equilibrium point (origin) by choosing the value of the tuning parameter " sufficiently small. In this sense, the low-gain design described in this section is a “one shot” design as the design by itself does not depend on the a priori given y set X or .X; X/.

4.3.2 Discrete-time systems We consider next discrete-time systems and proceed to describe a direct method of design based on an eigenstructure assignment method. Our development here parallels that for continuous-time systems. Consider a linear system x.k C 1/ D Ax.k/ C Bu.k/;

x 2 Rn ; u 2 Rm ;

(4.23)

130

4 Constraints on inputs: actuator saturation

where we assume that .A; B/ is stabilizable and all the eigenvalues of A are in the closed unit disc. The low-gain design is carried out in three steps: Step 1 : Find a state transformation x and an input transformation u (a variation of the canonical forms presented in [56, Sect. 6.4.6]) such that x1 Ax and x1 Bu are in the following form:



x1 Ax

 x1 Bu D

A1

A1;2

0 :: : :: : 0

A2 :: :

 :: : :: : :: :





D

B1

0

0 :: : 0

B2 :: :

BqC1;1



 

A1;q :: : Aq1;q

0 :: : :: :

Aq 0

0 AqC1

 :: : :: :

0 :: :

0

0 Bq

BqC1;q1

BqC1;q

where q is an integer, and for i D 1; 2; : : : ; q,

Ai D

0 :: : :: : 0 ani i

1 :: :  

0 ::

:

::

:

 a3i

 :: :

0 :: :

1 0 a2i

0 1 a1i



;

B1;qC1 :: : :: : Bq;qC1 BqC1;qC1

 ;

  ;

Bi D

0 :: : 0 0 1

:

Clearly, .Ai ; Bi / is controllable. The transformation x is such that all the eigenvalues of Ai are on the unit circle, and all the eigenvalues of AqC1 are strictly inside the unit circle. Step 2 : For each .Ai ; Bi /, let F"i ;i 2 R1ni be the state feedback gain such that the eigenvalues of Ai C Bi F"i ;i can be obtained from the eigenvalues of Ai by moving any eigenvalue i on the unit circle to .12"/i while all the eigenvalues in the open unit disc remain at the same location. We note here that such a gain F"i ;i exists and is unique. Moreover, it can be obtained explicitly in terms of "i . The uniqueness follows since .Ai ; Bi / is a single-input controllable pair.

4.3 Semi-global stabilization: direct eigenstructure assignment

131

Step 3 : The family of low-gain state feedback control laws parameterized in " is defined by



u D F" x;

where the state feedback gain matrix F" is given by F"1 ;1

0

0 :: : :: : 0

F"2 ;2 :: :

 :: : :: : :: :





F" D u

 ::

0 :: : :: :

:

F"q ;q 0

(4.24)

 x1 ;

(4.25)

0 0

where "q D " while, for i D 2; : : : ; q, we have 2Cri

"i 1 D "i

;

(4.26)

where ri is the largest algebraic multiplicity among the eigenvalues of Ai .

Lemma 4.15 Consider a linear single-input system in the controller canonical form,



where

AD

0 :: : :: : 0 an

x.k C 1/ D Ax.k/ C Bu.k/;

1 ::

:

 

0 :: : :: :  a3

 :: :

0 :: :

1 0 a2

0 1 a1

  ;

BD

0 :: : 0 0 1

;

with all eigenvalues of A in the closed unit disc. Let F" be the unique matrix such that the eigenvalues of A C BF" can be obtained from the eigenvalues of A by moving any eigenvalue i on the unit circle to .1 2"/i while all the eigenvalues in the open unit disc remain at the same location. Then, there exist ˇ,  , and " such that for all 0 < " 6 " we have     F" .A C BF" /k  6 "ˇ.1  "/k ;

(4.27)

132

4 Constraints on inputs: actuator saturation

and

    .A C BF" /k  6

 .1  "/k "r1

(4.28)

for all k > 0, where r is the largest algebraic multiplicity among the eigenvalues of A.

Proof : Define F0 D 0 and p" .s/ D det.sI  A  BF" /: Note that p" .s/ D .1  2"/np0



s  1  2"

where p0 is obtained from p" by setting " D 0. We define

ˇ1

q.s/ D

s :: :

:

s n1 Due to the structure of A and B, we have .A C BF" /q.s/ D sq.s/  Bp" .s/

(4.29)

for any s 2 C. If ";i is an eigenvalue of A C BF" with algebraic multiplicity mi , then we have, .A C BF" /q.";i / D ";i q.";i / .A C BF" /q .1/ .";i / D ";i q .1/ .";i / C q.";i / :: :: : : .A C BF" /q .mi 1/ .";i / D ";i q .mi 1/ .";i / C q .mi 2/ .";i /; which is immediately obtained from (4.29) by differentiation with respect to s and noting that p" .s/ has a zero in ";i of order mi . If ";1 ; : : : ; ";k are the eigenvalues of A C BF" with multiplicity m1 ; : : : ; mk , then q.";1 /; : : : ; q .m1 1/ .";1 /; : : : ; q.";k /; : : : ; q .mk 1/ .";k /

(4.30)

4.3 Semi-global stabilization: direct eigenstructure assignment

133

form a basis of Cn . We note that k .j /

.A C BF" / q

.";i / D

min.j;k/ X `D0

Also, we note that

Moreover,

! k k` j `  q .";i /: ` ";i

ˇ ˇ ˇ k ˇ ˇ";i ˇ 6 .1  2"/k 6 .1  "/2k :

! k X k .1  "/k` "` D ..1  "/ C "/k D 1; ` `D0

and hence,

This implies that

! k .1  "/k` "` 6 1: ` ! 1 1 k .1  "/k` 6 ` 6 r1 " " `

(4.31)

for ` D 0; : : : ; r  1 and for k > `. Therefore, all the coefficients of the matrix .A C BF" /k with respect to the basis (4.30) are bounded by  "r1

.1  "/k

for some constant  > 0 provided that " < 1. The basis transformation associated with the basis (4.30) is continuous in " and converges to the identity as " converges to zero. Hence, there exists a  such that (4.28) is satisfied. Using (4.29), we find that F" q.s/ D .F"  F0 /q.s/ D p0 .s/  p" .s/ D p0 .s/  .1  2"/np0



s  1  2"

for all s 2 C. If i is an eigenvalue of A of multiplicity mi , then it is also a zero of p0 of multiplicity mi . We have F" q.";i / D p0 ..1  2"/i /:

134

4 Constraints on inputs: actuator saturation

Using that p0 has a zero in i of multiplicity mi , we find that ˇ ˇ ˇ ˇ dj ˇ ˇ ˇ j p0 ..1  2"/i /ˇ ˇ ˇ d"

D0 "D0

for j < i . We find that there exists a M > 0 such that     F" q .j / .";i / 6 M "mi j

(4.32)

for all sufficiently small ". We have F" .A C BF" / q

k .j /

.";i / D

min.j;k/ X `D0

! k k`  F" q j ` .";i /; ` ";i

and, using (4.32), we find that !   min.j;k/ X k   k .j / .1  2"/k` M "mi j C` : F" .A C BF" / q .";i / 6 ` `D0

Using that mi  j > 0, we find that ! min.j;k/   X k   .1  "/k` "` ; F" .A C BF" /k q .j / .";i / 6 M ".1  "/k ` `D0

which implies that     F" .A C BF" /k q .j / .";i / 6 M ".1  "/kj 6 2M ".1  "/k for " sufficiently small. The basis transformation associated with the basis (4.30) is continuous in " and converges to the identity as " converges to zero. The above bound then yields (4.27) for some suitably chosen constant ˇ. The parameterized state feedback gain F" as given by (4.25) is termed as a low-gain feedback. It has several inherent properties that enable its utilization to stabilize a linear system with constraints. These properties are addressed by the following theorem:

Theorem 4.16 Consider the linear system as given by (4.3). Suppose that .A; B/ is stabilizable and all the eigenvalues of A are in the closed unit disc. Then we have the following properties:

4.3 Semi-global stabilization: direct eigenstructure assignment

135

(i) The closed-loop system matrix A C BF" is Schur stable for all " > 0. (ii) There exist constants M1 > 0, M2 > 0 and " > 0 such that for all " 2 .0; " and t  0, we have  M  1   .A C BF" /k  6 r1 .1  "1 /k "1

(4.33)

kF" .A C BF" /k k 6 M2 "q .1  "1 /k :

(4.34)

We note that (4.34) implies that, for k D 0, kF" k 6 M2 "q :

(4.35)

Proof : From Lemma 4.15 it immediately follows that   M 1;q   kxq .t/k D .Aq C Bq F"q ;q /k xq .0/ 6 rq .1  "q /k kx.0/k; "q and     kF"q ;q xq .t/k D F"q ;q .Aq C Bq F"q ;q /k xq .0/ 6 M2;q "q .1  "q /k kx.0/k: Next, we will apply a recursion. Assume that for j > i we have kxj .k/k 6

M1;j r

i C1 "i C1

.1  "i C1 /k kx.0/k;

and kF"j ;j xj .k/k 6 M2;j "q .1  "i C1 /k kx.0/k: Next, we consider xi .k/. We have xi .k C 1/ D .Ai C Bi F"i ;i /xi .k/ C di .k/; where di .k/ is a linear combination of xi C1 .k/; : : : ; xq .k/ and hence satisfies kdi .k/k 6

z 1;i M r

i C1 "i C1

.1  "i C1 /k kx.0/k:

(4.36)

136

4 Constraints on inputs: actuator saturation

We find that xi .k/ D .Ai C Bi F"i ;i /k xi .0/ C

k X .Ai C Bi F"i ;i /k` di .`/: `D0

Combining Lemma 4.15 and (4.36), we get i

kxi .k/k 6

r 1

"i i

" .1  "i /

1C

k

z 1;i M r

i C1 "i C1

1 "i C1  "i

# kx.0/k;

2Cr

and, using that "i D "i C1i C1 , we get kxi .k/k 6

z 1;i /i .1 C 3M .1  "i /k kx.0/k: ri "i

(4.37)

Similarly, we find that " kF"i ;i xi .k/k 6 ˇi "i .1  "i /

k

1C

z 1;i M r

i C1 "i C1

1 "i C1  "i

# kx.0/k;

and hence, z 1;i /ˇi "i C1 .1  "i /k kx.0/k: kF"i ;i xi .k/k 6 .1 C 3M

(4.38)

Therefore, by recursion, we find that (4.37) and (4.38) hold for i D 1; : : : ; q. It is then easy to show that we also have z 2;qC1 .1  "1 /k kx.0/k: kxqC1 .k/k 6 M The bounds we have obtained for the solution of the difference equation then immediately yield the two bounds presented in the theorem.

Remark 4.17 We can essentially repeat Remark 4.12 which pertains to the direct method of design for continuous-time systems. To do so, all we need to do is to replace (4.14), (4.15) and (4.16), respectively, with (4.33), (4.34), and (4.35). We can easily construct now the observer-based measurement feedback controllers based on the state feedback design (4.24). The family of low-gain measurement feedback control laws take the form: ( xy.k C 1/ D Ay x .k/ C Bu.k/ C K Œy.k/  C xy.k/ (4.39) u.k/ D F" xy.k/;

4.3 Semi-global stabilization: direct eigenstructure assignment

137

where the state feedback gain F" is given by (4.25) and the observer gain K is any matrix such that A  KC is Schur stable. Note that another observer-based measurement feedback controller is also used often, and is given by ( xy.k C 1/ D Ay x .k/ C B .u.k// C K Œy.k/  C xy.k/ (4.40) u.k/ D F" xy.k/: Like in the continuous time, the advantage of (4.39) is that the controller is completely linear. The advantage of (4.40) is that the observer is always such that x.k C 1/  xy.k C 1/ D .A  KC /.x.k/  xy.k//;

(4.41)

while in the case of (4.39), the observer error only satisfies (4.41) if we guarantee that the saturation does not get activated. Therefore, the analysis to prove, for instance, stability is often easier when using (4.40). The following theorem shows that the family of state feedback laws given in (4.24) solves Problem 4.4, namely, the problem of semi-global exponential stabilization via linear static state feedback. Also, it shows that the family of measurement feedback laws given in (4.39) solves Problem 4.5, namely, the problem of semi-global exponential stabilization via linear dynamic measurement feedback.

Theorem 4.18 Consider the discrete-time system given in (4.1). Assume that the pair .A; B/ is stabilizable and the eigenvalues of A are all located in the closed unit disc. Then the family of linear static state feedback laws given in (4.24) solves the problem of semi-global stabilization via state feedback as defined in Problem 4.4. More specifically, under the state feedback (4.24), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction. Also, under the additional assumption that the pair .C; A/ is detectable, the family of linear dynamic measurement feedback laws given in (4.39) solves the problem of semi-global stabilization via measurement feedback, as defined in Problem 4.5. More specifically, under the measurement feedback law (4.39), for y  R2n , there exists an " 2 .0; 1 any given (arbitrarily large) bounded set X  X  such that for all " 2 .0; " , the equilibrium point .0; 0/ of the closed-loop system y contained in its domain of attraction. is locally exponentially stable with X  X

Proof : Given a bounded set X  Rn , choose " such that for " < " we have M2 "q kxk < 1

138

4 Constraints on inputs: actuator saturation

for all x 2 X, where M2 is as defined in Theorem 4.16. Then, for all initial conditions x.0/ 2 X, we have     F" .A C BF" /k x.0/ < 1; and therefore, the saturation never gets activated. This implies that x.k/ D .A C BF" /k x.0/ for all k > 0, and hence, (4.33) implies that the state converges to zero exponentially as t tends to infinity. In the case of measurement feedback, we will also establish that the saturation will never get activated. If the saturation does not get activated, we note that (4.41) is satisfied. Since A  KC is stable, we find that kx.k/  xy.k/k 6 M3 .1  /k kx.0/  xy.0/k for some constants M3 and  2 .0; 1 . Using kF" x.k/k 6 kF" .ACBF" /k kkx.0/kC

k X

F" .ACBF" /k` kBF" kkx.`/y x .`/k ;

`D0

we find that   M2 M3 "q kBk kx.0/  xy.0/k : kF" x.k/k 6 M2 "q kx.0/k C   "1 Hence, for " small enough, we have kF" xy.k/k 6 kF" x.k/k C kF" .x.k/  xy.k// k < 1 for all k > 0. This implies that the saturation does not get activated, and hence, we find exponential convergence to zero for all initial conditions satisfying x.0/ 2 X and xy.0/ 2 Xy .

Remark 4.19 In view of the above theorem, once again as in Remark 4.14, we can emphasize that the low-gain design described in this section is a “one shot” design as the design by itself does not depend on the a priori given set X or y .X; X/.

4.4 Semi-global stabilization: Riccati-based methods

139

4.4 Semi-global stabilization: Riccati-based methods As described in the previous section, direct method of designing low-gain feedback depends on directly assigning appropriate eigenstructure to the closed-loop system. To do so, it transforms the given system to a particular form (comprising of matrices in companion form) which reveals the innate structure of it. Although, the design method is straightforward and numerically efficient (see Remark 4.22 to follow), it is not very elegant to describe it. On the other hand, algebraic Riccati equation (ARE)-based methods of designing low-gain feedback can be described elegantly but lack numerical simplicity. We describe in this section Riccati-based methods of designing low-gain feedback. As we said earlier, there exist in literature two types of Riccati-based methods, one method based on H2 ARE and the other on H1 ARE. Although both the ARE-based methods are conceptually similar, they differ in details. Both of these methods are described below for both continuous- and discrete-time systems. The connections between the H2 - and H1 -based low-gain feedbacks are further explored in Sect. 4.8.

4.4.1 H2 ARE-based methods in continuous time We consider an H2 ARE-based method for continuous-time systems. We state the following lemma which plays an important role in the development to follow:

Lemma 4.20 Let Q" W .0; 1 ! Rnn be a continuously differentiable matrixvalued function such that Q" > 0

and

dQ" >0 d"

for any " 2 .0; 1 . Also, let lim Q" D 0:

"!0

Assume that .A; B/ is stabilizable and A has all its eigenvalues in the closed left-half plane. Then the H2 continuous-time algebraic Riccati equation (CARE) defined as PA C A0 P  PBB 0 P C Q" D 0

(4.42)

has a unique positive definite solution P" for any " 2 .0; 1 . Moreover, this positive definite solution P" has the following properties: (i) For any " 2 .0; 1 , the unique solution P" > 0 is such that A  BB 0 P" is Hurwitz-stable. (ii) lim P" D 0. "!0

140

4 Constraints on inputs: actuator saturation

(iii) P" is continuously differentiable with respect to " and dP" > 0; d"

for any

" 2 .0; 1 :

(4.43)

Proof : The existence and uniqueness of a positive semi-definite solution P" is well known and follows, for instance, from [133]. It is also known (see [133]) that P" is the unique solution for which A  BB 0 P" has all its eigenvalues in the closed left-half plane. For " D 0, it is trivial to see that the positive semidefinite solution of the CARE (4.42) is equal to P0 D 0 since, by assumption, A  BB 0 P0 D A has all its eigenvalues in the closed left-half complex plane. The fact that lim"!0 P" D 0 follows from standard continuity arguments. Note that for " > 0 the solution is actually positive definite and is such that A  BB 0 P" has all its eigenvalues in the open left-half plane. Thus, we need to prove here only part (iii). To do so, we observe that the continuous differentiability of P" for " > 0 follows from the fact that the Hamiltonian matrix associated with the CARE (4.42) is a continuously differentiable function of " and for " > 0 the Hamiltonian matrix has no eigenvalues on the imaginary axis (see [64]). In order to show (4.43), we differentiate the CARE (4.42) to obtain the Lyapunov equation, dQ" dP" dP" .A  BB 0 P" / C .A  BB 0 P" /0 D : d" d" d" Now, (4.43) follows from the above equation since A  BB 0 P" is asymptotically " stable and dQ > 0 for all " > 0. d" A family of low-gain state feedback control laws parameterized in " is defined by u D F" x

(4.44a)

where F" WD B 0 P" ;

" 2 .0; 1 ;

(4.44b)

with P" being the positive definite solution of the algebraic Riccati equation (4.42). This family of state feedback gains (4.44) has the following property.

Theorem 4.21 Consider the system (4.45), xT D Ax C Bu

(4.45)

4.4 Semi-global stabilization: Riccati-based methods

141

where the state x 2 Rn and the input u 2 Rm . Assume that .A; B/ is stabilizable and A has all its eigenvalues in the closed left-half plane. Then, if we apply the state feedback law given by (4.44) to the system (4.45), the resulting closed-loop system, xT D .A C BF" /x;

(4.46)

is asymptotically stable for all " > 0. Moreover, there exist " > 0 and " > 0 with " ! 0 as " ! 0 such that for all " 2 .0; 1 , kF" e .ACBF" /t k 6 " e " t :

(4.47)

Proof : The internal stability of the closed-loop system (4.46) follows trivially from Lemma 4.20. Next, we need to show (4.47). Using the CARE (4.42), we find that, for " 2 .0; 1 , d 0 x .t/P" x.t/ D kB 0 P" x.t/k2  x 0 .t/Q" x.t/ dt 6 x 0 .t/Q" x.t/ 6  " x 0 .t/P" x.t/; where " D min .Q" /kP1 k1 . Hence kP"1=2 x.t/k 6 e " t kP"1=2 x.0/k:

(4.48)

Finally, kF" e .ACBF" /t x.0/k D kB 0 P" x.t/k 6 kBkkP"1=2 ke " t kP"1=2 x.0/k:

(4.49)

Since (4.49) is true for all x.0/ 2 Rn , it follows trivially that kF" e .ACBF" /t k  kBkkP"1=2 k2 e " t D kBkkP" ke " t :

(4.50)

The proof is then completed by taking " D kBkkP" k. For measurement feedback, the family of observer based low-gain measurement feedback control laws take the form, ( xyT D Ay x C Bu C K.y  C xy/ (4.51) u D B 0 P" xy;

142

4 Constraints on inputs: actuator saturation

where, as before, P" is the positive definite solution of the continuous-time algebraic Riccati equation (4.42) and K is any matrix such that AKC is Hurwitz stable. As noted before, the alternative form, ( xyT D Ay x C B.u/ C K.y  C xy/ (4.52) u D B 0 P" xy; is also often used in the literature since it is easier to analyze but for the moment we concentrate on the completely linear controller (4.51).

Remark 4.22 We would like to emphasize here the numerical advantages of direct method in designing low-gain feedback compared to Riccati equation-based methods. As described earlier, in direct method, step 1 transforms the given system to a particular form. This obviously requires some numerical computations; however, such computations are independent of the parameter ", and hence, they need to be done only once. Steps 2 and 3 where eigenstructure is assigned and the parameter " is embedded are simple and straightforward, and thus do not involve much computational burden. In view of this, as the parameter " varies, the design can easily be adapted. In contrast, in ARE-based methods, the pertinent ARE must be solved every time the parameter " changes. This renders the design by ARE-based methods numerically expensive compared to the direct methods of eigenstructure assignment. Also, for a small value of the parameter ", it is known that algebraic Riccati equations are numerically stiff to solve. In Theorem 4.13, we established that the low-gain feedback control laws based on the direct method solve the posed problems of semi-global stabilization via either linear state or measurement feedback. The following theorem presents the same result but relies on low-gain feedback laws designed via the H2 algebraic Riccati equation:

Theorem 4.23 Consider the continuous-time system given in (4.1). Assume that the pair .A; B/ is stabilizable and the eigenvalues of A are all located in the closed left-half plane. Then the family of linear static state feedback laws given in (4.44) solves the problem of semi-global stabilization via state feedback as defined in Problem 4.4. More specifically, under the state feedback (4.44a), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction. Also, under the additional assumption that the pair .C; A/ is detectable, the family of linear dynamic measurement feedback laws given in (4.51) solves the problem of semi-global stabilization via measurement feedback, as defined in Problem 4.5. More specifically, under the measurement feedback law (4.51), for y  R2n , there exists an " 2 .0; 1 any given (arbitrarily large) bounded set X  X

4.4 Semi-global stabilization: Riccati-based methods

143

such that for all " 2 .0; " , the equilibrium point .0; 0/ of the closed-loop system y contained in its domain of attraction. is locally exponentially stable with X  X

Proof : Let us first consider the state feedback case. Under the state feedback law (4.44), the closed-loop system takes the following form: xT D Ax C B.B 0 P" x/;

" 2 .0; 1 :

(4.53)

Consider the Lyapunov function V" .x/ D x 0 P" x;

(4.54)

and let c > 0 be such that c

sup

x 0 P" x:

(4.55)

x2X;"2.0;1

Such a c exists because X is bounded and, by Lemma 4.20, lim"!0 P" D 0. Let " be such that, for all " 2 .0; " , x 2 LV .c/ D fx 2 Rn W x 0 P" x  cg implies that kB 0 P" xk  1, and hence, .B 0 P" x/ D B 0 P" x. The existence of such an " owes to the fact that lim"!0 P" D 0. It then follows that for all " 2 .0; " and for x 2 LV .c/, the closed-loop system (4.53) behaves linearly and can be written as xT D .A  BB 0 P" /x:

(4.56)

The evaluation of VT" along the trajectories of this closed-loop system gives VT" D x 0 Q" x  x 0 P" BB 0 P" x 6 min .Q" /kxk2

(4.57)

for all x 2 LV .c/. This shows that, for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction. Finally, by observing that X  LV .c/, we conclude our proof for the state feedback case. Let us next consider the measurement feedback case. Under the output feedback law (4.51), the closed-loop system takes the form: (

xT D Ax C B.B 0 P" xy/ xyT D Ay x  BB 0 P" xy C K.y  C xy/;

(4.58)

144

4 Constraints on inputs: actuator saturation

which, in the new coordinates .x; e/ where e D x  xy, becomes ( xT D Ax C B.B 0 P" .x  e// eT D .A  KC /e C BŒ.B 0 P" .x  e// C B 0 P" .x  e/ :

(4.59)

Let PK > 0 be the unique solution to the Lyapunov equation: .A  KC /0 PK C PK .A  KC / D I:

(4.60)

The existence of such a PK owes to the fact that A  KC is Hurwitz stable. Consider now the Lyapunov function, V" .x; e/ D x 0 P" x C e 0 PK e;

(4.61)

and let c > 0 be such that c

sup y .x;y x /2XX;"2.0;1

 0  x P" x C e 0 PK e :

(4.62)

y are bounded and lim"!0 P" D 0. Let " be such Such a c exists because X and X 1  that, for all " 2 .0; "1 and .x; e/ 2 LV .c/ D f.x; e/ 2 R2n W x 0 P" x C e 0 PK e 6 cg; we have kB 0 P" .x  e/k 6 . The existence of such an "1 again owes to the fact that lim"!0 P" D 0. The above immediately implies that .B 0 P" .x  e// D B 0 P" .x  e/; and hence, for all " 2 .0; "1 and for all .x; e/ 2 LV .c/, the closed-loop system (4.59) behaves linearly and can be written as ( xT D .A  BB 0 P" /x C BB 0 P" e (4.63) eT D .A  KC /e: The evaluation of VT" along the trajectories of this closed-loop system gives, for all .x; e/ 2 LV .c/ and for all " 2 .0; "1 , VT" D x 0 Q" x  x 0 P" BB 0 P" x C 2x 0 P" BB 0 P" e  e 0 e 6 min .Q" /kxk2  .1  kB 0 P" k2 /kek2 :

(4.64)

Let " 2 .0; "1 be such that for all " 2 .0; " , 2kB 0 P" k2 < 1. Once again, the existence of such an " owes to the fact that lim"!0 P" D 0. It then follows that, VT  min .Q" /kxk2  12 kek2 ; 8.x; e/ 2 LV .c/ and 8" 2 .0; " :

(4.65)

4.4 Semi-global stabilization: Riccati-based methods

145

This shows that, for all " 2 .0; " , the equilibrium point .x; e/ D .0; 0/ of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction. y implies that Finally, we conclude our proof by observing that .x; xy/ 2 X  X .x; e/ 2 LV .c/.

4.4.2 H2 ARE-based methods in discrete time We consider here an H2 ARE-based method for discrete-time systems. Our development here for discrete-time systems is conceptually analogous to the one presented in the previous section for continuous-time systems. We first state the following lemma which plays an important role in the development to follow: Lemma 4.24 Let Q" W .0; 1 ! Rn  n be a continuously differentiable matrixvalued function such that Q" > 0

dQ" >0 d"

and

for any " 2 .0; 1 . Also, let lim Q" D 0:

"!0

Assume that .A; B/ is stabilizable and A has all its eigenvalues inside or on the unit circle. Then the H2 discrete-time algebraic Riccati equation (DARE) defined as P D A0 PA C Q"  A0 PB.B 0 PB C I /1 B 0 PA

(4.66)

has a unique positive definite solution P" for any " 2 .0; 1 . Moreover, this positive definite solution P" has the following properties: (i) For any " 2 .0; 1 , the unique matrix P" > 0 is such that A  B.B 0 P" B C I /1 B 0 P" A is Schur stable. (ii) lim P" D 0. "!0

(iii) For any " 2 .0; 1 , we have 1

1 2

kP"2 AP"

k6

p 2:

146

4 Constraints on inputs: actuator saturation

(iv) For any " 2 .0; 1 , i .Q" / 6 i .P" /: Moreover, strict inequality holds whenever A is non-singular. (v) P" is continuously differentiable with respect to " and dP" > 0; d"

for any " 2 .0; 1 :

Proof : The existence and uniqueness of a positive semi-definite solution P" is well known and follows from, for instance, [133]. It is also known (see [133]) that P" is the unique solution for which A  B.B 0 P" B C I /1 B 0 P" A has all its eigenvalues on or inside the unit circle. For " D 0, it is trivial to see that the DARE (4.66) has a solution P0 D 0 since by assumption, A  B.B 0 P0 B C I /1 B 0 P0 D A has all its eigenvalues inside or on the unit circle. The fact that lim"!0 P" D 0 follows from standard continuity arguments. Note that for " > 0 the solution is actually positive definite and is such that A  B.B 0 P" B C I /1 B 0 P" A has all its eigenvalues inside the unit circle. To show part (iii), we observe that by pre- and post-multiplying both sides of (4.66) with P"1=2 , we obtain h i V" I  P"1=2 B.B 0 P" B C I /1 B 0 P"1=2 V"0 D I  P"1=2 Q" P"1=2 ; (4.67) where V" D P"1=2 A0 P"1=2 . Since lim"!0 P" D 0, it follows from the above equation that there exists an " > 0 such that for all " 2 .0; " , V" V"0 6 2I  P"1=2 Q" P"1=2 6 2I: This implies that kV" k 

p 2:

This completes the proof of part (iii). Property (iv) follows from (4.67) since the left-hand side is clearly positive semi-definite for small ", and therefore, P"1=2 Q" P"1=2 6 I

4.4 Semi-global stabilization: Riccati-based methods

147

or, equivalently, Q" 6 P" . The proof of Property (v) follows along the same lines as that of its continuous-time counterpart given in the proof of Lemma 4.20. More specifically, we note that the fact that P" is continuously differentiable for " > 0 follows from the fact that the Hamiltonian matrix associated with the DARE (4.66) is a continuously differentiable function of ", and for " > 0, the Hamiltonian matrix has no eigenvalues on the unit circle. Then, in order to " > 0. To show this, prove Property (v) of Lemma 4.24, we need to show that dP d" we observe that dP" d.B 0 P" B C I /1 D .B 0 P" B C I /1 B 0 B.B 0 P" B C I /1 : d" d"

(4.68)

Now, differentiating (4.66) with respect to ", and using equality (4.68), we get dP" dP" dQ" D .A0 C F"0 B 0 / .A C BF" / C ; d" d" d"

(4.69)

where F" D .B 0 P" B C I /1 B 0 P" A. Noting that A C BF" is Schur stable, and " " > 0, we get dP > 0. that dQ d" d" The family of low-gain state feedback control laws parameterized in " is defined by u" D F" x; (4.70a) where F" WD .B 0 P" B C I /1 B 0 P" A;

" 2 .0; 1 ;

(4.70b)

and where P" is the positive definite solution of DARE (4.66). We refer to the control laws (4.44) and (4.70) as low-gain state feedback laws and " as the lowgain parameter since, in view of Lemmas 4.20 and 4.24, one can make the norm of the feedback gain matrix F" arbitrarily small by choosing " sufficiently small. The family of state feedback gains (4.70) has the following property.

Theorem 4.25 Consider the system x.k C 1/ D Ax.k/ C Bu.k/;

(4.71)

where the state x 2 Rn and the input u 2 Rm . Assume that .A; B/ is stabilizable and A has all its eigenvalues within the closed unit circle. Then, if we apply the state feedback law given by (4.70) to the system (4.71), the resulting closed-loop system, (4.72) x.k C 1/ D .A C BF" /x.k/;

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4 Constraints on inputs: actuator saturation

is asymptotically stable for all " > 0. Moreover, there exist positive-valued continuous functions " > 0 and 0 < " < 1 satisfying lim"!0 " D 0 such that     (4.73) F" ŒA C BF" k  6 " k" :

Proof : The internal stability of the closed-loop system (4.72) follows trivially from Lemma 4.24. Next, we need to show (4.73). Using the DARE (4.66), we find that, for " 2 .0; 1 , x 0 .k C 1/P" x.k C 1/  x 0 .k/P" x.k/ D kF" x.k/k2  x 0 .k/Q" x.k/ 6 x 0 .k/Q" x.k/ 6  " x 0 .k/P" x.k/; where " D min .Q" /kP1 k1 . Hence, kP"1=2 x.k/k 6 k" kP"1=2 x.0/k:

(4.74)

Finally,   kF" .A C BF" /k x.0/k 6 B 0 P" Ax.k/ 6 kB 0 P"1=2 kkP"1=2 AP"1=2 kkP"1=2 x.k/k p 6 2kB 0 P"1=2 kkP"1=2 x.0/k k" : (4.75) Since (4.75) is true for all x.0/ 2 Rn , it follows trivially that kF" .A C BF" /k k 

p p 2kBkkP"1=2 k2 k" D 2kBkkP" k k" :

The proof is then completed by taking " D

(4.76)

p 2kBkkP" k.

The observer-based low-gain measurement feedback control laws take the form ( xy.k C 1/ D Ay x .k/ C Bu.k/ C K.y.k/  C xy.k// (4.77) x .k/; u.k/ D .B 0 P" B C I /1 B 0 P" Ay where, as before, P" is the positive definite solution of the DARE (4.66) and K is any matrix such that A  KC is Schur stable. As noted before, the alternative form, ( xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k// (4.78) x .k/; u.k/ D .B 0 P" B C I /1 B 0 P" Ay

4.4 Semi-global stabilization: Riccati-based methods

149

is also often used in the literature since it is easier to analyze, but for the moment, we concentrate on the completely linear controller (4.77).

Remark 4.26 We can repeat here Remark 4.22 regarding the numerical advantages of direct method in designing low-gain feedback compared to the above ARE-based methods. The following theorem shows that the family of state feedback laws given in (4.70) solves Problem 4.4, namely, the problem of semi-global exponential stabilization via linear static state feedback. Also, it shows that the family of measurement feedback laws given in (4.77) solves Problem 4.5, namely, the problem of semi-global exponential stabilization via linear dynamic measurement feedback.

Theorem 4.27 Consider the discrete-time system given in (4.1). Assume that the pair .A; B/ is stabilizable and the eigenvalues of A are all located in the closed unit disc. Then the family of linear static state feedback laws given in (4.70) solves the problem of semi-global stabilization via state feedback as defined in Problem 4.4. More specifically, under the state feedback (4.70a), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction. Also, under the additional assumption that the pair .C; A/ is detectable, the family of linear dynamic measurement feedback laws given in (4.77) solves the problem of semi-global stabilization via measurement feedback, as defined in Problem 4.5. More specifically, under the measurement feedback law (4.77), for y  R2n , there exists an " 2 .0; 1 any given (arbitrarily large) bounded set X  X  such that for all " 2 .0; " , the equilibrium point .0; 0/ of the closed-loop system y contained in its domain of attraction. is locally exponentially stable with X  X

Proof : The proof follows along the same lines as the proof of Theorem 4.23 that pertains to continuous-time systems with some subtle differences. Let us first consider the state feedback case. Under the state feedback law (4.70), the closed-loop system takes the following form x.k C 1/ D Ax.k/ C B..B 0 P" B C I /1 B 0 P" Ax.k//:

(4.79)

Consider the Lyapunov function V" .x/ D x 0 P" x;

(4.80)

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4 Constraints on inputs: actuator saturation

and let c > 0 be such that c

sup

x 0 P" x:

(4.81)

x2X;"2.0;1

Such a c exists because X is bounded and, by Lemma 4.24, lim"!0 P" D 0. Let x 2 LV .c/ D fx 2 Rn W x 0 P" x  cg: We have 1 1 1 1  0    .B P" B C I /1 B 0 P" Ax  6 B 0 P" Ax  6 kB 0 P"2 kkP"2 AP" 2 kkP"2 xk:

Using (4.81) and Property (iii) of Lemma 4.24, we get 1  0  p .B P" B C I /1 B 0 P" Ax  6 2ckB 0 P"2 k: 1 p Let " be such that, for all " 2 .0; " , we have 2ckB 0 P"2 k 6 . The existence of such an " is guaranteed by the fact that lim"!0 P" D 0. It then follows that for all " 2 .0; " and for all x 2 LV .c/, the closed-loop system (4.79) behaves linearly and can be written as,

x.k C 1/ D .A  B.B 0 P" B C I /1 B 0 P" A/x.k/:

(4.82)

We get V" .x.k C 1//  V" .x.k// D x 0 Q" x  x 0 F"0 F" x 6 min .Q" /kxk2

(4.83)

for all x 2 LV .c/. This shows that, for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction. Finally, by observing that X  LV .c/, we conclude our proof for the state feedback case. Let us next consider the measurement feedback case. Under the output feedback law (4.77), the closed-loop system takes the form, (

x.k C 1/ D Ax.k/ C B.F" xy.k// xy.k C 1/ D Ay x .k/ C BF" xy.k/ C K.y.k/  C xy.k//;

(4.84)

which, in the new coordinates .x; e/ where e D x  xy, becomes (

x.k C 1/ D Ax.k/ C B.F" .x.k/  e.k/// e.k C 1/ D .A  KC /e.k/ C BŒ.F" .x.k/  e.k///  F" .x.k/  e.k// : (4.85)

4.4 Semi-global stabilization: Riccati-based methods

151

Let PK > 0 be the unique solution to the Lyapunov equation: PK D .A  KC /0 PK .A  KC / C I:

(4.86)

The existence of such a PK owes to the fact that A  KC is Schur stable. Consider now the Lyapunov function, V" .x; e/ D x 0 P" x C e 0 PK e;

(4.87)

and let c > 0 be such that c

sup y .x;y x /2XX;"2.0;1

 0  x P" x C e 0 PK e :

(4.88)

y are bounded and lim"!0 P" D 0. Let " be such Such a c exists because X and X 1  that, for all " 2 .0; "1 , .x; e/ 2 LV .c/ D f.x; e/ 2 R2n W x 0 P" x C e 0 PK e 6 cg: We have kF" .x  e/k 6 , and hence, .F" .x  e// D F" .x  e/: The existence of such an "1 again owes to the fact that lim"!0 P" D 0. Using (4.88) and Property (iii) of Lemma 4.24, we get 1  0  .B P" B C I /1 B 0 P" A.x  e/ 6 M kB 0 P"2 k

for some constant M independent of ", and hence, for " small, we get kF" .x  e/k 6  since lim"!0 P" D 0. It then follows that for all " 2 .0; "1 and for all .x; e/ 2 LV .c/, the closedloop system (4.85) behaves linearly and can be written as (

x.k C 1/ D .A C BF" /x.k/  F" e.k/ e.k C 1/ D .A  KC /e.k/:

(4.89)

The evaluation of V" along the trajectories of this closed-loop system gives, for all .x; e/ 2 LV .c/ and for all " 2 .0; "1 , V" .x.k C 1/; e.k C 1//  V" .x.k/; e.k// D x 0 .k/Q" x.k/  e 0 .k/e.k/  x 0 .k/F"0 F" x.k/ C 2x 0 .k/.A C BF" /0 P" BF" e.k/ C e 0 .k/F"0 B 0 P" BF" e.k/ 6 x 0 .k/Q" x.k/  e 0 .k/e.k/ C e 0 .k/F"0 .I C B 0 P" B/F" e.k/:

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4 Constraints on inputs: actuator saturation

Let " 2 .0; "1 be such that for all " 2 .0; " , kF"0 .I C B 0 P" B/F" k < 12 : Once again, the existence of such an " owes to the fact that lim"!0 P" D 0. It then follows that, V" .x.k C 1/; e.k C 1//  V" .x.k/; e.k// 6 min .Q/kx.k/k2  12 ke.k/k2 ; for all .x; e/ 2 LV .c/ and for all " 2 .0; " . This shows that, for all " 2 .0; " , the equilibrium point .x; e/ D .0; 0/ of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction. y implies that Finally, we conclude our proof by observing that .x; xy/ 2 X  X .x; e/ 2 LV .c/.

4.4.3 H1 ARE-based methods in continuous time We consider here an H1 ARE-based method for continuous-time systems. We state the following lemma which plays an important role in the development to follow. Lemma 4.28 Let Q" W .0; 1 ! Rnn be a continuously differentiable matrixvalued function such that Q" > 0

and

dQ" >0 d"

for any " 2 .0; 1 . Also, let lim Q" D 0:

"!0

Assume that .A; B/ is stabilizable and A has all its eigenvalues in the closed left-half plane. Then, there exists a positive real number   such that the H1 continuous-time algebraic Riccati equation (CARE) defined as PA C A0 P  PBB 0 P C  2 PEE 0 P C Q" D 0;

(4.90)

has a unique positive definite solution P;" such that A  BB 0 P;" C  2 EE 0 P;"

(4.91)

4.4 Semi-global stabilization: Riccati-based methods

153

is Hurwitz stable for any  >   and " 2 .0; 1 . Moreover, this positive definite solution P;" has the following properties: (i) For any " 2 .0; 1 , the unique solution P;" > 0 is such that A  BB 0 P;" is also Hurwitz stable. (ii) lim P;" D 0. "!0

(iii) P;" is continuously differentiable with respect to " and dP;" > 0; d"

for any

" 2 .0; 1 :

(4.92)

Remark 4.29 Note that the matrix E can be arbitrarily chosen. In subsequent chapters, E is chosen appropriately to guarantee secondary goals such as disturbance rejection.

Proof : Using the results of [34], since Q1 is positive definite, there exists a   such that, for each  >   , there exists a unique P;1 > 0 satisfying (4.90) for which (4.91) is asymptotically stable. Since Q" 6 Q1 for " 2 .0; 1 , it implies that, for each  >   and for " 2 .0; 1 , there exists a unique P;" > 0 satisfying (4.90) for which (4.91) is asymptotically stable. We note that P;" .A  BB 0 P;" / C .A  BB 0 P;" /0 P;" D P;" BB 0 P;"   2 P;" EE 0 P;"  Q" < 0; and then, standard properties of the Lyapunov equation guarantee that ABB 0 P;" is asymptotically stable. To establish Property (ii), we first note that, by Lemma 4.20, there exists, for each " 2 .0; 1 a unique positive-definite matrix P1;" satisfying P1;" A C A0 P1;"  P1;" BB 0 P1;" C Q" D 0:

(4.93)

lim P1;" D 0:

(4.94)

Moreover, "!0

It has been established in [161, Lemma 3.5] that P;" 

2

2 P1;" :  .  /2

Property (ii) follows immediately from (4.94) and (4.95).

(4.95)

154

4 Constraints on inputs: actuator saturation

In order to show (4.92), we differentiate the CARE (4.90) to obtain the Lyapunov equation dP;" dP;" .A  BB 0 P;" C  2 EE 0 P;" / C .A  BB 0 P;" C  2 EE 0 P;" /0 d" d" dQ" D : d" Now, (4.92) follows from the above equation since (4.91) is asymptotically stable " and dQ d" > 0 for all " > 0. A family of low-gain state feedback control laws parameterized in " is defined by u D F;" x;

(4.96a)

where F;" WD B 0 P;" ;

" 2 .0; 1 ;

(4.96b)

with P;" the positive definite solution of the CARE (4.90). This family of state feedback gains (4.96) has the following property. Theorem 4.30 Consider the system xT D Ax C Bu;

(4.97)

where the state x 2 Rn and the input u 2 Rm . Assume that .A; B/ is stabilizable and A has all its eigenvalues in the closed left-half plane. Then, if we apply the state feedback law given by (4.96) to the system (4.97), the resulting closed-loop system, xT D .A C BF;" /x;

(4.98)

is asymptotically stable for all " > 0. Moreover, there exist ;" > 0 and ;" > 0 with ;" ! 0 as " ! 0 such that for all " 2 .0; 1 , kF;" e .ACBF;" /t k 6 ;" e ;" t :

(4.99)

Proof : The internal stability of the closed-loop system (4.98) follows trivially from Lemma 4.28. Next, we need to show (4.99). Using the CARE (4.90), we find that, for " 2 .0; 1 , d 0 x .t/P;" x.t/ D kB 0 P;" x.t/k2   2 kE 0 P;" x.t/k2  x 0 .t/Q" x.t/ dt 6 x 0 .t/Q" x.t/ 6  ;" x 0 .t/P;" x.t/;

4.4 Semi-global stabilization: Riccati-based methods

155

where ;" D min .Q" /kP;1 k1 . Hence, 1=2 1=2 kP;" x.t/k 6 e ;" t kP;" x.0/k:

(4.100)

Finally, kF;" e .ACBF;" /t x.0/k D kB 0 P;" x.t/k 1=2 1=2 kkP;" x.0/ke ;" t : 6 kBkkP;"

(4.101)

Since (4.101) is true for all x.0/ 2 Rn , it follows trivially that 1=2 2 ;" t k e D kBkkP;" ke ;" t : kF;" e .ACBF;" /t k  kBkkP;"

(4.102)

The proof is then completed by taking ;" D kBkkP;" k. For measurement feedback, the family of observer-based low-gain measurement feedback control laws take the form, ( xyT D Ay x C Bu C K.y  C xy/ (4.103) u D B 0 P;" xy; where, as before, P;" is the positive definite solution of the CARE (4.90) and K is any matrix such that A  KC is Hurwitz stable. As noted before, the alternative form, ( xyT D Ay x C B.u/ C K.y  C xy/ (4.104) u D B 0 P;" xy; is also often used in the literature since it is easier to analyze, but for the moment, we concentrate on the completely linear controller (4.103). The following theorem shows that the family of state feedback laws given in (4.96) solves Problem 4.4, namely, the problem of semi-global exponential stabilization via linear static state feedback. Also, it shows that the family of measurement feedback laws given in (4.103) solves Problem 4.5, namely, the problem of semi-global exponential stabilization via linear dynamic measurement feedback.

Theorem 4.31 Consider the continuous-time system given in (4.1). Assume that the pair .A; B/ is stabilizable and the eigenvalues of A are all located in the closed left-half plane. Then the family of linear static state feedback laws given in (4.96) solves the problem of semi-global stabilization via state feedback as defined in Problem 4.4. More specifically, under the state feedback (4.96a), for

156

4 Constraints on inputs: actuator saturation

any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction. Also, under the additional assumption that the pair .C; A/ is detectable, the family of linear dynamic measurement feedback laws given in (4.103) solves the problem of semi-global stabilization via measurement feedback as defined in Problem 4.5. More specifically, under the measurement feedback law (4.103), for y  R2n , there exists an " 2 .0; 1 any given (arbitrarily large) bounded set X  X  such that for all " 2 .0; " , the equilibrium point .0; 0/ of the closed-loop system y contained in its domain of attraction. is locally exponentially stable with X  X

Proof : Let us first consider the state feedback case. Under the state feedback law (4.96), the closed-loop system takes the following form xT D Ax C B.B 0 P;" x/;

" 2 .0; 1 :

(4.105)

Consider the Lyapunov function V;" .x/ D x 0 P;" x;

(4.106)

and let c > 0 be such that c

sup

x 0 P;" x:

(4.107)

x2X;"2.0;1

Such a c exists because X is bounded and, by Lemma 4.28, lim"!0 P;" D 0. Let " be such that, for all " 2 .0; " , x 2 LV .c/ D fx 2 Rn W x 0 P;" x  cg implies that kB 0 P;" xk  1, and hence, .B 0 P;" x/ D B 0 P;" x. The existence of such an " owes to the fact that lim"!0 P;" D 0. It then follows that for all " 2 .0; " and for x 2 LV .c/, the closed-loop system (4.105) behaves linearly and can be written as, xT D .A  BB 0 P;" /x:

(4.108)

The evaluation of VT;" along the trajectories of this closed-loop system gives, VT;" D x 0 Q" x  x 0 P;" BB 0 P;" x   2 x 0 P;" EE 0 P;" x 6 min .Q" /kxk2 for all x 2 LV .c/. This shows that, for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction.

4.4 Semi-global stabilization: Riccati-based methods

157

Finally, by observing that X  LV .c/, we conclude our proof for the state feedback case. Let us next consider the measurement feedback case. Under the output feedback law (4.103), the closed-loop system takes the form (

xT D Ax C B.B 0 P;" xy/ xyT D Ay x  BB 0 P;" xy C K.y  C xy/;

(4.109)

which, in the new coordinates .x; e/ where e D x  xy, becomes (

xT D Ax C B.B 0 P;" .x  e// eT D .A  KC /e C BŒ.B 0 P;" .x  e// C B 0 P;" .x  e/ :

(4.110)

Let PK > 0 be the unique solution to the Lyapunov equation .A  KC /0 PK C PK .A  KC / D I:

(4.111)

The existence of such a PK owes to the fact that A  KC is Hurwitz stable. Consider now the Lyapunov function, V;" .x; e/ D x 0 P;" x C e 0 PK e;

(4.112)

and let c > 0 be such that c

sup y .x;y x /2XX;"2.0;1



 x 0 P;" x C e 0 PK e :

(4.113)

y are bounded and lim"!0 P;" D 0. Let " be Such a c exists because X and X 1  such that, for all " 2 .0; "1 , .x; e/ 2 LV .c/ D f.x; e/ 2 R2n W x 0 P;" x C e 0 PK e 6 cg; we have kB 0 P;" .x  e/k 6 , and hence, .B 0 P;" .x  e// D B 0 P;" .x  e/: The existence of such an "1 again owes to the fact that lim"!0 P;" D 0. It then follows that for all " 2 .0; "1 and for all .x; e/ 2 LV .c/, the closed-loop system (4.110) behaves linearly and can be written as (

xT D .A  BB 0 P;" /x C BB 0 P;" e eT D .A  KC /e:

(4.114)

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4 Constraints on inputs: actuator saturation

The evaluation of VT;" along the trajectories of this closed-loop system gives, for all .x; e/ 2 LV .c/ and for all " 2 .0; "1 , VT;" D x 0 Q" x  x 0 P;" BB 0 P;" x   2 x 0 P;" EE 0 P;" x C 2x 0 P;" BB 0 P;" e  e 0 e 6 min .Q" /kxk2  .1  kB 0 P;" k2 /kek2 : Let " 2 .0; "1 be such that for all " 2 .0; " , 2kB 0 P;" k2 < 1. Once again, the existence of such an " owes to the fact that lim"!0 P;" D 0. It then follows that, VT  min .Q" /kxk2  12 kek2 ; 8.x; e/ 2 LV .c/ and 8" 2 .0; " :

(4.115)

This shows that, for all " 2 .0; " , the equilibrium point .x; e/ D .0; 0/ of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction. y implies that Finally, we conclude our proof by observing that .x; xy/ 2 X  X .x; e/ 2 LV .c/.

4.4.4 H1 ARE-based methods in discrete time We consider here an H1 ARE-based method for discrete-time systems. Our development here for discrete-time systems is conceptually analogous to the one presented in the previous section for continuous-time systems. We first state the following lemma which plays an important role in the development to follow: Lemma 4.32 Let Q" W .0; 1 ! Rn  n be a continuously differentiable matrixvalued function such that Q" > 0

and

dQ" >0 d"

for any " 2 .0; 1 . Also, let lim Q" D 0:

"!0

Assume that .A; B/ is stabilizable and A has all its eigenvalues inside or on the unit circle. Then, there exists a positive real number   such that the H1 discretetime algebraic Riccati equation (DARE), !   0 0 0 1 B PA; (4.116a) P D A PA C Q"  A P B E G .P / E0

4.4 Semi-global stabilization: Riccati-based methods

159

where B 0 PB C I G .P / D E 0 PB

B 0 PE E 0 PE   2 I

! (4.116b)

with R WD  2 I  E 0 PE C E 0 PB.B 0 PB C I /1 B 0 PE > 0; has a unique positive definite solution P;" for any " 2 .0; 1 such that !   B0 1 A  B E G .P;" / P;" A E0

(4.116c)

(4.117)

is asymptotically stable. Moreover, this positive definite solution P;" has the following properties: (i) For any " 2 .0; 1 , the unique matrix P;" > 0 is such that !   B0 1 P;" A A  B 0 G .P;" / E0 is also Schur stable. (ii) lim P;" D 0. "!0

(iii) For any " 2 .0; 1 , we have 1

1

2 AP;"2 k 6 kP;"

p 2:

(iv) For any " 2 .0; 1 , i .Q" / 6 i .P;" /: Moreover, strict inequality holds whenever A is non-singular. (v) P;" is continuously differentiable with respect to " and dP;" > 0; d"

for any " 2 .0; 1 :

Remark 4.33 Like in the continuous time, the matrix E can be arbitrarily chosen. In subsequent chapters, E is chosen appropriately to guarantee secondary goals such as disturbance rejection.

160

4 Constraints on inputs: actuator saturation

Proof : Using the results of [160], since Q1 is positive definite, there exists a   such that, for each  >   , there exists a unique P;1 > 0 satisfying (4.116) with " D 1 for which (4.117) is asymptotically stable. Since Q" 6 Q1 for " 2 .0; 1 , it implies that, for each  >   and for " 2 .0; 1 , there exists a unique P;" > 0 satisfying (4.116) for which (4.117) is asymptotically stable. Property (i) is a standard result which can be found in [160] as well. To establish Property (ii), we first note that, by Lemma 4.20, there exists, for each " 2 .0; 1 a unique positive-definite matrix P1;" satisfying P1;" D A0 P1;" A C Q"  A0 P1;" B.B 0 P1;" B C I /1 B 0 P1;" A:

(4.118)

Moreover, lim P1;" D 0:

"!0

(4.119)

It has been established in [161, Lemma 9.7] that P;" 

2 P1;" :  2  .  /2

(4.120)

Property (ii) follows immediately from (4.119) and (4.120). To show part (iii), we observe that by pre- and post-multiplying both sides of (4.116) with P"1=2 , we obtain "

! #  0 B 0 1=2 1=2 P 1=2 V;" V;" D I  P;" Q" P;" ; E G .P;" /1 E 0 ;" (4.121) 1=2 0 1=2 A P;" . In view of Property (ii), it follows from the above where V;" D P;" equation that there exists an " > 0 such that for all " 2 .0; " ,  1=2 I  P;" B

0 1=2 1=2 V;" V;" 6 2I  P;" Q" P;" 6 2I:

This implies that kV;" k 

p 2:

This completes the proof of part (iii). Property (iv) follows from (4.121) since the left hand side is clearly positive semi-definite for small " and therefore 1=2 1=2 P;" Q" P;" 6 I;

or, equivalently, Q" 6 P;" . The proof of Property (v) follows along the same lines as that of its continuous-time counterpart given in the proof of Lemma 4.28. More specifically, we note that the fact that P;" is continuously differentiable for " > 0 follows from the fact that the dependence on " > 0 of the symplectic

4.4 Semi-global stabilization: Riccati-based methods

161

pencil associated with the DARE (4.116) is continuously differentiable, and for " > 0, this symplectic pencil has no zeros on the unit circle. Then, in order to dP prove Property (v) of Lemma 4.32, we need to show that d";" > 0. To show this, we observe that !  dG1 .P;" / B 0 dP;"  1 D G .P;" / G1 .P;" /: (4.122) B E d" E 0 d" Now, differentiating (4.116) with respect to ", and using equality (4.122), we get dP;" dQ" dP;" D A0;" A;" C d" d" d" where 

A;" D A  B

(4.123)

!  0 1 B P;" A: E G .P;" / E0

Noting that A;" is Schur stable, and that

dQ" d"

> 0, we get

dP;" d"

> 0.

The family of low-gain state feedback control laws parameterized in " is defined by u D F;" x;

(4.124a)

where F;" WD .B 0 P;" B C I /1 B 0 P;" A;

" 2 .0; 1 ;

(4.124b)

and where P;" is the positive definite solution of DARE (4.116). We refer to the control laws (4.96) and (4.124) as low-gain state feedback laws and " as the lowgain parameter since, in view of Lemmas 4.28 and 4.32, one can make the norm of the feedback gain matrix F" arbitrarily small by choosing " sufficiently small. The family of state feedback gains (4.124) has the following property.

Theorem 4.34 Consider the system x.k C 1/ D Ax.k/ C Bu.k/;

(4.125)

where the state x 2 Rn and the input u 2 Rm . Assume that .A; B/ is stabilizable and A has all its eigenvalues within the closed unit circle. Then, if we apply the state feedback law given by (4.124) to the system (4.125), the resulting closedloop system, x.k C 1/ D .A C BF;" /x.k/;

(4.126)

162

4 Constraints on inputs: actuator saturation

is asymptotically stable for all " > 0. Moreover, there exist positive-valued continuous functions ;" > 0 and 0 < ;" < 1 satisfying lim"!0 ;" D 0 such that     (4.127) F;" ŒA C BF;" k  6 ;" k;" :

Proof : The internal stability of the closed-loop system (4.126) follows trivially from Lemma 4.32. Next, we need to show (4.127). Using the DARE (4.116), we find that, for " 2 .0; 1 , x 0 .k C 1/P;" x.k C 1/  x 0 .k/P;" x.k/ D kF;" x.k/k2  x 0 .k/Q" x.k/  x 0 .k/A0F P;" ER1 E 0 P;" AF x.k/

6 x 0 .k/Q" x.k/ 6  ;" x 0 .k/P;" x.k/;

where AF D ACBF;" , R is defined by (4.116c), and ;" D min .Q" /kP;1 k1 . Hence, 1=2 1=2 kP;" x.k/k 6 k;" kP;" x.0/k:

(4.128)

Finally,   kF;" .A C BF;" /k x.0/k 6 B 0 P;" Ax.k/ 1=2 1=2 1=2 1=2 6 kB 0 P;" kkP;" AP;" kkP;" x.k/k p 0 1=2 1=2 k (4.129) 6 2kB P;" kkP;" x.0/k ;" :

Since (4.129) is true for all x.0/ 2 Rn , it follows trivially that kF;" .A C BF;" /k k 

p p 1=2 2 k 2kBkkP;" k ;" D 2kBkkP;" k k;" :

The proof is then completed by taking ;" D

(4.130)

p 2kBkkP;" k.

The observer-based low-gain measurement feedback control laws the following form: ( xy.k C 1/ D Ay x .k/ C Bu.k/ C K.y.k/  C xy.k// (4.131) u.k/ D .B 0 P;" B C I /1 B 0 P;" Ay x .k/;

4.4 Semi-global stabilization: Riccati-based methods

163

where, as before, P;" is the positive definite solution of the DARE (4.116) and K is any matrix such that A  KC is Schur stable. As noted before, the alternative form, ( xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k// (4.132) u.k/ D .B 0 P;" B C I /1 B 0 P;" Ay x .k/; is also often used in the literature since it is easier to analyze, but for the moment, we concentrate on the completely linear controller (4.131).

Remark 4.35 We can repeat here Remark 4.22 regarding the numerical advantages of direct method in designing low-gain feedback compared to the above ARE-based methods. The following theorem shows that the family of state feedback laws given in (4.124) solves Problem 4.4, namely, the problem of semi-global exponential stabilization via linear static state feedback. Also, it shows that the family of measurement feedback laws given in (4.131) solves Problem 4.5, namely, the problem of semi-global exponential stabilization via linear dynamic measurement feedback.

Theorem 4.36 Consider the discrete-time system given in (4.1). Assume that the pair .A; B/ is stabilizable and the eigenvalues of A are all located in the closed unit disc. Then the family of linear static state feedback laws given in (4.124) solves the problem of semi-global stabilization via state feedback as defined in Problem 4.4. More specifically, under the state feedback (4.124a), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction. Also, under the additional assumption that the pair .C; A/ is detectable, the family of linear dynamic measurement feedback laws given in (4.131) solves the problem of semi-global stabilization via measurement feedback as defined in Problem 4.5. More specifically, under the measurement feedback law (4.131), for y  R2n , there exists an " 2 .0; 1 any given (arbitrarily large) bounded set X  X  such that for all " 2 .0; " , the equilibrium point .0; 0/ of the closed-loop system y contained in its domain of attraction. is locally exponentially stable with X  X

Proof : The proof follows along the same lines as the proof of Theorem 4.31 with some subtle differences.

164

4 Constraints on inputs: actuator saturation

Let us first consider the state feedback case. Under the state feedback law (4.124), the closed-loop system takes the following form: x.k C 1/ D Ax.k/ C B.F;" x.k//:

(4.133)

Consider the Lyapunov function V" .x/ D x 0 P;" x;

(4.134)

and let c > 0 be such that c

sup

x 0 P;" x:

(4.135)

x2X;"2.0;1

Such a c exists because X is bounded and, by Lemma 4.32, lim"!0 P;" D 0. Let x 2 LV .c/ D fx 2 Rn W x 0 P;" x  cg: We have  0    .B P;" B C I /1 B 0 P;" Ax  6 B 0 P;" Ax  1

1

1

1

2 2 2 6 kB 0 P;" kkP;" AP;"2 kkP;" xk:

Using (4.135) and Property (iii) of Lemma 4.32, we get 1  0  p 2 .B P;" B C I /1 B 0 P;" Ax  6 2ckB 0 P;" k: 1 p 2 k 6 . The existence Let " be such that, for all " 2 .0; " , we have 2ckB 0 P;"  of such an " is guaranteed by the fact that lim"!0 P;" D 0. It then follows that for all " 2 .0; " and for all x 2 LV .c/, the closed-loop system (4.133) behaves linearly and can be written as,

x.k C 1/ D .A  B.B 0 P;" B C I /1 B 0 P;" A/x.k/:

(4.136)

We get V" .x.k C 1//  V" .x.k// 0 F;" x.k/ D x 0 .k/Q" x.k/  x 0 .k/F;"  x 0 .k/A0F P;" ER1 E 0 P;" AF x.k/ 6 min .Q" /kxk2 for all x 2 LV .c/. This shows that, for all " 2 .0; " , the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction.

4.4 Semi-global stabilization: Riccati-based methods

165

Finally, by observing that X  LV .c/, we conclude our proof for the state feedback case. Let us next consider the measurement feedback case. Under the output feedback law (4.131), the closed-loop system takes the form, (

x.k C 1/ D Ax.k/ C B.F;" x.k// xy.k C 1/ D Ay x .k/ C BF;" xy.k/ C K.y.k/  C xy.k//

(4.137)

which, in the new coordinates .x; e/ where e D x  xy, becomes 8 ˆ < x.k C 1/ D Ax.k/ C B.F;" .x.k/  e.k/// e.k C 1/ D .A  KC /e.k/ ˆ : CBŒ.F;" .x.k/  e.k///  F;" .x.k/  e.k// :

(4.138)

Let PK > 0 be the unique solution to the Lyapunov equation, PK D .A  KC /0 PK .A  KC / C I:

(4.139)

The existence of such a PK owes to the fact that A  KC is Schur stable. Consider now the Lyapunov function, V" .x; e/ D x 0 P;" x C e 0 PK e;

(4.140)

and let c > 0 be such that c

sup y .x;y x /2XX;"2.0;1



 x 0 P;" x C e 0 PK e :

(4.141)

y are bounded and lim"!0 P;" D 0. Let " be Such a c exists because X and X 1  such that, for all " 2 .0; "1 , .x; e/ 2 LV .c/ D f.x; e/ 2 R2n W x 0 P;" x C e 0 PK e 6 cg; we have kF;" .x  e/k 6 , and hence, .F;" .x  e// D F;" .x  e/: The existence of such an "1 again owes to the fact that lim"!0 P;" D 0. Using (4.141) and Property (iii) of Lemma 4.32, we get 1  0  2 .B P;" B C I /1 B 0 P;" A.x  e/ 6 M kB 0 P;" k

for some constant M independent of ", and hence, for " small, we get kF;" .x  e/ k 6  since lim"!0 P;" D 0.

166

4 Constraints on inputs: actuator saturation

It then follows that for all " 2 .0; "1 and for all .x; e/ 2 LV .c/, the closed-loop system (4.138) behaves linearly and can be written as (

x.k C 1/ D .A C BF;" /x.k/  F;" e.k/ e.k C 1/ D .A  KC /e.k/:

(4.142)

The evaluation of V" along the trajectories of this closed-loop system gives, for all .x; e/ 2 LV .c/ and for all " 2 .0; "1 , V;" .x.k C 1/; e.k C 1//  V;" .x.k/; e.k// 0 D x 0 .k/Q" x.k/  e 0 .k/e.k/  x 0 .k/F;" F;" x.k/

 x 0 .k/A0F P;" ER1 E 0 P;" AF x.k/

0 C 2x 0 .k/.A C BF;" /0 P;" BF;" e.k/ C e 0 .k/F;" B 0 P;" BF;" e.k/

0 6 x 0 .k/Q" x.k/  e 0 .k/e.k/ C e 0 .k/F;" .I C B 0 P;" B/F;" e.k/:

Let " 2 .0; "1 be such that for all " 2 .0; " , 0 kF;" .I C B 0 P;" B/F;" k < 12 :

Once again, the existence of such an " owes to the fact that lim"!0 P;" D 0. It then follows that V;" .x.k C 1/; e.k C 1//  V;" .x.k/; e.k// 6 min .Q" /kx.k/k2  12 ke.k/k2 ; for all .x; e/ 2 LV .c/ and for all " 2 .0; " . This shows that, for all " 2 .0; " , the equilibrium point .x; e/ D .0; 0/ of the closed-loop system is locally exponentially stable with LV .c/ contained in its domain of attraction. y implies that Finally, we conclude our proof by observing that .x; xy/ 2 X  X .x; e/ 2 LV .c/.

4.5 Semi-global stabilization by low-and-high-gain design The low-gain design method discussed in previous sections has one serious drawback. Although it helps to internally stabilize a given system, it does not make use of the available control capacity fully. Let us expand on this. The semi-globally stabilizing state or measurement feedback controllers are constructed by linear low-gain feedback in such a way that the control input does not saturate for a priori given arbitrarily large bounded set of initial conditions. As a result, the closed-loop system operates as a linear system. This leads to control capacity being not utilized fully. More specifically, in the low-gain design, for a large given

4.5 Semi-global stabilization by low-and-high-gain design

167

set of initial conditions, the gain of the feedback is chosen sufficiently low so that the control magnitude will not saturate. Consequently, because of the linearity, whenever the state is close to the origin, the control magnitude will be far from its fully allowed value, and thus, the closed-loop system will be operating far from its full capacity. This is a critical issue in view of the fact that the control capacity of systems subject to input saturation is closely tied to performance issues such as fast response, disturbance rejection, and robustness in the face of uncertainties. For continuous-time systems, the abovementioned drawback of low-gain feedback lead the researchers to develop an improved design method which can appropriately be termed as low-and-high-gain design method. Such a low-andhigh-gain design method was basically conceived for semi-global control problems beyond stabilization and was related to the performance issues such as semi-global stabilization with enhanced utilization of the available control capacity, semi-global disturbance rejection, and robustness of stability with respect to uncertainties [74, 77, 78, 128]. The low-and-high-gain control laws are composite control laws. Namely, they are composed by adding a low-gain control law and a high-gain control law. The design is sequential. First, a low-gain control law is designed as in the previous sections while using a tuning parameter ". Then, utilizing an appropriate Lyapunov function for the closed-loop system under such a low-gain control law, a high-gain control law is constructed by embedding another tuning parameter ˛. Thus, both the low-gain and high-gain controllers are equipped with tuning parameters. The role of the low-gain and that of the highgain controller are completely separated. The role of the low-gain control law is to ensure, independent of the high-gain controller: 1. The asymptotic stability of the equilibrium of the closed-loop system. 2. That the basin of attraction of the closed-loop system contains an a priori given bounded set. In fact, the tuning parameter " in the low-gain controller can be tuned to enlarge the basin of attraction of the equilibrium of the closed-loop system such that it includes any a priori given (arbitrarily large) bounded set. On the other hand, the role of the high-gain controller is to achieve performance beyond stabilization such as disturbance rejection, robustness, and improved transient response. Again, this performance is achieved by appropriate choice of the tuning parameter ˛ of the high-gain controller. We must mention that the low-gain parameter basically determines the domain of attraction. The high-gain parameter primary focus is to speed up the performance. Obviously, one cannot have low-and-high-gain control laws for discrete-time systems in the same way as one does for continuous-time systems. This is so because one cannot arbitrarily increase gain for discrete-time systems. As mentioned above, the high-gain component of low-and-high-gain design is basically a “Lyapunov design”. Recognizing this, one can produce the high-gain component for discrete-time systems although with profoundly different features than those obtained for the continuous-time case. This is what has been done in [84, 85] and will be reviewed shortly.

168

4 Constraints on inputs: actuator saturation

As in the case of designing low-gain control laws, there exist two methods of designing low-and-high-gain control laws, one based on direct eigenstructure assignment and the other ARE-based. We first describe the direct eigenstructure assignment method.

4.5.1 Direct eigenstructure assignment: continuous time In Sect. 4.3, we designed low-gain feedback control laws that solve the semiglobal stabilization problem. By reducing the parameter " as close to zero as needed, we obtain as large a domain of attraction as needed. However, smaller " also implies that the feedback gain becomes smaller, and hence, we have slow convergence to the equilibrium. We first present a preliminary lemma. The following lemma gives a method to speed up the performance of the system by introducing a high-gain parameter:

Lemma 4.37 Consider a linear system xT D Ax C Bu;

x.t/ 2 Rn

with all eigenvalues of A in the closed left-half plane. Let FL;" be a matrix such that there exists a Q" > 0 such that the solution P" > 0 of the Lyapunov equation, .A C BFL;" /0 P" C P" .A C BFL;" / C Q" D 0; has the property that lim P" D 0;

(4.143)

0 P" > FL;" FL;"

(4.144)

"!0

and

for all " > 0, then the feedback controller u D FL;" x C ˛FH;" x;

(4.145)

where FH;" D B 0 P" , Then, for any compact set X there exists an " such that, for all 0 < " < " and all ˛ > 0, the system xT D Ax C B.u/;

x.t/ 2 Rn

with controller (4.145) is locally asymptotically stable with X contained in its domain of attraction.

4.5 Semi-global stabilization by low-and-high-gain design

169

Proof : Consider the set ˚ V" WD x 2 Rn j x 0 P" x < 1 : We choose " sufficiently small such that X  V" . This is possible due to (4.143). We note that V" is a positively invariant set in the sense that x.t/ 2 V" implies that x. / 2 V" for all > t. In order to establish this, we first note that d 0 x .t/P" x.t/ D x 0 .t/Q" x.t/ C 2x 0 .t/P" Bv.t/; dt where v.t/ D  .FL;" x.t/ C ˛FH;" x.t//  FL;" x.t/: Since x.t/ 2 V" , we have 0 x 0 .t/FL;" FL;" x.t/ 6 x 0 .t/P" x.t/ < 1;





where we use (4.144), and hence, kFL;" x.t/k < 1. This implies that

..FL;" x.t/ C ˛FH;" x.t// D FL;" x.t/ C

::

:

::

:

 :: : :: :



0

1

0

0 :: : 0

0 :: :

with i 2 Œ0; 1 for i D 1; : : : ; m. This implies that d 0 x .t/P" x.t/ D x 0 .t/Q" x.t/ dt

 ˛2x 0 .t/P" B



1 0 :: : 0

0 ::

:

::

:

 :: : :: :



0

˛FH;" x.t/

0 m

0 :: :

 B 0 P" x.t/;

0 m

and hence, d 0 x .t/P" x.t/ 6 x 0 .t/Q" x.t/ < 0: dt Therefore, in the set V" , we have x 0 .t/P" x.t/ exponentially decaying to zero, which implies that we do not leave V" and also that we have local exponential stability, and, by construction, the set X is contained in the domain of attraction.

170

4 Constraints on inputs: actuator saturation

Note that from the proof we can see that for ˛ large, the input we choose approaches the input which minimizes d 0 x .t/P" x.t/: dt In other words, we maximize the decay of the Lyapunov function. The above theorem does not make explicit how to find P" and Q" with the required properties. In the direct method to follow, our aim is to make the construction explicit and also make the dependency on " explicit. This is the next phase of this section. A design algorithm for a single-input system



 

We first consider single-input systems and then consider the general case. Consider a single input system .A; B/ in the following controllable canonical form:

AD

0 :: : :: : 0 an

1 ::

:

 

0 :: : :: :  a3

 :: :

0 :: :

1 0 a2

0 1 a1

BD

;

0 :: : 0 0 1

;

(4.146)

with all eigenvalues of A in the closed left-half plane. Let FL;" be the matrix such that any eigenvalue i on the imaginary axis is moved to i  2", while all the eigenvalues in the open left-half plane remain at the same location. We consider the equation .A C BFL;" /0 P" C P" .A C BFL;" / C Q" D 0:





Borrowing the earlier construction from Sect. 4.3.1, we introduce the basis transformation " associated with the basis (4.11) such that J";1

"1 .A

C BFL;" /" D

0 :: : 0

::

:

::

:

 :: : :: :



0

0

0 :: : 0 J";k

;

4.5 Semi-global stabilization by low-and-high-gain design



171



where J";i is a Jordan block associated with the eigenvalue i 2" of size mi mi . We introduce

"0 P" " D Pz" D



and

Pz";1 0 :: : 0

z ";1 Q

z" D "0 Q" " D Q

0 :: : 0

0 :: : :: :

 :: : :: :



0

0 :: : :: :

 :: : :: :



0

0 :: : 0 z P";k

0 :: :

 :

0 z ";k Q

We get the equation 0 z z ";i D 0: J";i P";i C Pz";i J";i C Q

z ";i D "I , and we obtain that Pz";i D "Pxi for all If Re i < 0, then we choose Q " > 0 with Pxi > 0. If Re i D 0, we observe that the Lyapunov equation is equal to z ";i D 0; .Jx  2"I /0 Pz";i C Pz";i .Jx  2"I / C Q where Jx is a Jordan block associated with eigenvalue 0 of size mi  mi . In other words, the imaginary part of i does not play a role in the equation. In this case, z ";i D "2mi I , and we note that Pz";i is polynomial in ": we choose Q Pz";i D

2mi 1

X

"j Pxi;j :

j D1

This can be established using the recursion 4Pxi;j D Jx0 Pxi;j C1 C Pxi;j C1 Jx for j D 1; : : : ; 2mi  2 with Pxi;2mi 1 D 14 I . The fact that Pxi;0 D 0 follows from the fact that Jx is nilpotent and hence Jxmi 1 D 0. In order to apply Lemma 4.37 to establish that we obtain in this way a proper low-and-high-gain design, we need to verify that P" ! 0 as " ! 0 and that 0 FL;" : P" > FL;"

(4.147)

172

4 Constraints on inputs: actuator saturation

The fact that P" ! 0 as " ! 0 is a trivial consequence of our construction. In order to establish (4.147), we first note that  FL;" " D Fz";1



 Fz";k ;

and (4.13) implies that there exists a M > 0 such that kFz";i e` k 6 M "mi `C1 for i D 1; : : : ; k and ` D 1; : : : ; mi where e1 ; : : : ; emi is the standard basis for Rmi . Next, we note that our recursion implies that there exists a m > 0 such that eh0 Pxj e` D 0 for h C ` < 2mi  j C 1 and eh0 Pxj e` > m for h C ` D 2mi  j C 1. This implies that e 0 Pz";i e` > m"2mi C1h` h

for h; ` D 1; : : : ; mi and " sufficiently small. Combined with 0 z F";i e` < M 2 "2mi C2h` ; eh0 Fz";i

we find that for " small enough, we have 0 z Fz";i F";i 6 Pz";i

and hence, (4.147) is satisfied. Therefore, Lemma 4.37 can be applied, and we can conclude that this design has the required properties. A design algorithm for multi-input systems We use the same initial state transformation as in Sect. 4.3.1, i.e., a state transformation x and an input transformation u such that the matrices x1 Ax and x1 Bu are in the following form:



x1 Ax

D

A1

A1;2

0 :: : :: : 0

A2 :: : 

 :: : :: : :: : 

A1;q :: : Aq1;q Aq 0

0 :: : :: : 0 AqC1



;



4.5 Semi-global stabilization by low-and-high-gain design

x1 Bu

B1

0

0 :: : 0

B2 :: :

D



BqC1;1

 

 :: : :: :

0 :: :

0

0 Bq

BqC1;q1

BqC1;q

Ai D

1 :: :  

0 ::

:

::

:

 a3i

 ;

 

where q is an integer, and for i D 1; 2; : : : ; q, 0 :: : :: : 0 ani i

B1;qC1 :: : :: : Bq;qC1 BqC1;qC1

173

 :: :

0 :: :

1 0 a2i

0 1 a1i

;

Bi D

0 :: : 0 0 1

:

Clearly, .Ai ; Bi / is controllable. The transformation x is such that all the eigenvalues of Ai are on the imaginary axis, and all the eigenvalues of AqC1 have strictly negative real parts. Step 2: For each .Ai ; Bi /, let FL;";i 2 R1ni be the state feedback gain such that the eigenvalues of Ai C Bi FL;"i ;i can be obtained from the eigenvalues of Ai by moving any eigenvalue i on the imaginary axis is to i  2" while all the eigenvalues in the open left-half plane remain at the same location. We note here that such a gain FL;";i exists and is unique. Moreover, it can be obtained explicitly in terms of ". The uniqueness follows since .Ai ; Bi / is a single input controllable pair. Step 3 : The family of low-gain state feedback control laws parameterized in " is defined by (4.148) u D FL;" x;



where the state feedback gain matrix FL;" is given by

FL;" D u

FL;"1 ;1

0

0 :: : :: : 0

FL;"2 ;2 :: :

 :: : :: : :: :





 ::

:

FL;"q ;q 0



0 :: : :: :

0 0

x1 ;

(4.149)

174

4 Constraints on inputs: actuator saturation

where "qC1 D " while for i D 1; : : : ; q, we have 6r

i C1 "i D "i C1

C1

;

(4.150)

where ri is the largest algebraic multiplicity among the eigenvalues of Ai for i D 1; : : : ; q while rqC1 D 1. Moreover, we construct P";i and Q";i such that .Ai C Bi F"i ;i /0 P"i ;i C P"i ;i .Ai C Bi F"i ;i / C Q"i ;i D 0 with P"i ;i ! 0 as "i ! 0 and P"i ;i > F"0i ;i F"i ;i for i D 1; : : : ; q such that there exist constants m x 1; m x 2 , and m x 3 such that m x 1 "2ri 1 I 6 P"i ;i 6 m x 2 "i I

(4.151)

Q";i > m x 3 "2ri I:

(4.152)

and

The algorithm presented earlier for the single-input case tells us how to construct P"i ;i and Q"i ;i . We define FH;"i ;i D Bi0 P"i ;i ; and the family of low- and high-gain state feedback control laws parameterized in " is defined by u D FL;" x C ˛FH;" x;





(4.153)

where the state feedback gain matrix FL;" is given by (4.149), and

FH;" D u

FH;"1 ;1

0

0 :: : :: : 0

FH;"2 ;2 :: : 

 :: : :: : :: : 

 ::

:

FH;"q ;q 0

0 :: : :: :

x1 :

0 0

We define Q";qC1 D "I and P";qC1 is such that A0qC1 P";qC1 C P";qC1 AqC1 C Q";qC1 D 0;

(4.154)

4.5 Semi-global stabilization by low-and-high-gain design



and define rqC1 D 1. We also define

P" D x

P"2 ;2 :: :

 :: : :: :

0



0

P"qC1 ;qC1

P"1 ;1

0

0 :: : 0

0 :: :

 x1 :

175

(4.155)

The initial conditions are in the compact set X. This implies that for " small enough, the initial conditions satisfy 

1 1 n 0 x.0/ 2 V" D x 2 R j x P" x 6 : (4.156) 2 2 For i D q C 1, we have 2ri

xi0 .t/P"i ;i xi .t/ 6 e "i

t

(4.157)

given (4.156). Using (4.151), this yields kxi .t/k 6

m x 1 "2ri t =2 e i : ri 1=2 "i

(4.158)

We will prove (4.157) and (4.158) for i D 1; : : : ; q through an induction argument. Assume that (4.157) and (4.158) are satisfied for i D j C 1; : : : ; q C 1. We will establish that this inequality is also satisfied for i D j . To establish this, we consider the j ’th subsystem xTj D Aj xj C Bj uj C wj ;

(4.159)

wj D Aj;j C1 xj C1 C    C Aj;q xq

(4.160)

where while wq D 0. Using (4.158) for i D j C 1; : : : ; q, we obtain that there exists a Mj such that 2rj C1 Mj kwj .t/k 6 r 1=2 e "j C1 t =2 "jj C1 for all t > 0. We obtain in the set V" d 0 x .t/P"j ;j xj .t/ D xj0 .t/Q"j ;j xj .t/ C 2xj0 .t/P"j ;j Bj vj .t/ dt j C 2xj0 .t/P"j ;j wj .t/;

176

4 Constraints on inputs: actuator saturation

where

vj .t/ D  FL;"j ;j xj .t/ C ˛FH;"j ;j xj .t/  FL;"j ;j xj .t/: Since by assumption x.t/ 2 V" , we have 0 xj0 .t/FL;" FL;"j ;j x.t/ 6 xj0 .t/P";j xj .t/ < 1; j ;j

where we use (4.144), and hence, kFL;"j ;j xj .t/k < 1. This implies that

. FL;"j ;j xj .t/ C ˛FH;"j ;j xj .t/ D FL;"j ;j xj .t/ C ˛FH;"j ;j xj .t/ with  2 Œ0; 1 . This in turn implies that d 0 x .t/P"j ;j xj .t/ D xj0 .t/Q"j ;j xj .t/ C 2xj0 .t/P"j ;j wj .t/ dt j  ˛2xj0 .t/P"j ;j Bj Bj0 P"j ;j xj .t/; and hence, d 0 x .t/P"j ;j xj .t/ 6 xj0 .t/Q"j ;j xj .t/ C 2xj0 .t/P"j ;j wj .t/: dt j

(4.161)

By (4.151) and (4.152), we find that xj0 Q"j ;j xj >

m3 2rj 1 0 " xj P"j ;j xj > 2"2rj xj0 P"j ;j xj ; m2

where the last equality holds for sufficiently small " > 0. Next, we note that

1=2 p p 2xj0 P"j ;j wj 6 2 xj0 P"j ;j xj m2 "j 6



1=2 xj0 P"j ;j xj

p 2 "j r C1 "jjC1

2rj C1

Mj r C1 "jjC1

2rj C1

e "j C1

e "j C1 1=2

t =2

for sufficiently small ". We define Vj .t/ D xj0 .t/P"j ;j xj .t/; and we obtain using the above two bounds and (4.161) that Vj0 .t/

6

2r 2"j j V .t/

C

p 2 "j r C1 "jjC1

2rj C1

e "j C1

t =2

p V .t/:

t =2

4.5 Semi-global stabilization by low-and-high-gain design

This yields 2r

1=2 0

.Vj

1=2

/ 6 "j j Vj

p "j

C

177

2rj C1

e "j C1

r C1 "jjC1

t =2

:

Therefore, 2 Vj1=2 .t/ 6 e

2rj "j

t

p 4 "j

4V 1=2 .0/ C j

3r

j C1 "j C1

3 2rj

5 6 e "j

t

given (4.150) and (4.156). This yields, for " small enough, (4.157) and (4.158) for i D j , where we use for the latter (4.151). This recursively establishes (4.157) and (4.158) for i D 1; : : : ; q C 1 given (4.156). Since X  12 V" , we find that for all initial conditions in X, we stay inside V" and converge to zero exponentially. This establishes the required properties of our design. A design algorithm for measurement feedback In case of measurement feedback we have, xT D Ax C B.u/ y D C x:

(4.162)

We need to build an observer that can be used in conjunction with the low-andhigh-gain state feedback designed before. To be more precise, we need a high-gain observer which yields fast performance. In addition to earlier assumptions that .A; B/ is stabilizable and all eigenvalues of A being inside the closed left-half plane, we assume that the pair .C; A/ is observable. For this purpose, we transform the system to the so-called Brunovski canonical form. That is, we choose a state transformation x , an output transformation y , and an output injection K such that x1 .A  KC /x and x1 Bu are in the following form:



x1 .A  KC /x D Ax D

 y Cx D Cx D

C1

0

0 :: : 0

C2 :: :

CqC1;1

 

A1

0

0 :: : 0

A2 :: :

 :: : :: :



0

 :: : :: :

0 :: :



0 Aq 0 :: :

0

0 Cq

CqC1;q1

CqC1;q

;

 ;

178

4 Constraints on inputs: actuator saturation





where q is an integer, and for i D 1; 2; : : : ; q,

Ai D

 Ci D 1

0 :: : :: : 0 0

1 :: :

0 :: : :: :

 

 

0 

 :: :

0 :: :

1 0 0

0 1 0



 0 :

0

Clearly, .Ai ; Ci / is observable. This transformation is closely related by duality to the transformation used to obtain (4.4) and (4.5). However, due to the output injection, we could obtain a block diagonal structure in the A matrix. In the state feedback case, when obtaining (4.4) and (4.5), we consider low-gain feedback, and we did not have the freedom to apply arbitrary preliminary state feedback laws. The consequence of this is that we could only obtain a block upper-diagonal matrix. Choose Ki such that Ai Ki Ci is Hurwitz for i D 1; : : : q and let Kx be given by



xD K

K1

0

0 :: : 0

K2 :: :

 :: : :: :



0



Next, we introduce

Si .`/ D



`

0

0 `2 :: : : : : 0 

0 :: :

0 :: :

0 Kq

0 0

 :: : :: : 0





0 :: : 0 ` pi

where pi equals the number of columns of Ai and S1 .`/

S` D

0 :: : 0

 : S2 .`/ : : :: :: : : 0



0

:

0 :: : 0 Sq .`/

 :

4.5 Semi-global stabilization by low-and-high-gain design

179

In that case, it is easy to verify that   x Cx S` D `.Ax  Kx Cx /; S`1 Ax  S` K and hence, the output injection x y K` D K C x S` K has the property that x Cx /: S`1 x1 ŒA  K` C x S` D `.Ax  K We apply the measurement feedback controller xyT D Ay x C B.u/ C K` .y  C xy/ u D FL;" xy C ˛FH;" xy

(4.163)

to the system (4.162). We have the following result.

Theorem 4.38 Consider the system (4.162) where .A; B/ is stabilizable, .C; A/ is observable and the eigenvalues of A are in the closed left-half plane. Then for y there exists an " such that for all " < " and ˛ > 0 any compact sets X and X,  we can find ` ."; ˛/ for which the controller (4.163) achieves local exponential y provided that ` > ` ."; ˛/. stability and a domain of attraction containing X  X We establish here only a proof for the single-input case where a relatively simple Lyapunov-based proof can be given. In the general multi-input case, we need the same complex proof of the state feedback case establishing stability recursively for the subsystems (4.159), but in this case, the error term (4.160) contains an extra term due to measurement error. Proof of the single-input case : In the single-input state feedback case, we have constructed P" and Q" such that .A C BFL;" /0 P" C P" .A C BFL;" / C Q" D 0 while 0 FL;" ; P" > FL;"

lim P" D 0

"!0

and FH;" D B 0 P" :

180

4 Constraints on inputs: actuator saturation

Under the output feedback law (4.163), the closed-loop system takes the form ( xT D Ax C B.FL;" xy  ˛B 0 P" xy/ (4.164) xyT D Ay x C B.FL;" xy  ˛B 0 P" xy/ C K` .y  C xy/; which, in the new coordinates .x; e/ where e D x  xy, becomes ( xT D Ax C B..FL;"  ˛B 0 P" /.x  e// eT D .A  K` C /e:

(4.165)

Local exponential stability then immediately follows since A  K` C and A C BFL;" ˛BB 0 P" are both Hurwitz. It remains to consider the domain of attraction. We define z D `n S`1 x1 e: Then, the closed-loop system can be rewritten as ( xT D Ax C B..FL;"  ˛B 0 P" /.x  `n S` x z// x Cx /z: zT D `.Ax  K

(4.166)

z such that Since  is bounded and x.0/ 2 X, there exists a bounded set X z x.1/ 2 X for all initial conditions y .x.0/; xy.0// 2 X  X and independent of ˛ and `. We have x

xx

z.1/ D e `.AK C / `n S`1 x1 e.0/ with e.0/ bounded. Hence, for an arbitrary compact set Z, there exists an `1 x xx such that for ` > `1 we have z.1/ 2 Z. After all, e `.AK C / converges to zero n 1 exponentially as ` ! 1 while ` S` only grows polynomially in `. Consider now the Lyapunov function, V" .x/ D x 0 P" x C z 0 Rz;

(4.167)

where R is such that x Cx / C I D 0; .Ax  KxCx /R C R.Ax  K and let c > 0 be such that c

sup z x2X;z2Z;"2.0;1

x 0 P" x C z 0 Rz:

(4.168)

4.5 Semi-global stabilization by low-and-high-gain design

181

z and Z are bounded. Moreover, P" is bounded by P1 Such a c exists because X  for " 2 Œ0; 1 . Let "1 be such that, for all " 2 .0; "1 , .x; z/ 2 LV .c/ D fx 2 Rn ; z 2 Rn W x 0 P" x C z 0 Rz 6 cg; we have kFL;" .x  `n S` x z/k 6  for all ` > `1 . The existence of such an "1 is due to the fact that `n S` is small for large ` while lim"!0 FL;" D 0. We will establish that for all t > 1 we have .x.t/; z.t// 2 LV .c/ with x.t/ ! 0, z.t/ ! 0 as t ! 1. Note that for .x; z/ 2 LV .c/, we have .FL;" .x  `n S` x z// D FL;" .x  `n S` x z/; and hence, ..FL;"  ˛B 0 P" /.x  `n S` x z// D .FL;"  ˛B 0 P" /.x  `n S` x z// for some  2 Œ0; 1 , provided that .x; z/ 2 LV .c/. It follows then that for all " 2 .0; "1 and for all .x; z/ 2 LV .c/, the closed-loop system (4.166) can be written as ( xT D .A C BFL;"  ˛BB 0 P" /x C B.FL;"  ˛B 0 P" /`n S` x z (4.169) zT D `.Ax  Kx Cx /z: The evaluation of VT" along the trajectories of this closed-loop system gives, for all .x; z/ 2 LV .c/ and for all " 2 .0; "1 , VT" D x 0 Q" x  2˛x 0 P" BB 0 P" x  2x 0 P" B.FL;"  ˛B 0 P" /`n S` x z  `z 0 z p 6 x 0 Q" x C ` x 0 Q"1=2 z  `z 0 z 6  12 x 0 Q" x  12 `z 0 z; provided that ` is large enough such that kP" B.FL;"  ˛B 0 P" /`n S` x k 6

1p ` min .Q" /1=2 : 2

The above can be clearly achieved since the left-hand converges to zero while the right-hand side converges to infinity as ` ! 1. This implies that .x; z/ remains in the set LV .c/ for all t > 0 and that V" .t/ ! 0 as t ! 1 for ` sufficiently large. Therefore, we find that x.t/ ! 0 as t ! 1. This completes the proof of our result.

182

4 Constraints on inputs: actuator saturation

The above observer, in general, has a large overshoot. This makes it sensitive to disturbances. But another example, presented in Chap. 5, is the case when the saturation function is not exactly known. The latter also causes the above highgain observer to behave badly in some cases. If we assume that the given system is left invertible and of minimum phase, then these problems can be avoided. We note that if the system .A; B; C; 0/ is left invertible and minimum phase, then there exists a basis transformation s such that s1 As

A0 D B1 E1

! L0 C1 ; A1

! 0 ; D B1

s1 B

  Cs D 0 C1

with A0 asymptotically stable. This follows from Chap. 3 where ! x1 s x D ; x2

xb x2 D xd

x1 D xa ;

!

in the notation of SCB. Note that xc is missing because the system is left invertible and A0 is Hurwitz because the system is minimum phase. Next, we note that the subsystem .A1 ; B1 ; C1 ; 0/ based on the SCB has the following structure:



A1 D

Abb Bq1 E1b :: : :: : Bqmd Emd b



B1 D

 C1 D

0 Bq1 0 :: : 0

0 Aq1 0 :: : 0

0 0 :: : :: :

  :: : :: :



0

0 0 :: : :: :

  :: : :: :

0



0

Bqmd

0 0 :: :



Cq2 :: :  0

0 

Cqmd 0

0

0 :: : 0 Cb

0 :: : 0 0

0

;

0 :: :

Cq1

;

Aqmd

 :: : :: :

0



0 0 :: :

0

 ;

4.5 Semi-global stabilization by low-and-high-gain design







where q is an integer, and for i D 1; 2; : : : ; md ,

Aqi D

 Cqi D 1

0 :: : :: : 0 0

1 :: :

0 :: : :: :

 

 

0 

 :: :

0 :: :

1 0 0

0 1 0



Bqi D

;

 0 :

0



0 :: : 0 0 1

183



Choose Kqi such that Aqi  Kqi Cqi is Hurwitz for i D 1; : : : md and let Kd;1 be given by

Kq2 :: :

 :: : :: :

0



0

Kqmd

Kq1

0

0 :: : 0

Kd;1 D

Next, we introduce

Si .`/ D `pi





`

0

0 :: : 0

`2 :: :

 :: : :: :



0

0 :: :

0 :: :

:



where pi equals the number of columns of Aqi and S1 .`/

Sd;` D

0 :: : 0

 : S2 .`/ : : :: :: : : 0



0

;

0 ` pi

0 :: :

 :

0 Smd .`/

Finally, choose nb distinct complex numbers 1 ; : : : ; nb in the open left-half plane such that the set is symmetric with respect to the real axis. Choose Kb;` such that Abb  Kb;` Cb has eigenvalues `1 ; : : : `nb which is possible since .Cb ; Abb / is observable. Then there exists a Sb;` such that 1 Sb;` .Abb  Kb;` Cb /Sb;` D `.Abb  Kb;1 Cb /;

184

4 Constraints on inputs: actuator saturation

where, without loss of generality, we choose Sb;` such that kSb;` k D 1. Putting the above together, it is easy to verify that   1 S1;` A1  K1;` C1 S1;` D `.A1  Kx1 C1 /; where S1;`

Sb;` D 0

!

0 Sd;`

;

x1 D K

and the output injection K1;` is given by K1;`

0 D S1;` Kd;1

0 Kd;1

Kb;1 0

! ;

! Kb;` : 0

Clearly, by construction, S1;` also has the property that 1 S1;` B1 D B1 :

Moreover, there exists a M , independent of `, such that kS` k < M for all ` > 1. In order to conclude, we define ! L0 ; K` D s K1;` and we choose the feedback (4.163). With the new observer gain, the controller still has the properties of Theorem 4.38. This can be seen using the same arguments as in the proof of Theorem 4.38. The advantage of this new observer comes when we apply it to a system with input-additive disturbance d : xT D Ax C B.u/ C Bd y D C x: If we apply the controller (4.163) to this system, we obtain ! ! I 0 ez1 x  xy D s ; 0 S1;` ez2 where ezT1 D A0 ez1 ezT2 D `.A1  Kx1 C1 /z e2 C B1 .d C E1 ez1 /:

(4.170) (4.171)

We note that increasing ` speeds up the convergence of ez2 to zero without increasing the effect of the disturbances. Since S1;` is bounded, we see also that x  xy converges to zero faster without increasing the effect of the disturbances. Actually, by increasing `, we see that the effect of the disturbances on the observer

4.5 Semi-global stabilization by low-and-high-gain design

185

error can be made arbitrarily small. This is the advantage of this new observer which can only be obtained under the additional assumptions of left invertibility and minimum phase.

4.5.2 Direct eigenstructure assignment: discrete time We note that one cannot have low-and-high-gain control laws for discrete-time systems in the same way as one does for continuous-time systems. This is because, for discrete-time systems, the closed-loop stability implies that the linear part of closed-loop system has poles within the unit circle rather than having arbitrarily large magnitude in the negative half plane as in the case of continuous-time systems. As before, we split the design into single- and multi-input systems. A design algorithm for a single input system The following lemma gives a method to speed up the performance of the system by introducing a high-gain parameter:

Lemma 4.39 Consider a single-input linear system x.k C 1/ D Ax.k/ C Bu.k/;

x.k/ 2 Rn

with all eigenvalues of A in the closed unit disc. Let FL;" be a matrix such that the solution P" > 0 of the Lyapunov equation, P" D .A C BFL;" /0 P" .A C BFL;" / C Q" ; has the property that lim P" D 0;

(4.172)

0 P" > FL;" FL;"

(4.173)

"!0

and

for all " > 0, then the feedback controller u D FL;" x C ˛FH;" x with ˛ 2 Œ0; 2 where FH;" D .B 0 P" B/1 B 0 P" .A C BFL;" /

(4.174)

186

4 Constraints on inputs: actuator saturation

is such that for any compact set X there exists an " such that for all 0 < " < " and all ˛ 2 Œ0; 2 , the system x.k C 1/ D Ax.k/ C B.u.k//;

x.k/ 2 Rn

with controller (4.174) is locally asymptotically stable with X contained in its domain of attraction.

Proof : Consider the set ˚ V" WD x 2 Rn j x 0 P" x < 1 : We choose " sufficiently small such that X  V" . This is possible due to (4.172). We note that V" is a positively invariant set in the sense that x.k/ 2 V" implies that x.i / 2 V" for all i > k. In order to establish this, we first note that x 0 .k C 1/P" x.k C 1/ D x 0 .k/P" x.k/  x 0 .k/Q" x.k/ C 2x 0 .k/.A C BFL;" /0 P" Bv.k/ C v 0 .k/B 0 P" Bv.k/; where v.k/ D  .FL;" x.k/ C ˛FH;" x.k//  FL;" x.k/: Since x.k/ 2 V" , we have 0 x 0 .k/FL;" FL;" x.k/ 6 x 0 .k/P" x.k/ < 1;

where we use (4.173), and hence, kFL;" x.k/k < 1. This implies that ..FL;" x.k/ C ˛FH;" x.k// D FL;" x.k/ C ˛FH;" x.k/ with  2 Œ0; 1 . This in turn implies that x 0 .k C 1/P" x.k C 1/ D x 0 .k/P" x.k/  x 0 .k/Q" x.k/  .2˛  2 ˛ 2 /x 0 .k/.A C BFL;" /0 P" B.B 0 PB/1 B 0 P" .A C BFL;" /x.k/: Since  2 Œ0; 1 and ˛ 2 Œ0; 2 , we find 2˛ > 2 ˛ 2 , and hence, x 0 .k C 1/P" x.k C 1/ 6 x 0 .k/P" x.k/  x 0 .k/Q" x.k/ < x 0 .k/P" x.k/: Therefore, in the set V" , we have x 0 .k/P" x.k/ exponentially decaying to zero. This implies that we do not leave V" , and also, we have local exponential stability, and, by construction, the set X is contained in the domain of attraction.

4.5 Semi-global stabilization by low-and-high-gain design

187

The above lemma does not make explicit how to find P" and Q" with the required properties. In the direct method to follow, our aim is to make the construction explicit and also make the dependency on " explicit. This is the next phase of this section. Consider a single input system .A; B/ in the following controllable canonical form:



AD

0 :: : :: : 0 an

1 ::

:

 

0 :: : :: :  a3

 

 :: :

0 :: :

1 0 a2

0 1 a1

0 :: : 0 0 1

BD

;

;

(4.175)

with all eigenvalues of A in the closed unit disc. Let FL;" be the matrix such that .A C BFL;" / D .1  2"/.A/  C : We consider the Lyapunov equation P" D .A C BFL;" /0 P" .A C BFL;" / C Q" : Borrowing the earlier construction from Sect. 4.3.2, we introduce a slightly modified basis transformation z" associated with the basis m1 1 .m1 1/ q .";1 /; : : : ; q.";1 /; ";1 q .1/ .";1 /; : : : ; ";1 m 1 .mk 1/

q.";k /; ";k q .1/ .";k /; : : : ; ";1k



instead of the basis (4.30) such that

::

:

::

:

 :: : :: :



0

J";1



0

0 :: : 0

z"1 .A C BFL;" /z" D

q

0 :: : 0 J";k

.";k /





(4.176)

;

where J";i D ";i Jxmi where Jxmi is a Jordan block associated with the eigenvalue 1 of size mi  mi . We introduce

z"0 P" z" D Pz" D

Pz";1 0 :: : 0

0 :: : :: :

 :: : :: :



0

0 :: : 0 z P";k

188

4 Constraints on inputs: actuator saturation



and

z ";1 Q

z" D z"0 Q" z" D Q

0 :: : 0

0 :: : :: :

 :: : :: :



0

0 :: :



:

0 z Q";k

We get the equation 0 z z ";i : Pz";i D J";i P";i J";i C Q

z ";i D "I , and we obtain Pz";i D "Pxi for all " > 0 If ji j < 1, then we choose Q x with Pi > 0. If ji j D 1, we note that the Lyapunov equation is equal to z ";i : Pz";i D .1  2"/2 Jxm0 i Pz";i Jxmi C Q In other words, the phase angle of i does not play a role in the equation. We define Jzmi D Jxmi  I which is a Jordan block associated with the eigenvalue 0 and a nilpotent matrix. We get   z ";i : .2"  "2 /Pz";i D .1  2"/2 Jzm0 i Pz";i C Pz";i Jzmi C Jzm0 i Pz";i Jzmi C Q Define ıD

2"  "2 ; .1  2"/2

z ";i D Q

ı 2mi I; .1  2"/2

and we get   ı Pz";i D Jzm0 i Pz";i C Pz";i Jzmi C Jzm0 i Pz";i Jzmi C ı 2mi I: In this case, we note that Pz";i is a polynomial in ı: Pz";i D

2mi 1

X

ı j Pxi;j :

j D1

This can be established using the recursion Pxi;j D Jzm0 i Pxi;j C1 C Pxi;j C1 Jzmi C Jzm0 i Pxi;j C1 Jzmi for j D 1; : : : ; 2mi  2 with Pxi;2mi 1 D I . The fact that Pxi;0 D 0 follows from the fact that Jxmi is nilpotent, and hence, Jxmi 1 D 0.

4.5 Semi-global stabilization by low-and-high-gain design

189

In order to apply Lemma 4.39 to establish that we obtain in this way a proper low-and-high-gain design, we need to verify that P" ! 0 as " ! 0 and 0 FL;" : P" > FL;"

(4.177)

The fact that P" ! 0 as " ! 0 is a trivial consequence of our construction (note that " ! 0 trivially implies that ı ! 0). In order to establish (4.177), we first note that   FL;" z" D Fz";1    Fz";k ; and (4.32) implies that there exists a M > 0 such that kFz";i e` k 6 M "mi `C1 for i D 1; : : : ; k and ` D 1; : : : ; mi where e1 ; : : : ; emi is the standard basis for Rmi . Next, we note that our recursion implies that there exists a m > 0 such that eh0 Pxj e` D 0 for h C ` < 2mi  j C 1 and eh0 Pxj e` > m for h C ` D 2mi  j C 1. This implies that e 0 Pz";i e` > m"2mi C1h` h

for h; ` D 1; : : : ; mi and " sufficiently small. Combined with 0 z F";i e` < M 2 "2mi C2h` ; eh0 Fz";i

we find that for " small enough, we have 0 z F";i 6 Pz";i ; Fz";i

and hence, (4.177) is satisfied. Therefore, Lemma 4.39 can be applied and we can conclude that this design has the required properties. A design algorithm for multi-input systems We use the same initial state transformation as in Sect. 4.3.2, i.e., a state transformation x and an input transformation u such that the matrices x1 Ax and x1 Bu are in the following form:



x1 Ax

D

A1

A1;2

0 :: : :: : 0

A2 :: : 

 :: : :: : :: : 

A1;q :: : Aq1;q Aq 0

0 :: : :: : 0 AqC1



;



190

x1 Bu

B1

0

0 :: : 0

B2 :: :

D

BqC1;1



 

 :: : :: :

0 :: :

0

0 Bq

BqC1;q1

BqC1;q

0 :: : :: : 0 ani i

1 :: :  

0 ::

:

::

:

 a3i

B1;qC1 :: : :: : Bq;qC1 BqC1;qC1

;

 

where q is an integer, and for i D 1; 2; : : : ; q,

Ai D



4 Constraints on inputs: actuator saturation

 :: :

0 :: :

1 0 a2i

0 1 a1i

;

Bi D

0 :: : 0 0 1

:

Clearly, .Ai ; Bi / is controllable. The transformation x is such that all the eigenvalues of Ai are on the unit circle, and all the eigenvalues of AqC1 are strictly inside the unit circle. Step 2: For each .Ai ; Bi /, let FL;";i 2 R1ni be the state feedback gain such that .Ai C Bi FL;"i ;i / D .1  2"i /.Ai /  C : We note here that such a gain FL;"i ;i exists and is unique. Moreover, it can be obtained explicitly in terms of ". The uniqueness follows since .Ai ; Bi / is a single input controllable pair. Step 3 : The family of low-gain state feedback control laws parameterized in " is defined by u D FL;" x; (4.178)



where the state feedback gain matrix FL;" is given by

FL;" D u

FL;"1 ;1

0

0 :: : :: : 0

FL;"2 ;2 :: :

 :: : :: : :: :





 ::

:

FL;"q ;q 0

0 :: : :: : 0 0



x1 :

(4.179)

4.5 Semi-global stabilization by low-and-high-gain design

191

Here, "qC1 D ", and for i D 1; : : : ; q we have 6r

i C1 "i D "i C1

C1

;

(4.180)

where ri is the largest algebraic multiplicity among the eigenvalues of Ai for i D 1; : : : ; q while rqC1 D 1. Moreover, we construct P"i ;i and Q"i ;i such that P"i ;i D .Ai C Bi F"i ;i /0 P"i ;i .Ai C Bi F"i ;i / C Q"i ;i with P"i ;i ! 0 as " ! 0 and P"i ;i > F"0i ;i F"i ;i for i D 1; : : : ; q such that there exist m x 1; m x 2 , and m x 3 for which m x 1 "2ri 1 I 6 P";i 6 m x 2 "I

(4.181)

Q"i ;i > m x 3 "2ri I:

(4.182)

and

The algorithm presented earlier for the single-input case tells us how to construct P"i ;i and Q"i ;i . We define FH;"i ;i D .Bi0 P"i ;i Bi /1 Bi0 P"i ;i D .Ai C Bi F"i ;i /; and the family of low-and-high-gain state feedback control laws parameterized in " is defined by u D FL;" x C ˛FH;" x;





(4.183)

where the state feedback gain matrix FL;" is given by (4.179), and

FH;" D u

FH;"1 ;1

0

0 :: : :: : 0

FH;"2 ;2 :: : 

 :: : :: : :: : 

 ::

:

FH11;"q ;q 0

0 :: : :: : 0 0

We define Q";qC1 D "I and P";qC1 such that P";qC1 D A0qC1 P";qC1 AqC1 C Q";qC1

x1 :

(4.184)

192



4 Constraints on inputs: actuator saturation



and define rqC1 D 1. We also define

P" D x

P"2 ;2 :: :

 :: : :: :

0



0

P"qC1 ;qC1

P"1 ;1

0

0 :: : 0

0 :: :

x1 :

(4.185)

The initial conditions are in the compact set X. This implies that for " small enough, the initial conditions satisfy 

1 1 n 0 : (4.186) x.0/ 2 V" D x 2 R j x P" x 6 2 2 For i D q C 1, we have xi0 .k/P"i ;i xi .k/ 6 .1  "i i /k 2r

(4.187)

given (4.186). This yields kxi .k/k 6

m x1 .1 ri 1=2 "i

2r

 "i i /k=2

(4.188)

using (4.181). We will prove (4.187) and (4.188) for i D 1; : : : ; q through an induction argument. Assume (4.187) and (4.188) are satisfied for i D j C1; : : : ; qC 1. We will establish that this inequality is also satisfied for i D j . In order to establish this, we consider the j ’th subsystem xj .k C 1/ D Aj xj .k/ C Bj uj .k/ C wj .k/; where wj D Aj;j C1 xj C1 C    C Aj;q xq while wq D 0. Using (4.188) for i D j C 1; : : : ; q, we obtain that there exists a Mj such that Mj 2rj C1 k=2 kwj .k/k 6 r 1=2 .1  "j C1 / j C1 "j for all k > 0. We obtain in the set V" xj0 .k C 1/P"j ;j xj .k C 1/ D xj0 .k/P"j ;j xj .k/  xj0 .k/Q"j ;j xj .k/ C 2xj0 .k/.Aj C Bj FL;"j ;j /0 P"j ;j Bj vj .k/ C vj0 .k/Bj0 P"j ;j Bj vj .k/ C 2xj0 .k/.Aj C Bj FL;"j ;j /0 P"j ;j wj .k/ C wj0 .k/P"j ;j wj .k/ C 2vj0 .k/Bj0 P"j ;j wj .k/;

4.5 Semi-global stabilization by low-and-high-gain design

193

where

vj .k/ D  FL;"j ;j xj .k/ C ˛FH;"j ;j xj .k/  FL;"j ;j xj .k/: Since by assumption x.k/ 2 V" , we have 0 xj0 .k/FL;" FL;"j ;j xj .k/ 6 xj0 .k/P"j ;j x C j.k/ < 1; j ;j

where we use (4.173), and hence, kFL;"j ;j xj .k/k < 1. This implies that

. FL;"j ;j xj .k/ C ˛FH;"j ;j xj .k/ D FL;"j ;j xj .k/ C j ˛FH;"j ;j xj .k/ with j 2 Œ0; 1 , and hence, xj0 .k C 1/P"j ;j xj .k C 1/ 6 xj0 .k/P"j ;j xj .k/  xj0 .k/Q"j ;j xj .k/ C 2xj0 .k/.Aj C Bj FL;"j ;j /0 P"j ;j wj .k/ C wj0 .k/P"j ;j wj .k/ C 2vj0 .k/Bj0 P"j ;j wj .k/:

(4.189)

By (4.181) and (4.182), we find that xj0 Q"j ;j xj >

m3 2rj 1 0 " xj P"j ;j xj > "2rj xj0 P"j ;j xj ; m2

where the last equality holds for sufficiently small " > 0. Using the Lyapunov equation, we note that xj0 P"j ;j xj > xj0 .k/.Aj C Bj FL;"j ;j /0 P"j ;j .Aj C Bj FL;"j ;j /xj .k/: Next, we note that 2xj0 .Aj C Bj FL;"j ;j /0 P"j ;j wj

1=2 p p 6 2 xj0 P"j ;j xj m2 "j 6

p "j r

C1 3"jjC1

Mj .1 rj C1 1=2 "j C1

2r

j C1 k=2  "j C1 /

2r

j C1 k=2 .1  "j C1 / ;

where we use the fact that, by assumption, x 2 V" . The last inequality follows for sufficiently small ". We also note that wj0 P"j ;j wj 6 m2 "j

Mj2 2rj C1 1 "j C1

2r

j C1 k .1  "j C1 /

194

4 Constraints on inputs: actuator saturation

and 2vj0 .k/Bj0 P"j ;j wj .k/ 6 j ˛xj0 FH;"j ;j Bj0 P"j ;j wj 6 2kwj kkP"1=2 kkP"j ;j .Aj C Bj FL;"j ;j /xj k j ;j kkP"j ;j xj k 6 2kwj kkP"1=2 j ;j p p 6 2 m2 "j 6

p "j

r C1 .1 3"jjC1

Mj .1 rj C1 1=2 "j C1

2r

j C1 k=2  "j C1 /

2r

j C1 k=2  "j C1 / ;

where we again use that x 2 V" , and for the last inequality, we have to make sure that " is sufficiently small. We define Vj .k/ D xj0 .k/P"j ;j xj .k/; and we obtain using the above bounds and (4.189) that p "j 2r 2rj C1 k=2 Vj .k C 1/ 6 .1  "j j /V .k/ C rj C1 .1  "j C1 / : "j C1 Therefore, 2

0q 1i 3 2rj C1 1 p X 1  " "j B j C1 C 7 2r 6 Vj .k/ 6 .1  "j j /k 4Vj .0/ C A 5; rj C1 @ 2r " 1  "j j i D0 j C1 which gives us 2 Vj .k/ 6 .1 

2r "j j /k

4Vj .0/ C

p 2 "j 3r

j C1 "j C1

3 5:

This yields, for " small enough, (4.187) and (4.188) for i D j , where we use (4.180) and (4.181). This establishes recursively (4.187) and (4.188) for i D 1; : : : ; q C 1 given (4.186). Since X  12 V" , we find that for all initial conditions in X, we stay inside V" and converge to zero exponentially. This establishes the required properties of our design. A design algorithm for measurement feedback In case of measurement feedback, we have the system, x.k C 1/ D Ax.k/ C B.u.k// y.k/ D C x.k/:

4.5 Semi-global stabilization by low-and-high-gain design

195

We need to build an observer that can be used in conjunction with the low-andhigh-gain state feedback designed before. In addition to earlier assumptions that .A; B/ is stabilizable and all eigenvalues of A being inside or on the unit circle, we assume that the pair .C; A/ is observable. We construct the observer-based controller as xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k// u.k/ D FL;" xy.k/ C ˛FH;" xy.k/; where K is such that the eigenvalues of A  KC are all in the origin. This implies that x.n/ D xy.n/. Given a bounded set X of initial conditions for x.0/, we z given the fact that .u.k// know that x.n/ is contained in some compact set X z is is bounded for all k. Then we choose " small enough to guarantee that X contained in the domain of attraction. Finally, we choose ˛ 2 Œ0; 2 , and it is clear that this controller will achieve the required semi-global stability. So far, we pursued low-and-high-gain feedback design based on direct eigenstructure assignment method. We present next another low-and-high-gain design method which, however, is based on solving a parameterized H2 ARE.

4.5.3 ARE-based methods: continuous time As in the previous subsections, a low-and-high-gain feedback law is a composite control law. It is composed by adding together a low-gain feedback control and a high-gain feedback control. For continuous-time systems, the low-gain state feedback gain FL;" is defined as FL;" WD B 0 P" ;

(4.190)

where, as in (4.44b), P" is the positive definite solution of the following CARE: PA C A0 P  PBB 0 P C Q" D 0;

(4.191)

where Q" > 0 for all " > 0 and Q" ! 0 as " ! 0. The high-gain state feedback gain FH;" is simply defined as FH;" WD ˛B 0 P" ;

(4.192)

where, as in (4.190), P" is the positive definite solution of the CARE (4.191). As in the previous section, we use the qualifier high to the above state feedback gain because of the presence of the parameter ˛ which can possibly take high values. For the same reason, ˛ is called the high-gain parameter. The family of parameterized low-and-high-gain state feedback laws is composed of families of low-gain and high-gain state feedback laws, and is defined by u D FLH;";˛ x;

(4.193a)

196

4 Constraints on inputs: actuator saturation

where FLH;";˛ WD FL;" C FH;" D .1 C ˛/B 0 P" :

(4.193b)

Remark 4.40 The CARE-based low-and-high-gain state feedback design formulated above is actually an optimal design for the linear system .A; B/ in the absence of input saturation with appropriately chosen Qn and Rn . More specifically, choosing Rn D I =.1 C ˛/ and Qn D Q C ˛PBB 0 P , it is easy to verify that P is the solution to the new CARE: A0 P C PA  PBRn1 B 0 P C Qn D 0; and hence, u D .1 C ˛/B 0 P x D Rn1 B 0 P x is an optimal control for each fixed ˛ > 0. Once again, as in the previous subsections, we emphasize the roles played by the low-gain and high-gain parameters " and ˛. We note from [74, 77, 78, 128] that, in the context of semi-global internal stabilization of linear systems with saturating actuators, the parameter ˛ does not play any role in influencing the domain of attraction which, indeed, is basically controlled by the low-gain parameter ". However, the parameter ˛ plays a crucial role in the context of issues other than the internal stabilization, such as external stabilization, robust stabilization, disturbance rejection, and other performance-related issues. Theorem 4.41 Consider the continuous-time system (4.1). Let Assumption 4.8 hold, i.e., the pair .A; B/ is stabilizable and the eigenvalues of A are in the closed left-half plane. Then the family of linear low-and-high-gain state feedback laws given by (4.193) solves Problem 4.4. More specifically, under the state feedback (4.193), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that for all " 2 .0; " and for all ˛  0, the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction.

Proof : Consider the Lyapunov function V" .x/ D x 0 P" x

(4.194)

and let c > 0 be such that c

sup

x 0 P" x:

(4.195)

x2X;"2.0;1

Such a c exists because X is bounded and, by Lemma 4.20, lim"!0 P" D 0. Let " be such that, for all " 2 .0; " , having x 2 LV .c/ D fx 2 Rn W x 0 P" x  cg

4.5 Semi-global stabilization by low-and-high-gain design

197

implies that kB 0 P" xk  , and hence, .B 0 P" x/ D B 0 P" x;

(4.196)

where  is the actuator saturation level. We note that LV .c/ is a positively invariant set in the sense that x.t/ 2 V" implies that x. / 2 V" for all > t. In order to establish this, we first note that d 0 x .t/P" x.t/ D x 0 .t/Q" x.t/ C 2x 0 .t/P" Bv.t/; dt where v.t/ D  .FL;" x.t/ C ˛FH;" x.t//  FL;" x.t/:





Since x.t/ 2 LV .c/, we have (4.196), and hence, kFL;" x.t/k < . This implies that

..FL;" x.t/ C ˛FH;" x.t// D FL;" x.t/ C

::

:

::

:

 :: : :: :



0

1 0 :: : 0

0

0 :: :

˛FH;" x.t/

0 m

with i 2 Œ0; 1 for i D 1; : : : ; m. Therefore, d 0 x .t/P" x.t/ D x 0 .t/Q" x.t/ dt

 ˛2x 0 .t/P" B



1 0 :: : 0

0 ::

:

::

:

 :: : :: :



0

0 :: :

 B 0 P" x.t/;

0 m

and hence, d 0 x .t/P" x.t/ 6 x 0 .t/Q" x.t/ < 0: dt The above yields that in the set LV .c/ we have x 0 .t/P" x.t/ exponentially decaying to zero, which implies that we do not leave LV .c/, and also that we have local exponential stability and, by construction, the set X is contained in the domain of attraction. We proceed now to construct a family of parameterized low-and-high-gain measurement feedback control laws. We first present a preliminary lemma.

198

4 Constraints on inputs: actuator saturation

Lemma 4.42 Let the pair .A; C / be observable. Also, let Q` be the solution of the following dual algebraic Riccati equation: 0 D .A C `I /Q C Q.A C `I /0  QC 0 CQ C I:

(4.197)

Then, we have for sufficiently large `    .AQ` C 0 C /t  e  6 e `t =2

(4.198)

for all t > 1.

Proof : Standard properties of the CARE (4.197) imply that A C `I  Q` C 0 C is asymptotically stable, and hence, the eigenvalues of A  Q` C 0 C have real part strictly less than `. It is also easy to verify that Q` is increasing in ` since differentiating the Riccati equation with respect to ` yields T  QC 0 C /0 C 2Q D 0: .A  QC 0 C /QT C Q.A To show (4.198), we note that Q` has an interpretation as the optimal cost of the following optimal control problem: xT D A0 x C C 0 u;

x.0/ D

and Zt

0

Q` D inf u

ke `s x.s/k2 C ke `s u.s/k2 ds C e 2`t x.t/0 Q` x.t/:

0

There exists a M > 0 such that for any there exists an input u such that x.1=2/ D 0, kuk2 < M k k and kxk2 < M k k. When we choose this suboptimal input in the above optimization problem, we find that

0 Q` 6 2e `=2 M 2 k k2 : On the other hand, for the optimal input u D CQ` x, we get 0

x.t/ D e .A C

0 CQ /t `

;

and therefore, e 2`t 0 e .AQ` C

0 C /t

0

Q` e .A C

0 CQ /t `

D e 2`t x.t/0 Q` x.t/ 6 0 Q` 6 2e `=2 M 2 k k2 :

4.5 Semi-global stabilization by low-and-high-gain design

199

Hence, there exists a N > 0 such that e .AQ` C

0 C /t

0

e .A C

0 CQ /t `

6 Ne .AQ` C

0 C /t

Q1 e .A C

0

0 CQ /t `

6 Ne .AQ` C

0 C /t

Q` e .A C

0

0 CQ /t `

6 2e 3`t =2 NM 2 since t > 1 and Q` is increasing in `. Therefore, we find for sufficiently large ` that (4.198) is satisfied. A family of parameterized high-gain observer based low-and-high-gain measurement feedback control laws take the form ( xyT D Ay x C B.u/ C K` .y  C xy/ (4.199) u D FLH;";˛ xy; where the state feedback gain FLH;";˛ is as given by (4.193b) and the observer gain K` D Q` C 0 where Q` is the solution of the algebraic Riccati equation (4.197). We have the following theorem pertaining to semi-global stabilization:

Theorem 4.43 Consider the continuous-time system (4.1). Let Assumption 4.8 hold, i.e., assume that the pair .A; B/ is stabilizable and the eigenvalues of A are in the closed left-half plane. Moreover, assume that .C; A/ is observable. In that case, the family of linear dynamic measurement feedback laws given in (4.199) solves Problem 4.5. More specifically, under the measurement feedback y  R2n , there law (4.199), for any given (arbitrarily large) bounded set .X; X/   exists an " 2 .0; 1 such that, for all ˛  0 and for all " 2 .0; " , there exists an ` such that for ` > ` the equilibrium point .0; 0/ of the closed-loop system is y contained in its domain of attraction. locally exponentially stable with .X; X/

Proof : Under the output feedback law (4.51), the closed-loop system takes the form, ( xT D Ax C B..1 C ˛/B 0 P" xy/ (4.200) xyT D Ay x C B..1 C ˛/B 0 P" xy/ C K` .y  C xy/ which, in the new coordinates .x; e/ where e D x  xy, becomes ( xT D Ax C B..1 C ˛/B 0 P" .x  e// eT D .A  K` C /e:

(4.201)

Local exponential stability then immediately follows since A  K` C and A .1 C ˛/BB 0 P" are both Hurwitz. It remains to consider the domain of attraction.

200

4 Constraints on inputs: actuator saturation

z such that Since  is bounded and x.0/ 2 X, there exists a bounded set X z x.1/ 2 X for all initial conditions y .x.0/; xy.0// 2 X  X and independent of ˛ and `. Next, we note from Lemma 4.42 that z e `t =2 ke.t/k 6 M y and is independent of ` and ˛. z only depends on X and X for all t > 1 where M Consider now the Lyapunov function, V" .x/ D x 0 P" x;

(4.202)

and let c > 0 be such that c

x 0 P" x:

sup z x2X;"2.0;1

(4.203)

z is bounded. Moreover, P" is bounded by P1 for " 2 Such a c exists because X  Œ0; 1 . Let "1 be such that, for all " 2 .0; "1 , x 2 LV .c/ D fx 2 Rn W x 0 P" x 6 cg z we have 2kB 0 P" .x  e/k 6 . The existence of such an " and e with kek < M 1 again owes to the fact that lim"!0 P" D 0. We will establish that for all t > 1, we have x.t/ 2 2LV .c/ with x.t/ ! 0 as z , we have .B 0 P" .x  e// D t ! 1. Note that for x 2 2LV .c/ and kek < M 0 B P" .x  e/, and hence,



.B 0 P" .x  e// D B 0 P" .x  e/  ˛



1 0 :: : 0

0 :: : :: :

 :: : :: :



0



0 :: :



B 0 P" .x  e/

0 m

with i .t/ 2 Œ0; 1 for i D 1; : : : ; m and for all t > 0, provided that x 2 LV .c/ z . Define and e satisfies kek < M

M D

1 0 :: : 0

0 ::

:

::

:

 :: : :: :



0

0 :: : 0 m

:

4.5 Semi-global stabilization by low-and-high-gain design

201

z , the It then follows that for all " 2 .0; "1 and for all x 2 2LV .c/ and kek < M closed-loop system (4.201) can be written as ( xT D .A  BB 0 P"  ˛BMB 0 P" /x C BB 0 P" e C ˛BMB 0 P" e (4.204) eT D .A  K` C /e: The evaluation of VT" along the trajectories of this closed-loop system gives, for all .x; e/ 2 LV .c/ and for all " 2 .0; "1 , VT" D x 0 Q" x  x 0 P" B.I C 2˛M /B 0 P" x  2x 0 P" B.I C ˛M /B 0 P" e 6 ıV"  x 0 P" B.I C ˛M /B 0 P" x  2x 0 P" B.I C ˛M /B 0 P" e 6 ıV" C e 0 P" B.I C ˛M /B 0 P" e x > 0 such for some ı > 0. Using (4.198), we find given " and ˛ there exists a M that x e `t e.t/0 P" B.I C ˛M /B 0 P" e.t/ 6 M for t > 1. Moreover, V" .1/ 6 c. But then x e `t VT" 6 ıV" C M implies that V" .t/ 6 e ıt V" .1/ C

 x  M e ıt  e `t `ı

for t > 1. This yields that V" .t/ < 2c and V" .t/ ! 0 as t ! 1 for ` sufficiently large. Therefore, we find that x.t/ ! 0 as t ! 1, and combined with the fact y is contained in the domain of that e.t/ ! 0 as t ! 1, we obtain that X  X attraction. This completes the proof of our result.

4.5.4 ARE-based methods: discrete time As we said earlier, one cannot have low-and-high-gain control laws for discretetime systems in the same way as one does for continuous-time systems. As in Sect. 4.5.2, however, by utilizing the ARE-based method, we develop here a family of improved low-gain control laws. An improved low-gain control law is a composite control law consisting of a low-gain control law and another part akin to what we termed as high-gain control law in the case of continuous-time systems. For discrete-time systems, a family of low-gain state feedback control laws by H2 ARE-based method is developed in Sect. 4.4.2. It is given by (4.70) and repeated below as uL D FL;" x;

(4.205a)

202

4 Constraints on inputs: actuator saturation

where FL;" WD .B 0 P" B C I /1 B 0 P" A;

" 2 .0; 1 ;

(4.205b)

and where P" is the positive definite solution of DARE: P D A0 PA C Q"  A0 PB.B 0 PB C I /1 B 0 PA:

(4.206)

In order to improve the above low-gain control law, we add to it another part and formulate a family of composite state feedback control laws as u D ŒFL;" C ˛ FxH;" x;

 ˛ 2 0;

 2 ; kB 0 P" Bk

(4.207)

where FxH;" D FL;" D .B 0 P" B C I /1 B 0 P" A:

(4.208)

Note that we can rewrite this controller for the case of single-input systems in the form u D ŒFL;" C ˛z FzH;" x; with ˛ z 2 Œ0; 2 and where FzH;" D .B 0 P" B/1 B 0 P" Ac with Ac D A C BFL;" . This follows immediately from the fact that for singleinput systems, 1 D .B 0 P" B/1 : 0 kB P" Bk We should note that in our earlier work elsewhere we have used u D ŒFL;" C ˛z .x/FzH;" x;

(4.209)

where  W Rn ! RC is defined as .x/ D max fz W kŒFL;" C ˛zFH;" xk1 6 g: z2Œ0;1

(4.210)

If, in the above maximization, there exists no z for which the inequality is satisfied, then z is chosen equal to 0. Note that (4.209) has the disadvantage over (4.207) that the resulting controller is nonlinear. However, this nonlinear feedback does have a slightly larger range for the high-gain term. We emphasize that, unlike in continuous-time systems, for discrete-time systems, the parameter ˛ (or in the single-input case ˛z ) is limited in its range.

4.5 Semi-global stabilization by low-and-high-gain design

203

In the direct design, our method decouples the different inputs by using different timescales. Therefore, the issue with the nonlinear term  does not show up. In the current design, we do not have these different timescales and then the nonlinear term  is needed in the multi-input case. Remark 4.44 Clearly, when ˛ D 0, the new composite state feedback laws as given in (4.207) reduce to the low-gain-based linear state feedback laws as given in (4.205). In connection with output regulation problems, it is demonstrated in [84, 85] that the choice of FH;" as given above and a value of   2 ˛ 2 0; kB 0 P" Bk represents fuller utilization of the control capacity and leads to an improved closed-loop transient performance.

Theorem 4.45 Consider the discrete-time system (4.1). Let Assumption 4.8 hold, i.e., assume that the pair .A; B/ is stabilizable and the eigenvalues of A are within or on the unit circle. Then the family of linear static state feedback laws given in (4.207) solves Problem 4.4. More specifically, under the state feedback (4.207), for any given (arbitrarily large) bounded set X  Rn , there exists an " 2 .0; 1 such that, for all   2  ; " 2 .0; " and ˛ 2 0; kB 0 P" Bk the equilibrium point x D 0 of the closed-loop system is locally exponentially stable with X contained in its domain of attraction.

Proof : Consider the closed-loop system under the state feedback law (4.207): x.k C 1/ D Ac x C BŒ.FL;" x C ˛ FxH;" x/  FL;" x :

(4.211)

Also, consider the Lyapunov function V1 .x/ D x 0 P" x;

(4.212)

and let c1 > 0 be such that c1 

sup

x 0 P" x:

(4.213)

x2X;"2.0;1

Such a c1 exists since lim"!0 P" D 0 by Lemma 4.24 and X is bounded. We note here that such a c1 guarantees that X  LV1 .c1 /, 8" 2 .0; 1 , where the level set LV1 .c1 / is defined as LV1 .c1 / D fx 2 Rn W V1 .x/  c1 g. Let "1 be such that

204

4 Constraints on inputs: actuator saturation

for all " 2 .0; "1 , x 2 LV1 .c1 / implies that kFL;" xk1  . Such an "1 exists because of Lemma 4.24 and the fact that lim"!0 P" D 0. Note also that from the DARE (4.206), it follows that, 0 FL;" : A0c P" Ac  P" D Q"  FL;"

(4.214)

The evaluation of the difference V1 .x/  V1 .x/ along the trajectories of this linear closed-loop system shows that, for x 2 LV1 .c1 /, V1 .x/  V1 .x/ D x 0 Q" x  .u/0 .u/ C Œ.u/  FL;" x 0 .I C B 0 P" B/ Œ.u/  FL;" x ; (4.215) where, as usual, x.k/ means x.k C 1/. Defining ı D kB 0 P" Bk, we get V1 .x/  V1 .x/ 6 x 0 Q" x  .u/0 .u/ C .1 C ı/ Œ.u/  FL;" x 0 Œ.u/  FL;" x  2   F x kFL;" xk2 : (4.216) D x 0 Q" x C ı .u/  1Cı   1Cı L;" ı ı Since jFL;" xj 6 j.u/j 6

2 ı

C 1 jFL;" xj

componentwise, and since .u/ and FL;" x, also componentwise, have the same sign, it follows that k.u/ 

1Cı FL;" xk ı

6 1ı kFL;" xk:

Using this in (4.216) yields, V1 .x/  V1 .x/ 6 x 0 Q" x  kFL;" xk2 ; for all x 2 LV1 .c1 / which implies that the closed-loop system (4.211) is locally exponentially stable with X contained in its basin of attraction. We note here that the choice of ˛ determines the decay rate of V1 .x.k C 1//  V1 .x.k//, and hence, the freedom in choosing ˛ can be utilized to ensure fast convergence. The family of observer-based measurement feedback control laws take the form, ( xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k// (4.217) u.k/ D ŒFL;" C ˛ FxH;" y x .k/; where FL;" and FxH;" are as in (4.208) and K is a matrix such that all the eigenvalues of Ax D A  KC are at the origin.

4.5 Semi-global stabilization by low-and-high-gain design

205

The following theorem shows that the family of measurement feedback laws given in (4.217) solves Problem 4.5, namely, the problem of semi-global exponential stabilization via linear dynamic measurement feedback:

Theorem 4.46 Consider the discrete-time system (4.1). Let Assumption 4.8 hold, i.e., assume that the pair .A; B/ is stabilizable and the eigenvalues of A are within or on the unit circle. Moreover, assume that the pair .C; A/ is observable. In that case, the family of linear dynamic measurement feedback laws given in (4.217) solves Problem 4.5. More specifically, under the measurement feedback y  R2n , there law (4.217), for any given (arbitrarily large) bounded set .X; X/ exists an " 2 .0; 1 such that for all   2 ; " 2 .0; " ; ˛ 2 0; kB 0 P" Bk the equilibrium point .0; 0/ of the closed-loop system is locally exponentially y contained in its domain of attraction. stable with .X; X/

Proof : With the family of measurement feedback laws as given by (4.217), the closed-loop system is given by 8 ˆ < x.k C 1/ D Ax.k/ C B.u.k// (4.218) xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k// ˆ : u.k/ D .FL;" C ˛FH;" /y x .k/: We then adopt the invertible change of state variables, xz D x  xy; and rewrite the closed-loop system (4.218) as ( x.k C 1/ D Ax.k/ C B..FL;" C ˛FH;" /y x .k/ xz.k C 1/ D .A  KC /z x .k/:

(4.219)

Since all eigenvalues of Ax D A  KC are at the origin, it is easy to verify that for time k  n, xz.k/ 0. As a result, for k  n, xy.k/ x.k/. On the other hand, y x.n/ belongs to a bounded set X z since .u/ for all x.0/ 2 X and xy.0/ 2 X, is bounded. Hence, the rest of the proof becomes the same as the proof for state z is in the domain of attraction. feedback case as long as we guarantee that X

206

4 Constraints on inputs: actuator saturation

4.6 Global stabilization Let us summarize briefly what has been done so far in this chapter. As discussed earlier, low-gain design methodology can be utilized successfully to achieve semi-global stabilization of linear systems subject to actuator saturation. The lowand-high-gain design has been put forward to improve transient performance. However, all these techniques only yield semi-global stabilization. In this section, our intent is to address global stabilization. In the seminal work of Fuller [38], as discussed earlier, it was established that global stabilization in general requires nonlinear feedback control laws. In this section, we first present a result for neutral systems which form a class of systems for which linear feedback control laws can still achieve global stabilization. Note that we cannot limit ourselves to linear feedback control laws if we want to address global stabilization for more general classes of systems. Since our design methodologies of low-gain and low-and-high-gain feedback yield linear feedback controllers, it might seem that these techniques are unsuitable to achieve global stabilization. However, it is transparent that both the low-gain and high-gain parameters " and ˛ have an asymptotic nature, and as such, for readers familiar with the adaptive control literature, it is clear that one can possibly adapt or schedule these parameters to depend on the state x or its estimate. This has been done in literature. The low-gain parameter " is adapted (scheduled) to achieve global internal stabilization [98]. In subsequent chapters, we will also address control problems where it is useful to adapt also the high-gain parameter. In view of the above discussion, we review in this section a certain method of adapting the lowgain parameter " to depend on the state x. This is done to construct globally stabilizing controllers. Obviously, whenever " is adapted to depend on x, the resulting controllers are nonlinear.

4.6.1 Linear feedback controllers for neutral systems As mentioned before, it was already established in [38] that in general nonlinear feedback control laws are needed for global stabilization. In the literature, some researchers study, for what class of systems with input saturation, global stabilization can be achieved via linear feedback controllers. In this subsection, we look at neutral systems for which it has been known for a long time that global stabilization can be achieved by linear feedback controllers. Even though we restrict attention to neutral systems, it should be noted that global stabilization can be achieved with linear feedback control even for more general classes of systems such as continuous-time systems for which all imaginary-axis poles are semisimple (Jordan blocks of size at most 1) except for the origin where Jordan blocks of size 2 are allowed (see Sect. 4.7.1). Let us first mention that the linear feedback control laws we use in this subsection for global stabilization of neutral systems fall into the class of low-gain and low-and-high-gain feedback control laws after we generalize them. Before

4.6 Global stabilization

207

we proceed to the said generalization, let us first briefly recall the ARE-based design we introduced earlier. For continuous-time systems, we introduced earlier the CARE, A0 P" C P" A  P" B 0 BP" C Q" D 0;

(4.220)

and then introduced low-gain feedback control laws of the form u D B 0 P" x:

(4.221)

Also, we introduced low-and-high-gain feedback control laws of the form u D .1 C ˛/B 0 P" x;

(4.222)

where P" is the solution of CARE (4.220) and where Q" is a positive-definite matrix for all " > 0 with the property that Q" ! 0 as " ! 0. We observe that the above ARE-based low-gain or low-and-high-gain design methodology can be generalized to allow Q" to be positive semi-definite, provided that .Q" ; A/ is detectable and Q" ! 0 as " ! 0. How does such a generalization of allowing Q" to be positive semi-definite help us? As we shall see shortly, such a generalization leads us to a generalization of low-and-high-gain feedback control laws of the type (4.222). Then, such generalized control laws, although they are linear feedback control laws, can be used to globally asymptotically stabilize neutral systems. To proceed with our development, let us first consider a continuous-time linear system subject to actuator saturation: xT D Ax C B.u/:

(4.223)

Neutral systems are linear systems which are already stable but not yet asymptotically stable. That is, the system matrix A has all its eigenvalues in the closed lefthalf plane, but those eigenvalues on the imaginary axis are semi-simple (Jordan blocks of size at most 1). It is well known that this implies that there exists a positive definite matrix P such that A0 P C PA 6 0:

(4.224)

In order to develop our new generalized design methodology, let us first choose, Q" D ".A0 P C PA/ C "2 PBB 0 P;

(4.225)

where P is a positive definite solution of (4.224). We note that the above chosen Q" satisfies the properties: (1) Q" is positive semi-definite, (2) .Q" ; A/ is detectable, and (3) Q" ! 0 as " ! 0. With Q" as chosen above, it is easy to verify that the positive definite solution P" of CARE (4.220) is given by P" D "P:

(4.226)

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4 Constraints on inputs: actuator saturation

With such a solution of P" , we can rewrite the low-and-high-gain feedback control law (4.222) as u D .1 C ˛/"B 0 P x:

(4.227)

The above control law can in turn be written as u D B 0 P x;

(4.228)

in which the low-gain parameter " and high-gain parameter ˛ are merged into a new parameter  D .1 C ˛/". Note that this merging has occurred crucially because of the fact that the selection of positive semi-definite Q" as in (4.225) resulted in the solution P" of CARE (4.220) as "P ; consequently, " can be easily merged with .1 C ˛/ in order to create a new parameter . We emphasize that the feedback control law given in (4.228) is obtained indeed from a generalization of ARE-based low-and-high-gain feedback design methodology in which the matrix Q" is allowed to be positive semi-definite. However, low-gain parameter " and high-gain parameter ˛ collapsed into a single parameter  which can take any positive value. As such, we refer to the feedback control law given in (4.228) as a generalized low-and-high-gain linear state feedback law, and simply treat  as a design parameter. Note that such a merging obviously obliterates the upper bound on low-gain parameter that dictates the domain of attraction of the closed-loop system. As such, this generalized linear state feedback law (4.228) leads to global stabilization in the case of neutrally stable systems. This is formalized below in Theorem 4.47. In fact, the following two theorems show that, for neutral systems of the form (4.223) which are subject to actuator saturation, the linear state feedback controller (4.228) is globally stabilizing for any  > 0 while, when combined with a suitable observer, it results in a globally stabilizing linear measurement feedback controller:

Theorem 4.47 Consider the system (4.223) with .A; B/ stabilizable, while A has all its eigenvalues in the closed left-half plane, and those eigenvalues on the imaginary axis are semi-simple (Jordan blocks of size at most 1). In that case, the state feedback controller (4.228), where P satisfies (4.224) and  > 0, achieves global asymptotic stability.

Proof : We consider the candidate Lyapunov function, V .x/ D x 0 P x; and we find that d V .x.t// D x 0 .A0 P C PA/x  2x 0 PB.B 0 P x/ 6 0 dt

4.6 Global stabilization

209

for all x. In order to prove global asymptotic stability, we apply LaSalle’s invariance principle. Consider the closed-loop system xT D Ax C B.B 0 P x/:

(4.229)

If this system satisfies d V .x.t// D 0 dt for all t, then we find that B 0 P x D 0 and .A0 P C PA/x D 0. Therefore, x.t/ is a solution of the differential equation xT D Ax: In view of the above equation and noting that PAx D A0 P x and F 0 B 0 P x D 0 for any matrix F , we have P xT D PAx D .A0 P x C F 0 B 0 P x/ D .A0 C F 0 B 0 /P x:

(4.230)

Let F be any matrix such that A C BF is asymptotically stable. Since .A0 C F 0 B 0 / has all its eigenvalues in the open right-half plane, (4.230) implies that P x is exponentially growing which yields a contradiction since x 0 P x is bounded and P > 0. Hence, LaSalle’s invariance principle yields that the closed-loop system (4.229) is globally asymptotically stable.

Theorem 4.48 Consider the system xT D Ax C B.u/ y D C x; where .A; B/ is stabilizable, .C; A/ is detectable, while A has all its eigenvalues in the closed left-half plane, and those eigenvalues on the imaginary axis are semi-simple (Jordan blocks of size at most 1). Consider the dynamic measurement feedback controller ( xyT D Ay x C B.u/ C K.y  C xy/ (4.231) u D B 0 P xy; where A  KC is asymptotically stable, P satisfies (4.224), and  > 0. Then, the controller (4.231) achieves global asymptotic stability.

Proof : The closed-loop system can be written as xyT D Ay x  B.B 0 P xy/ C KC e eT D .A  KC /e;

210

4 Constraints on inputs: actuator saturation

where e D x xy . The feedback is clearly locally asymptotically stable, and hence, there exist ı1 ; ı2 > 0 such that if at time t0 we have xy.t0 /0 P xy.t0 / 6 ı12 ;

ke.t0 /k 6 ı2 ;

(4.232)

then xy.t/ ! 0 and e.t/ ! 0 as t ! 1. In order to prove global asymptotic stability, we only need to establish that for any initial condition, there exists a t0 > 0 for which (4.232) is satisfied. Consider arbitrary initial conditions. Choose T such that Z1 ke.t/k dt <

ı1 ; 2z ˛

ke.t/k 6 ı2 for t > T;

T

where ˛z D 2kP 1=2 KC k. Consider x1 and x2 with x1 .T / D x2 .T / D xy.T / while xT 1 D Ax1  B.B 0 P x1 / C KC e xT 2 D Ax2  B.B 0 P x2 /; where e is the error signal defined before. Clearly, this implies that x1 D xy. We find that V D .x1  x2 /0 P .x1  x2 / satisfies VT D .x1  x2 /0 .A0 P C PA/.x1  x2 /    2.x1  x2 /PB .B 0 P x1 /  .B 0 P x2 / C 2.x1  x2 /0 PKC e 6 2.x1  x2 /0 PKC e 6˛ z V 1=2 kek: This yields d V .t/1=2 6 ˛zke.t/k: dt Recalling that x1 D xy, we find that xy.t/0 P xy.t/ 6 2.y x .t/  x2 .t//0 .y x .t/  x2 .t// C 2x2 .t/0 P x2 .t/ 6

ı12 C 2x2 .t/0 P x2 .t/ 2

for all t > T . Since x2 .t/ ! 0 as t ! 1, we find that there exists a t0 > T such that (4.232) is satisfied, and hence, we are inside the domain of attraction, and therefore, xy.t/ ! 0 and e.t/ ! 0 as t ! 1. Since this holds for all initial conditions, we obtain global asymptotic stability.

4.6 Global stabilization

211

We proceed now to address neutral systems for discrete time. Our development parallels the one for continuous-time systems. Consider the linear system subject to actuator saturation: x.k C 1/ D Ax.k/ C B.u.k//:

(4.233)

As said earlier, neutral systems are linear systems which are already stable but not yet asymptotically stable. That is, for discrete-time systems, the system matrix A has all its eigenvalues in the closed unit disc, but those eigenvalues on the unit circle are semi-simple (Jordan blocks of size at most 1). It is well known that this implies that there exists a positive definite matrix P such that A0 PA 6 P:

(4.234)

We will then consider the following state feedback controller: u D B 0 PAx; where

  2 0;

(4.235)

 2 : kB 0 PBk

(4.236)

The above design methodology, as in the case of continuous-time systems, can be related to low-and-high-gain design methodology based on AREs as developed in the previous sections by an appropriate choice of Q and R matrices in DARE (4.206) (we note that, in DARE (4.206), we had chosen R as identity matrix, but it can be chosen differently as long as the matrix remains positive definite). For example, for simplicity of presentation and without loss of generality, let us assume that all the eigenvalues of A in (4.233) are simple and are on the unit circle, that is, A0 A D I . It is shown in [5, 26] that the linear feedback controller u D B 0 Ax achieves global stabilization if B 0 B 6 2I:

(4.237)

Choose R" D .2 C "kB 0 Bk/I  "B 0 B;

Q" D

"2 A0 BB 0 A: 2C"kB 0 Bk

Then the DARE, P" D A0 P" A C Q"  A0 P" B.B 0 P" B C R" /1 B 0 P" A; has a unique positive definite solution P" D "I . Following the design in Sect. 4.5.4, we can construct a low-and-high-gain feedback for discrete-time neutrally stable system as " 0 u D .1 C ˛/.B 0 P" B C R" /1 B 0 P" Ax D .1 C ˛/ 2C"kB 0 Bk B Ax;

212

where

4 Constraints on inputs: actuator saturation

i h ˛ 2 0; "kB20 Bk :

Define "  D .1 C ˛/ 2C"kB 0 Bk ;

and hence, u D B 0 Ax: As in continuous-time case, the low-gain and high-gain parameters merge into one parameter  which satisfies "  D .1 C ˛/ 2C"kB 0 Bk 6

2 : kB 0 Bk

(4.238)

This is exactly the condition (4.237). The following two theorems show that the linear state feedback controller given in (4.235) is globally stabilizing for neutral systems subject to actuator saturation, while, when combined with a suitable observer, it results in a globally stabilizing linear measurement feedback controller: Theorem 4.49 Consider the system (4.233) with .A; B/ stabilizable, while A has all its eigenvalues in the closed unit disc, and those eigenvalues on the unit circle are semi-simple (Jordan blocks of size at most 1). In that case, the state feedback controller (4.235) where P satisfies (4.234) and  satisfies (4.236) achieves global asymptotic stability.

Proof : We consider the candidate Lyapunov function, V .x/ D x 0 P x; and we find that V .x.k C 1//  V .x.k// D x 0 .A0 PA  P /x  2x 0 A0 PB.B 0 PAx/ C .B 0 PAx/0 B 0 PB.B 0 PAx/ 6 x 0 .A0 PA  P /x   2  .B 0 PAx/0  B 0 PB .B 0 PAx/  60 where, in the above, x is an abbreviation for x.k/. In order to prove global asymptotic stability, as in the case of continuous-time systems, we apply LaSalle’s invariance principle. Consider the closed-loop system, x.k C 1/ D Ax.k/ C B.B 0 PAx.k//:

(4.239)

4.6 Global stabilization

213

If this system satisfies V .x.k C 1//  V .x.k// D 0 for all k, then we find that B 0 PAx D 0 and A0 PAx D P x. Therefore, x.k/ is a solution of the difference equation x.k C 1/ D Ax.k/: In view of the above equation and noting that A0 PAx D P x and F 0 B 0 PAx D 0 for any matrix F , we have .A C BF /0 PAx.k C 1/ D A0 PAx.k C 1/ D P x.k C 1/ D PAx.k/: (4.240) Let F be any matrix such that A C BF is asymptotically stable. Since A C BF has all its eigenvalues inside the unit circle, (4.240) implies that PAx is exponentially growing which yields a contradiction since x 0 P x is bounded and P > 0. Hence, LaSalle’s invariance principle yields that the closed-loop system (4.239) is globally asymptotically stable.

Theorem 4.50 Consider the system x.k C 1/ D Ax.k/ C B.u.k//; y.k/ D C x.k/; where .A; B/ is stabilizable, .C; A/ is detectable, while A has all its eigenvalues in the closed unit disc, and those eigenvalues on the unit circle are semi-simple (Jordan blocks of size at most 1). Consider the dynamic measurement feedback controller (

xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k// x .k/; u.k/ D B 0 PAy

(4.241)

where AKC is asymptotically stable, P satisfies (4.234), and  > 0 satisfies the bound (4.236). Then, the controller (4.241) achieves global asymptotic stability.

Proof : The closed-loop system can be written as x .k// C KC e.k/ xy.k C 1/ D Ay x .k/  B.B 0 PAy e.k C 1/ D .A  KC /e.k/;

214

4 Constraints on inputs: actuator saturation

where e D x xy . The feedback is clearly locally asymptotically stable, and hence, there exist ı1 > 0 and ı2 2 .0; 1/ such that if at time k0 we have xy.k0 /0 P xy.k0 / 6 ı12 ;

ke.k0 /k 6 ı2 ;

(4.242)

then xy.k/ ! 0 and e.k/ ! 0 as k ! 1. In order to prove global asymptotic stability, we only need to establish that for any initial condition, there exists a k0 > 0 for which (4.242) is satisfied. Consider arbitrary initial conditions. For any k1 > 0, consider x1 and x2 with x1 .k1 / D x2 .k1 / D xy.k1 / while x1 .k C 1/ D Ax1 .k/  B.B 0 PAx1 .k// C KC e.k/ x2 .k C 1/ D Ax2 .k/  B.B 0 PAx2 .k//: Clearly, we have x1 D xy. We find that V D .x1  x2 /0 P .x1  x2 / satisfies V .k C 1/  V .k/ 6 .x1  x2 /0 .A0 PA  P /.x1  x2 / C 2.x1  x2 /0 A0 PKC e C e 0 C 0 K 0 PKC e    2e 0 C 0 K 0 PB .B 0 PAx1 /  .B 0 PAx2 / 6 2z ˛ kekV .k/1=2 C ˛z2 kek2 for some suitably chosen ˛z . Here, we use that   ke 0 C 0 K 0 PB .B 0 PAx1 /  .B 0 PAx2 / k 6 kekkC 0 K 0 P 1=2 kkP 1=2 BkkB 0 PA.x1  x2 /k 6 kekkC 0 K 0 P 1=2 kkB 0 PBkkP 1=2 A.x1  x2 /k  1=2 6 kekkC 0 K 0 P 1=2 kkB 0 PBk .x1  x2 /0 A0 PA.x1  x2 / 6 kekkC 0 K 0 P 1=2 kkB 0 PBkV .k/1=2 6 2kekkC 0 K 0 P 1=2 kV .k/1=2 : This yields 2  V .k C 1/ 6 V .k/1=2 C ˛zkek ; and hence, V .k C 1/1=2  V .k/1=2 6 ˛z ke.k/k:

4.6 Global stabilization

215

The above derivation was independent of k1 and, in particular, we could choose ˛z independent of k1 . However, we now choose k1 such that 1 X

ke.k/k <

kDk1

ı1 ; 2z ˛

ke.k/k 6 ı2 for k > k1 :

and, as before, x1 .k1 / D x2 .k1 / D xy.k1 /. Recalling that x1 D xy, we find that x .k/  x2 .k//0 .y x .k/  x2 .k// C 2x2 .k/0 P x2 .k/ xy.k/0 P xy.k/ 6 2.y 6

ı12 C 2x2 .k/0 P x2 .k/ 2

for all k > k1 . Since x2 .k/ ! 0 as k ! 1, we find that there exists a k0 > K such that (4.242) is satisfied, and hence, we are inside the domain of attraction, and therefore, xy.k/ ! 0 and e.k/ ! 0 as k ! 1. Since this holds for all initial conditions, we obtain global asymptotic stability.

4.6.2 Nonlinear feedback controllers based on adaptive-low-gain design methodology In the previous subsection, we used linear feedback controllers to achieve global asymptotic stability for neutral systems. However, this is not always possible for general linear systems subject to actuator saturation. In this subsection, we consider nonlinear feedback controllers obtained by modifying the low-gain feedback design methodology we studied in earlier sections. This is done by a suitable adaptation (scheduling) of the low-gain parameter. In what follows, by a scheduled parameter or hereafter called an adaptive-low-gain parameter, we mean a function "a .x/, from Rn ! .0; 1 . As discussed above, in order to elevate the low-gain design from a semi-global framework to a global framework, for continuous-time systems, one should look for an adaptive-low-gain parameter "a .x/ to have the following properties: (i) "a .x/ 2 C 1 : (ii) "a .x/ D 1 for all x in an open neighborhood of the origin. (iii) For any x 2 Rn , we have kB 0 P"a .x/ xk1 6 : (iv) "a .x/ ! 0 as kxk1 ! 1. (v) f x 2 Rn j x 0 P"a .x/ x 6 c g is a bounded set for all c > 0.

216

4 Constraints on inputs: actuator saturation

(vi) For any x1 ; x2 2 Rn , x10 P"a .x1 / x1 6 x20 P"a .x2 / x2 implies "a .x1 / > "a .x2 /. In item (iii), P" is the positive definite solution of the CARE given in (4.42). Here, as usual,  is the saturation level. A particular choice2 for the adaptive-low-gain parameter "a .x/ having all the above properties was introduced by Megretski [98] for continuous-time systems and it is given by "a .x/ D maxf r 2 .0; 1 W .x 0 Pr x/ trace B 0 Pr B 6 2 g:

(4.243)

Note that this is a nontrivial choice since Property (iii) requires that ".x/ converges to 0 fast enough yet Properties (v) and (vi) restrict the speed with which " can converge to 0. An option is to replace trace B 0 Pr B by kB 0 Pr Bk which has been used in the literature. However, using this latter choice, we run into difficulties deriving a key technical bound given in Lemma 12.54. For discrete-time systems, one should look for an adaptive-low-gain parameter "a .x/ to have the following properties: (i) "a .x/ 2 C 1 : (ii) "a .x/ D 1 for all x in an open neighborhood of the origin. (iii) For any x 2 Rn , we have k.I C B 0 P"a .x/ B/1 B 0 P"a .x/ Axk1 6 : (iv) "a .x/ ! 0 as kxk1 ! 1. (v) f x 2 Rn j x 0 P"a .x/ x 6 c g is a bounded set for all c > 0. (vi) For any x1 ; x2 2 Rn , x10 P"a .x1 / x1 6 x20 P"a .x2 / x2 implies "a .x1 / > "a .x2 /. In item (iii), P" is the positive definite solution of DARE given in (4.66). For discrete-time systems, one can also give an example of adapting the low-gain parameter "a .x/ satisfying the above properties. This is given by "a .x/ D maxf r 2 .0; 1 W x 0 Pr x trace B 0 Pr B 6 12 2 g:

(4.244)

2 In several papers, the same scheduling is used with the trace of B 0 P B instead of the norm. r This alternative has the same properties as the scheduling presented in (4.243).

4.6 Global stabilization

217

In order to establish Property (iii) for this adaptation, we need to use Property (iii) of Lemma 4.24. This can be seen from the following analysis: k.I C B 0 P"a B/1 B 0 P"a Axk21 6 k.I C B 0 P"a B/1 B 0 P"a Axk2 6 kB 0 P"a Axk2 6 kB 0 P"1=2 k2 kP"1=2 AP"1=2 k2 kP"1=2 xk2 a a a a 6 2kB 0 P"a Bkx 0 P"a x 6 2 : There are other possibilities for the scheduling. An option is to replace the term trace B 0 Pr B by kB 0 Pr Bk in (4.244) which has been used in the literature. However, using this latter choice, we run into difficulties deriving a key technical bound (12.61) in Chap. 12. State feedback: Having introduced the adaptive-low-gain parameter "a .x/, we can now formulate new state feedback control laws by an appropriate modification of the low-gain state feedback control law (4.44). Thus for continuous-time systems, we have an adaptive-low-gain feedback control law given by u WD B 0 P"a .x/ x;

(4.245)

where P"a .x/ is the positive definite solution of the CARE (4.42) when " is replaced by "a .x/ as defined in (4.243). Similarly, for discrete-time systems, we can introduce what can be termed as an adaptive-low-gain feedback control law as u WD .B 0 P"a .x/ B C I /1 B 0 P"a .x/ Ax;

(4.246)

where P" is the positive definite solution of the DARE (4.66) when " is replaced by "a .x/ as defined in (4.244). We emphasize that both the above adaptive-low-gain feedback control laws are nonlinear state feedback control laws. Utilization of these control laws lead to the following results.

Theorem 4.51 Consider the continuous-time linear system subject to input saturation xT D Ax C B.u/; where the pair .A; B/ is stabilizable and the eigenvalues of A are in the closed left-half plane. Let "a .x/ be as defined in (4.243). Then, the zero equilibrium point of the closed-loop system with the nonlinear control law u.x/ D B 0 P"a .x/ x is globally asymptotically stable and locally exponentially stable.

(4.247)

218

4 Constraints on inputs: actuator saturation

Proof : We first note that if "a .x.t// is increasing, then we have x 0 .s/P"a .x.s// x.s/ trace B 0 P"a .x.s// B D 2

(4.248)

for all s in a sufficiently small open neighborhood of t and, since "a .x.t// increasing implies that P"a .x.t // is increasing, we get from (4.248) that x 0 .t/P"a .x.t // x.t/

(4.249)

is decreasing in t. If we reverse this implication, we find that if (4.249) is nondecreasing, i.e., constant or increasing, then "a .x.t// is nonincreasing. If we apply the feedback control (4.247), then we get d 0 x .t/P"a .x.t // x.t/ D x 0 .t/Q"a .x.t // x.t/ dt

 d P" .x.t // x.t/:  x .t/P"a .x.t // BB P"a .x.t // x.t/ C x .t/ dt a 0

0

0



As argued above, if (4.249) is nondecreasing, then "a .x.t// is nonincreasing, and hence, also P"a .x.t // is nonincreasing. This implies that d 0 x .t/P"a .x.t // x.t/ 6 x 0 .t/Q"a .x.t // x.t/ < 0; dt which yields a contradiction. We conclude that (4.249) is decreasing. This immediately implies asymptotic stability. Let us observe the fact that, in a neighborhood of the origin, "a .x/ D 1 and the system is locally linear and exponentially stable. This yields local exponential stability.

Theorem 4.52 Consider the discrete-time linear system subject to input saturation x.k C 1/ D Ax.k/ C B.u.k//; where the pair .A; B/ is stabilizable and the eigenvalues of A are in the closed unit disc. Let "a .x/ be as defined in (4.244). Then, the zero equilibrium point of the closed-loop system with the nonlinear control law

1 0 u.x/ D FL;"a .x/ x D  B 0 P"a .x/ B C I B P"a .x/ Ax; is globally asymptotically stable and locally exponentially stable.

(4.250)

4.6 Global stabilization

219

Proof : We first note that if "a .x.k// is increasing, then P"a .x.k// is increasing. We then find that 2x 0 .k/P"a .x.k// x.k/ trace B 0 P"a .x.k// B D 2 > 2x 0 .k C 1/P"a .x.kC1// x.k C 1/ trace B 0 P"a .x.kC1// B > 2x 0 .k C 1/P"a .x.kC1// x.k C 1/ trace B 0 P"a .x.k// B;

which yields x 0 .k/P"a .x.k// x.k/ > x 0 .k C 1/P"a .x.kC1// x.k C 1/: If we reverse this implication, we find that if x 0 .k/P"a .x.k// x.k/ is nondecreasing then "a .x.k// is nonincreasing. If we apply the feedback control (4.250), then we get x 0 .k C 1/P"a .x.kC1// x.k C 1/  x 0 .k/P"a .x.k// x.k/ 6 x 0 .k/Q"a .x.k// x.k/   C x 0 .k/ P"a .x.kC1//  P"a .x.k// x.k/: As argued above if x 0 .k/P"a .x.k// x.k/ is nondecreasing, then "a .x.k// is nonincreasing, and hence, also P"a .x.k// is nonincreasing. This implies that x 0 .k C1/P"a .x.kC1// x.k C1/x 0 .k/P"a .x.k// x.k/ 6 x 0 .k/Q"a .x.k// x.k/ < 0; which yields a contradiction. We conclude that x 0 .k/P"a .x.k// x.k/ is decreasing. This immediately implies asymptotic stability. Let us observe the fact that, in a neighborhood of the origin, "a .x/ D 1 and the system is locally linear and exponentially stable. This yields local exponential stability. Measurement feedback: Theorems 4.51 and 4.52 pertain to state feedback control. However, in many cases, we are restricted to measurement feedback. In this case, we clearly need to introduce an observer. However, it turns out that it is better to modify the low-gain state feedback in such a way that the observer error does not cause any problems. We will use here H1 ARE-based scheduled or adaptive-low-gain feedback controls (adaptive versions of those introduced in Sects. 4.4.3 and 4.4.4 for continuous-time and discrete-time systems, respectively) instead of the H2 AREbased adaptive-low-gain feedback control laws used in Theorems 4.51 and 4.52. In the H1 control problem, we deal with worst-case disturbances, while in the H2 control problem, we only deal with white-noise disturbances. The measurement error can be handled easily in the H1 control context since it does not have white-noise characteristics.

220

4 Constraints on inputs: actuator saturation

We will use the same way of scheduling or adapting the low-gain parameter "a .x/ as before. Thus, for continuous-time systems, we have an adaptive-lowgain observer-based measurement feedback control law as u D FL;"a .yx / xy D B 0 P;"a .yx / xy;

(4.251)

where to start with P;" is the positive definite solution of CARE (4.90) with E D I , such that (4.91) is asymptotically stable. Here  is chosen such that (4.90) has a unique positive definite solution for which (4.91) is asymptotically stable for all " 2 .0; 1 . The existence of such a  is discussed in Lemma 4.28. Next, in order to obtain P;"a .yx / , at first " is replaced by "a .x/ of (4.243) where Pr is replaced by P;r , and then "a .x/ is replaced by "a .y x /. We connect this low-gain feedback with an observer, xyT D Ay x C B.u/ C K.y  C xy/;

(4.252)

where K is such that A  KC is asymptotically stable. Similarly, for discrete-time systems, we can introduce an adaptive-low-gain observer-based measurement feedback control law as x; u D FL;"a .yx / xy D .B 0 P;"a .yx / B C I /1 B 0 P;"a .yx/ Ay

(4.253)

where to start with P;" is the positive definite solution of DARE (4.116) with E D I such that (4.117) is asymptotically stable. Here,  is chosen such that (4.116) has a unique positive definite solution for which (4.117) is asymptotically stable for all " 2 .0; 1 . The existence of such a  is discussed in Lemma 4.32. Next, in order to obtain P;"a .yx / , at first, " is replaced by "a .x/ of (4.244) where Pr is replaced by P;r and then "a .x/ is replaced by "a .y x /. We connect this lowgain feedback with an observer xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k//;

(4.254)

where K is such that A  KC is asymptotically stable.

Theorem 4.53 Consider the continuous-time linear system subject to input saturation, xT D Ax C B.u/ y D C x; where the pair .A; B/ is stabilizable, .C; A/ is detectable, and the eigenvalues of A are in the closed left-half plane. Let  be chosen such that (4.90) with E D I has a unique positive definite solution such that (4.91) is asymptotically stable for all " 2 .0; 1 , and define "a .x/ by   ˚ (4.255) "a .x/ D max " 2 .0; 1 W x 0 P;" x B 0 P;" B  6 2 :

4.6 Global stabilization

221

Then, the zero equilibrium point of the closed-loop system with the nonlinear control law given by (4.251) and (4.252) is globally asymptotically stable and locally exponentially stable.

Proof : The closed-loop system is given by eT D .A  KC /e xyT D Ay x  B.B 0 P;"a .yx / xy/ C KC e; where e D x  xy. We consider the candidate Lyapunov function, V .x; xy/ D xy0 P;"a .yx / xy C ˇe 0 PK e; where PK is such that .A  KC /0 PK C PK .A  KC / C I D 0: As in the state feedback case, we distinguish two cases. If "a .y x / is increasing, then xy0 P;"a .yx / xy is decreasing. Moreover, it is trivially verified that e 0 PK e is decreasing as well. This implies that V .x; xy/ is decreasing. x / is nonincreasing, then P;"a .yx / is nonincreasing and On the other hand, if "a .y hence, d V .x; xy/ 6 y x 0 Q"a .yx / xy  xy0 P;"a .yx/ BB 0 P;"a .yx / xy dt 1 2 y C 2y x 0 P;"a .yx / KC e  ˇe 0 e: (4.256)  2 xy0 P;" x/ x a .y  We have 1 0 2 xy P;"a .yx / xy C  2 e 0 C 0 K 0 KC e 2 ˇ 1 2 y C e 0 e; 6 2 xy0 P;" x/ x a .y  2

2y x 0 P;"a .yx / KC e 6

provided that we choose ˇ > 2 2 kKC k2 . Using this in (4.256), we get d ˇ V .x; xy/ 6 y x 0 Q"a .yx / xy  e 0 e; dt 2 which is clearly negative. We find that the function V is always decreasing and hence is a Lyapunov function for the system proving global asymptotic stability. We observe that in an open neighborhood of the origin, we have "a .y x / D 1, and hence, the feedback is locally linear. Then, local exponential stability immediately follows.

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4 Constraints on inputs: actuator saturation

Theorem 4.54 Consider the discrete-time linear system subject to input saturation x.k C 1/ D Ax.k/ C B.u.k// y.k/ D C x.k/; where the pair .A; B/ is stabilizable, .C; A/ is detectable, and the eigenvalues of A are in the closed unit disc. Let  be chosen such that (4.116) has a unique positive definite solution for E D I for which (4.117) is asymptotically stable for all " 2 .0; 1 , and define "a .x/ by   ˚ (4.257) "a .x/ D max " 2 .0; 1 W 2x 0 P;" x B 0 P;" B  6 2 : Then, the zero equilibrium point of the closed-loop system with the nonlinear control law given by (4.253) and (4.254) is globally asymptotically stable and locally exponentially stable.

Proof : The closed-loop system is given by e.k C 1/ D .A  KC /e.k/

xy.k C 1/ D Ay x .k/ C B FL;"a .yx .k// xy.k/ C KC e.k/; where e D x  xy. We consider the candidate Lyapunov function, V .x; xy/ D xy0 P;"a .yx / xy C ˇe 0 PK e; where PK is such that PK D .A  KC /0 PK .A  KC / C I: As in the state feedback case, we distinguish two cases. If "a .y x / is increasing, then xy0 P;"a .yx / xy is decreasing. Moreover, it is trivially verified that e 0 PK e is decreasing as well. This implies that V .x; xy/ is decreasing. x / is nonincreasing, then P;"a .yx / is nonincreasing, On the other hand, if "a .y and hence, VkC1  Vk 6 y x 0 Q"a .yx/ xy  kF;"a .yx / xyk2 C 2y x 0 A0F P;"a .yx / KC e 1 y  ˇe 0 e; (4.258)  xy0 A0F P;"a .yx / R;" x / AF x x / P;"a .y a .y

where we abbreviate xy.k/ and e.k/ by xy and e, respectively, while Vk D V .x.k/; xy.k// AF D A  B.B 0 P;"a .yx / B C I /1 B 0 P;"a .yx / A R;" D  2 I  P;" C P;" B.B 0 P;" B C I /1 B 0 P;" > 0:

4.6 Global stabilization

223

Since R;" is bounded away from 0, we can find  independent of " 2 Œ0; 1 such that R;" 6 I for all " 2 Œ0; 1 . We have 1 0 0 2 xy AF P;"a .yx / AF xy C e 0 C 0 K 0 KC e  ˇ 1 y C e 0 e; 6 xy0 A0F P;"a .yx / R;" x / AF x x / P;"a .y a .y 2

2y x 0 AF P;"a .yx / KC e 6

provided that we choose ˇ > 2kKC k2 . Using this in (4.258), we get d ˇ V .x; xy/ 6 y x 0 Q"a .yx / xy  e 0 e; dt 2 which is clearly negative. We find that the function V is always decreasing and hence is a Lyapunov function for the system proving global asymptotic stability. x / D 1, and We observe that in an open neighborhood of the origin, we have "a .y hence, the feedback is locally linear. Then, local exponential stability immediately follows.

4.6.3 Adaptive-low-gain and high-gain design methodology As we discussed in earlier sections, use of high-gain enhances the utilization of available control capacity, and in so doing renders the transient response to die faster. In this regard, we utilize below the adaptive-low-gain feedback as constructed in the previous section, however, with an additional high-gain part. This leads to control laws referred to as “adaptive-low-gain and high-gain” control laws. As in the previous sections, the high-gain part does not interfere with global stabilization, its purpose as demonstrated in subsequent chapters is to achieve fast transient response and for disturbance quenching. State feedback: For continuous-time systems, the adaptive-low-gain feedback control law introduced in (4.245) can be modified by adding a high-gain component. The resulting adaptive-low-gain and high-gain control law is given by u WD .1 C ˛/B 0 P"a .x/ x;

(4.259)

where, as in (4.245), P"a .x/ is the positive definite solution of the CARE (4.42) when " is replaced by "a .x/ of (4.243), while ˛ is a high-gain parameter.

224

4 Constraints on inputs: actuator saturation

Similarly, for discrete-time systems, the adaptive-low-gain feedback control law introduced in (4.246) can be modified by adding a high-gain component. The resulting adaptive-low-gain and high-gain control law is given by u WD .1 C ˛/.B 0 P"a .x/ B C I /1 B 0 P"a .x/ Ax;

(4.260)

where, as in (4.246), P" is the positive definite solution of the DARE (4.66) when " is replaced by "a .x/ of (4.244), while ˛ is a high-gain parameter satisfying  ˛ 2 0;

 2 : kB 0 P1 Bk

(4.261)

We emphasize once again that both the above control laws are nonlinear state feedback control laws. The following results show that the addition of a high-gain component does not interfere with global stabilization as long as the high-gain parameter ˛ > 0 for discrete-time systems satisfies the bound in (4.261).

Theorem 4.55 Consider the continuous-time linear system subject to actuator saturation xT D Ax C B.u/; where the pair .A; B/ is stabilizable and the eigenvalues of A are in the closed left-half plane. The zero equilibrium point of the closed-loop system with the nonlinear control law (4.259) is globally asymptotically stable and locally exponentially stable.

Proof : As in the proof of Theorem 4.51, we note that if "a .x.t// is increasing, then x 0 .t/P"a .x.t // x.t/

(4.262)

is decreasing in t. If we reverse this implication, we find that if (4.262) is nondecreasing, i.e., constant or increasing, then "a .x.t// is nonincreasing. If we apply the feedback (4.259), then we get   d 0 d 0 0 x .t/P"a .x.t // x.t/ D x .t/Q"a .x.t // x.t/ C x .t/ P" .x.t // x.t/ dt dt a using similar arguments as in the proof of Theorem 4.41. As argued above, if (4.262) is nondecreasing, then "a .x.t// is nonincreasing, and hence, also P"a .x.t // is nonincreasing. This implies that d 0 x .t/P"a .x.t // x.t/ 6 x 0 .t/Q"a .x.t // x.t/ < 0; dt

4.6 Global stabilization

225

which yields a contradiction. We conclude that (4.262) is decreasing. This immediately implies asymptotic stability. Let us observe the fact that, in a neighborhood of the origin, "a .x/ D 1 and the closed-loop system is locally linear and exponentially stable. This yields local exponential stability.

Theorem 4.56 Consider the discrete-time linear system subject to actuator saturation x.k C 1/ D Ax.k/ C B.u.k//; where the pair .A; B/ is stabilizable and the eigenvalues of A are in the closed unit disc. Let "a .x/ be as defined in (4.244). Then, the zero equilibrium point of the closed-loop system with the nonlinear control law (4.260) is globally asymptotically stable and locally exponentially stable.

Proof : As in the proof of Theorem 4.52, we note that if "a .x.k// is increasing, then x 0 .k/P"a .x.k// x.k/ > x 0 .k C 1/P"a .x.kC1// x.k C 1/: If we reverse this implication, we find that if x 0 .k/P"a .x.k// x.k/ is nondecreasing then "a .x.k// is nonincreasing. If we apply the feedback (4.244), then we get x 0 .k C 1/P"a .x.kC1// x.k C 1/  x 0 .k/P"a .x.k// x.k/   6 x 0 .k/Q"a .x.k// x.k/ C x 0 .k/ P"a .x.kC1//  P"a .x.k// x.k/: As argued above, if x 0 .k/P"a .x.k// x.k/ is nondecreasing, then "a .x.k// is nonincreasing, and hence, also P"a .x.k// is nonincreasing. This implies that x 0 .k C 1/P"a .x.kC1// x.k C 1/  x 0 .k/P"a .x.k// x.k/ 6 x 0 .k/Q"a .x.k// x.k/ < 0 which yields a contradiction. We conclude that x 0 .k/P"a .x.k// x.k/ is decreasing. This immediately implies asymptotic stability. Let us observe the fact that, in a neighborhood of the origin, "a .x/ D 1 and the closed-loop system is locally linear and exponentially stable. This yields local exponential stability. Measurement feedback: Theorems 4.55 and 4.56 pertain to state feedback control. However, in many cases, we are restricted to measurement feedback. In this case, we clearly need to introduce an observer. However, it turns out that it is better to modify the low-gain state feedback in such a way that the observer error does not cause any problems. We will use here H1 ARE-based adaptive-low-gain feedback control laws (as in the previous subsection).

226

4 Constraints on inputs: actuator saturation

We will use the same way of adapting the low-gain parameter "a .x/ as before. However, this time we add a high-gain parameter. Thus, for continuous-time systems, we have an adaptive-low-gain and high-gain observer-based measurement feedback control law as u D .1 C ˛/FL;"a .yx / xy D .1 C ˛/B 0 P;"a .yx / xy;

(4.263)

where to start with P;" is the positive definite solution of the CARE (4.90) with E D I such that (4.91) is asymptotically stable. Here,  is chosen such that (4.90) has a unique positive definite solution for which (4.91) is asymptotically stable for all " 2 .0; 1 . The existence of such a  is discussed in Lemma 4.28. Next, in order to obtain P;"a .yx / , at first, " is replaced by "a .x/ of (4.243) where Pr is replaced by P;r and then "a .x/ is replaced by "a .y x /. We connect this low-and-high-gain feedback with an observer: xyT D Ay x C B.u/ C K.y  C xy/;

(4.264)

where K is such that A  KC is asymptotically stable. Similarly, for discrete-time systems, we can introduce an adaptive-low-gain and high-gain feedback control law as u D .1 C ˛/FL;"a .yx / xy D .1 C ˛/.B 0 P;"a .yx / B C I /1 B 0 P;"a .yx / Ay x ; (4.265) where to start with P;" is the positive definite solution of the DARE (4.116) with E D I such that (4.117) is asymptotically stable. Here,  is chosen such that (4.116) has a unique positive definite solution for which (4.117) is asymptotically stable for all " 2 .0; 1 . The existence of such a  is discussed in Lemma 4.32. Next, in order to obtain P;"a .yx / , at first, " is replaced by "a .x/ of (4.244) where x /. Finally, Pr is replaced by P;r , and then "a .x/ is replaced by "a .y  ˛ 2 0;

 2 : kB 0 P;1 Bk

We connect this low-and-high-gain feedback with an observer, xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k//;

(4.266)

where K is such that A  KC is asymptotically stable.

Theorem 4.57 Consider the continuous-time linear system subject to input saturation xT D Ax C B.u/ y D C x;

4.6 Global stabilization

227

where the pair .A; B/ is stabilizable, .C; A/ is detectable, and the eigenvalues of A are in the closed left-half plane. Let  be chosen such that (4.90) with E D I has a unique positive definite solution such that (4.91) is asymptotically stable for all " 2 .0; 1 and define "a .x/ by   ˚ "a .x/ D max " 2 .0; 1 W x 0 P;" x B 0 P;" B  6 2 :

(4.267)

Then, the zero equilibrium point of the closed-loop system with the nonlinear control law given by (4.263) and (4.264) is globally asymptotically stable and locally exponentially stable.

Proof : The closed-loop system is given by eT D .A  KC /e xyT D Ay x  B..1 C ˛/B 0 P;"a .yx / xy/ C KC e; where e D x  xy. We consider the candidate Lyapunov function, V .x; xy/ D xy0 P;"a .yx / xy C ˇe 0 PK e; where PK is such that .A  KC /0 PK C PK .A  KC / C I D 0: As in the state feedback case, we distinguish two cases. If "a .y x / is increasing, then xy0 P;"a .yx / xy is decreasing. Moreover, it is trivially verified that e 0 PK e is decreasing as well. This implies that V .x; xy/ is decreasing. x / is nonincreasing, then P;"a .yx / is nonincreasing and On the other hand, if "a .y hence, d V .x; xy/ 6 y x 0 Q"a .yx / xy  xy0 P;"a .yx/ BB 0 P;"a .yx / xy dt 1 2  2 xy0 P;" y C 2y x 0 P;"a .yx / KC e  ˇe 0 e: (4.268) x/ x a .y  We have 1 0 2 xy P;"a .yx / xy C  2 e 0 C 0 K 0 KC e 2 1 ˇ 2 6 2 xy0 P;" y C e 0 e; x/ x a .y  2

2y x 0 P;"a .yx / KC e 6

228

4 Constraints on inputs: actuator saturation

provided that we choose ˇ > 2 2 kKC k2 . Using this in (4.268), we get d ˇ V .x; xy/ 6 y x 0 Q"a .yx / xy  e 0 e; dt 2 which is clearly negative. We find that the function V is always decreasing, and hence is a Lyapunov function for the system proving global asymptotic stability. x / D 1, and We observe that in an open neighborhood of the origin, we have "a .y hence, the feedback is locally linear. Then, local exponential stability immediately follows.

Theorem 4.58 Consider the discrete-time linear system subject to input saturation x.k C 1/ D Ax.k/ C B.u.k// y.k/ D C x.k/; where the pair .A; B/ is stabilizable, .C; A/ is detectable, and the eigenvalues of A are in the closed unit disc. Let  be chosen such that (4.116) has a unique positive definite solution for E D I for which (4.117) is asymptotically stable for all " 2 .0; 1 and define "a .x/ by   ˚ "a .x/ D max " 2 .0; 1 W 2x 0 P;" x B 0 P;" B  6 2 : (4.269) Then, the zero equilibrium point of the closed-loop system with the nonlinear control law given by (4.265) and (4.266) is globally asymptotically stable and locally exponentially stable.

Proof : The closed-loop system is given by e.k C 1/ D .A  KC /e.k/

xy.k C 1/ D Ay x .k/ C B FL;"a .yx .k// xy.k/ C KC e.k/; where e D x  xy. We consider the candidate Lyapunov function, V .x; xy/ D xy0 P;"a .yx / xy C ˇe 0 PK e; where PK is such that PK D .A  KC /0 PK .A  KC / C I: As in the state feedback case, we distinguish two cases. If "a .y x / is increasing, then xy0 P;"a .yx / xy is decreasing. Moreover, it is trivially verified that e 0 PK e is decreasing as well. This implies that V .x; xy/ is decreasing.

4.7 Issues on global stabilization of linear systems subject to actuator saturation

229

On the other hand, if "a .y x / is nonincreasing, then P;"a .yx / is nonincreasing, and hence, VkC1  Vk 6 y x 0 Q"a .yx/ xy  kF;"a .yx / xyk2 C 2y x 0 A0F P;"a .yx / KC e 1 y  ˇe 0 e; (4.270)  xy0 A0F P;"a .yx / R;" x / AF x x / P;"a .y a .y

where we abbreviate xy.k/ and e.k/ by xy and e, respectively, while Vk D V .x.k/; xy.k// AF D A  B.B 0 P;"a .yx / B C I /1 B 0 P;"a .yx / A R;" D  2 I  P;" C P;" B.B 0 P;" B C I /1 B 0 P;" > 0: Since R;" is bounded away from 0, we can find  independent of " 2 Œ0; 1 such that R;" 6 I for all " 2 Œ0; 1 . We have 1 0 0 2 xy AF P;"a .yx / AF xy C e 0 C 0 K 0 KC e  ˇ 1 y C e 0 e; 6 xy0 A0F P;"a .yx / R;" x / AF x x / P;"a .y a .y 2

2y x 0 AF P;"a .yx / KC e 6

provided that we choose ˇ > 2kKC k2 . Using this in (4.270), we get d ˇ V .x; xy/ 6 y x 0 Q"a .yx / xy  e 0 e; dt 2 which is clearly negative. We find that the function V is always decreasing and hence is a Lyapunov function for the system proving global asymptotic stability. x / D 1, and We observe that in an open neighborhood of the origin, we have "a .y hence, the feedback is locally linear. Then, local exponential stability immediately follows.

4.7 Issues on global stabilization of linear systems subject to actuator saturation There are still unresolved issues on global stabilization of linear systems subject to actuator saturation. One specific issue is whether such a stabilization can be accomplished utilizing linear feedbacks or requires nonlinear feedbacks. Let us briefly recollect what has been done. In the introductory section of this chapter (Sect. 4.1), we recalled a result of [38] which says that a chain of integrators with

230

4 Constraints on inputs: actuator saturation

order greater or equal to three cannot be globally stabilized by any saturating linear static state feedback control law with only one input channel. Also, we recalled a result of [155] which states that, global stabilization of continuous-time linear systems with bounded input can be achieved if and only if the linear system in the absence of actuator saturation is stabilizable and critically unstable (that is, asymptotically null controllable with bounded control (ANCBC)). In general, this requires nonlinear feedback control laws. In view of the results of [38, 155], one can enquire whether linear globally stabilizing feedback control laws exist for any class of linear systems subject to actuator saturation. For certain cases, global stabilization can indeed be achieved by linear feedback control laws. In fact, in Sect. 4.6.1, both for continuous- and discrete-time linear neutral systems, we constructed bounded linear static state feedbacks as well as bounded observer-based linear measurement feedback control laws that achieve global asymptotic stabilization. Moreover, for continuoustime systems which are ANCBC, the results of [186] state, but without a full proof, that global asymptotic stabilization can be achieved by linear static state feedback control laws if all nonzero eigenvalues on the imaginary axis are semisimple (Jordan blocks of size at most 1) while zero is allowed to be an eigenvalue whose Jordan blocks can be at most of size 22 (which are associated with double integrators). In this section, we will present for continuous-time systems which are ANCBC, the recent work of [206] which goes beyond the work of [186], and presents constructive globally stabilizing saturating linear static state feedback control laws for linear systems which consist of a mix of single integrators, double integrators, and neutrally stable dynamics. We also observe that, in the literature, there is this general belief for continuoustime systems that if there are Jordan blocks of size greater or equal to three associated with an eigenvalue at zero, then one needs nonlinear feedback control laws to globally stabilize such linear systems subject to actuator saturation. This is a misconception. Such a misconception is possibly based on a misreading of the result of [38]. One should emphasize that the beautiful result of Fuller does not claim or consider anything beyond static state feedbacks for a chain of integrators with a single input. We will present in this section our recent work [206] which reexamines this classical issue and resolves the general misconception that the size of Jordan block associated with a zero eigenvalue determines whether linear control laws or nonlinear control laws are needed for globally stabilizing a linear system subject to actuator saturation. Global asymptotic stabilization of discrete-time systems subject to actuator saturation turns out to be much more complex than that of continuous-time systems. A discrete-time version of the classical result of Fuller is still not available. There is a large class of linear feedback control laws which achieve local asymptotic stability for the discrete-time equivalent of the double integrator but fail to achieve global asymptotic stability. This result is indeed in direct contrast with continuous-time case where local asymptotic stability for the double integrator always implies global asymptotic stability. We will present this recent work from [207] which completely classifies which linear feedback laws result in global

4.7 Issues on global stabilization of linear systems subject to actuator saturation

231

asymptotic stability for the discrete-time equivalent of the double integrator. As far as we know today, the discrete-time equivalent of the double integrator and the class of linear neutral systems (Sect. 4.6.1) are the only discrete-time systems which can be rendered globally asymptotically stable by bounded linear feedback controllers. As of this writing, it is fair to say that there still exist two general unresolved open problems:  Under what conditions one can utilize a linear static state feedback control law to globally stabilize a linear system subject to actuator saturation?  Under what conditions one can utilize a linear dynamic state feedback control law to globally stabilize a linear system subject to actuator saturation?

4.7.1 Mixed case of single integrators, double integrators, and neutrally stable dynamics In continuous-time case, it is clear that both double integrator and neutrally stable systems subject to actuator saturation can be globally stabilized by linear static state feedback control laws. However, the mixture of these cases is not well studied. As recalled above, for the mixed case, [186] gave a sufficient condition that guarantees global stability of the closed-loop system by using linear static state feedback control laws, but this result is not studied from a design point of view. In this subsection, we present a linear static state feedback control design methodology to globally stabilize the mixed system subject to actuator saturation based on the very recent work of [206]. To start with, we present an algorithm which gives us a methodology for designing a linear static state feedback control laws for so-called mixed systems, namely, systems with double integrators, single integrators, and neutrally stable dynamics subject to actuator saturation. We then prove via a Lyapunov argument that such a control law globally stabilizes a mixed system subject to actuator saturation. Consider a continuous-time linear system called mixed system subject to actuator saturation: zx C B.z z u/; xzT D Az (4.271) z 2 Rm and  is the standard saturation function defined in where xz 2 Rn , u Definition 2.19. z B/ z is staAs in the previous sections, we assume here as well that the pair .A; bilizable, and the eigenvalues of Az are all located in the closed left-half complex z B/ z is ANCBC). Furthermore, we assume that Az has eigenplane (i.e., the pair .A; value zero with geometric multiplicity m and algebraic multiplicity m C q with no Jordan blocks of size larger than 2 while the remaining eigenvalues are simple purely imaginary eigenvalues. Obviously, for such systems, stabilizability of the z B/ z is equivalent to controllability of the pair .A; z B/. z pair .A;

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4 Constraints on inputs: actuator saturation

The algorithm for designing a linear static state feedback control law to globally stabilize the system described in (4.271) is carried out in three steps: Step 1: We can obviously find a basis transformation x such that

A

z xD A D x1 A with

0 As 0

d

0 0

0 0 A!



! 0 I ; Ad D 0 0

while As D 0 and A! satisfies A! C A0! D 0. With respect to this basis transformation, we obtain

B  d

B D x1 Bz D

Bs ; B!

with Bd;1 Bd D Bd;2

!

compatible with the structure of Ad . The system in the new coordinates is given by xT D Ax C B.u/:

ˇK 

Step 2: Design K such that

1

K2 :: : Km

KD

satisfies KA C B 0  D 0 KB C .KB/0 < 0; where  is a diagonal matrix such that



1

D

0 0



0 0 0 0 ; 0 I

(4.272)

4.7 Issues on global stabilization of linear systems subject to actuator saturation

with 0 0 1 D 0 I

233

!

compatible with the structure of Ad . The existence of such a K is shown in the proof of Theorem 4.61. Step 3: Construct the linear static state feedback control law u D Kz xz;

(4.273)

where Kz D Kx1 . The control law (4.273) globally stabilizes the system described in (4.271). To prove that the above algorithm generates a Kz that globally stabilizes the system described in (4.271), we need the following lemmas. These two lemmas are very well known and can be found in [63] and [58], respectively.

Lemma 4.59 Given two matrices X and Y , there exists a matrix Z such that ZX D Y if and only if ker X  ker Y; where ker A is the null space of a matrix A 2 Rmn defined as ker A WD fx 2 Rn j Ax D 0g :

(4.274)

We present next a special case of LaSalle’s invariance principle, where V .x/ is positive definite, which is also known as Krasovskii Theorem.

Lemma 4.60 Consider the system xT D f .x/; where f W Rn ! Rn . Let x D 0 be an equilibrium point. Let V W Rn ! R be a continuously differentiable, radially unbounded, positive definite function such that VT .x/ 6 0 for all x 2 Rn . Let S D f x 2 Rn j VT .x/ D 0 g and suppose that no solution can stay in S for all t > 0 other than the trivial solution x.t/ D 0 for all t > 0. Then, the origin is globally asymptotically stable. Next, we prove that the design given in the above algorithm has the desired properties.

234

4 Constraints on inputs: actuator saturation

Theorem 4.61 Consider a linear system as given in (4.271) with input u.t/ 2 z B/ z is controllable. Moreover, we assume that Az has Rm . Assume that the pair .A; eigenvalue zero with geometric multiplicity m and algebraic multiplicity m C q with no Jordan blocks of size larger than 2 while the remaining eigenvalues are simple purely imaginary eigenvalues. The linear state feedback control law u D Kz xz given in (4.273) can globally stabilize the system (4.271).

Proof : Through step 1 of the algorithm, we can transfer the system (4.271) into (4.272) as xT D Ax C B.u/: The state vector has a decomposition

x  d

xD

xs x!

compatible to the decomposition of A. Moreover, ! xd;1 xd D : xd;2 We prove the theorem via Lyapunov argument. Consider a Lyapunov candidate X 1 1 0 V .x/ D x!0 x! C xd;2 xd;2 C 2 2 m

Ki x Z 1 .y/dy:

(4.275)

i D1 0

The evaluation of VT .x/ along the trajectories of the closed-loop system yields, 0 VT .x/ D x!0 xT ! C xd;2 xT d;2 C  0 .Kx/K x: T

With some algebra, we can write the above equation in the matrix form as VT .x/ D  0 .Kx/.KAx C B 0 x/ C  0 .Kx/KB.Kx/:

(4.276)

In order to make VT .x/ nonpositive, it is sufficient to guarantee that the gain matrix K satisfies KA C B 0  D 0 (4.277) KB C .KB/0 < 0:

4.7 Issues on global stabilization of linear systems subject to actuator saturation

Let us write (4.277) in matrix equality form,    K A B D B 0 

 S ;

235

(4.278)

where S is any matrix satisfying S C S 0 < 0. We get KB C .KB/0 D S C S 0 < 0: Now, let us show that a K which satisfies (4.278) exists. From Lemma 4.59, we see that the solvability of (4.278) is equivalent to showing !  x  0 D0 (4.279) B  S u given 

!  x D 0: A B u

(4.280)

Since the pair .A; B/ is controllable, from the Hautus test [45], we know that   rank A B D n: Moreover, from the structure of matrices A and B, we know that rank A D n  m and rank B D m. Thus, im A \ im B D 0; where im Z is the range space of a matrix Z 2 Rmn defined as im Z WD fZx j x 2 Rn g : Therefore, (4.280) implies that Ax D 0 and Bu D 0. Clearly, Ax D 0 implies that xd;2 D 0 and x! D 0 which yields x D 0. Hence, B 0 x D 0: Moreover, rank B D m while B has m columns. This implies that B is injective. Therefore, Bu D 0 implies u D 0, and thus, S u D 0. Hence, (4.279) is satisfied, and we have shown that (4.278) is solvable. Since .A B/ is surjective, for any given S , we have a unique solution K for (4.278) such that VT .x/ D  0 .Kx/KB.Kx/ 6 0; provided that S C S 0 < 0. In order to prove asymptotic stability, we apply Lemma 4.60. Clearly, our Lyapunov candidate function V .x/ given in (4.275) is continuously differentiable, radially unbounded, and is positive definite.

236

4 Constraints on inputs: actuator saturation

Next, we note that the VT .x/ D 0 if and only if Kx D 0. When Kx D 0, the dynamics obviously becomes xT D Ax. We need to show that there exists no initial condition x.0/ D x0 ¤ 0 such that Kx.t/ D 0 for all t > 0 while x.t/ T D Ax.t/. We have

˙x



C txd;2 .0/ xd;2 .0/ : xs .0/ x! .t/

d;1 .0/

x.t/ D

Since x! .t/ is only related to nonzero eigenvalues, we get from Kx.t/ D 0 for all t > 0 that

˙x



˙x

d;2 .0/

0 0 0

K

d;1 .0/

D 0;

The first equality in (4.281) implies that

˙x

d;2 .0/



0 0 0

0DK

˙

K



xd;2 .0/ xs .0/ 0

D 0:



˙

0 xd;2 .0/ D KA 0 0

D B 0

(4.281)



0 xd;2 .0/ ; 0 0

0 which yields Bd;2 xd;2 .0/ D 0. Controllability of the pair .A; B/ implies that Bd;2 0 must be surjective. Hence, Bd;2 is injective, and we obtain xd;2 .0/ D 0. Next, we note that the second equality in (4.281) yields

˙x

d;1 .0/

0 xs .0/ 0



˙x  1

D Ax C Bu where x D

x2 x3 x4

for suitably chosen x and u since .A B/ is surjective (because of controllability). Obviously, this implies that 0 D Bd;2 u while x4 satisfies x4 D A1 ! B! u:

4.7 Issues on global stabilization of linear systems subject to actuator saturation

We find that

˙x

d;1 .0/



0 xs .0/ 0

0 D u0 K

237

D u0 K ŒAx C Bu

D u0 B 0 x C u0 S u 0 x2  u0 B!0 x4 C u0 S u D u0 Bd;2 0 D u0 B!0 A1 ! B! u C u S u

D u0 S u;

where we used that Bd;2 u D 0 and the fact that A1 ! is skew-symmetric. Since S C S 0 < 0, we find u D 0. But this immediately yields that xs .0/ D 0. Using that xs .0/ D 0 and xd;2 .0/ D 0, we get from the second equality in (4.281) that

˙x

d;1 .0/

0DK



0 0 0

˙



0 xd;1 .0/ D KA 0 0

˙

D B 0



0 xd;1 .0/ ; 0 0

0 0 which yields Bd;2 xd;1 .0/ D 0. As noted before, Bd;2 is injective, and therefore, xd;1 .0/ D 0. It remains to show that x! .0/ D 0. We note that

˙



0 0 K 0 x! .0/

D K! x! .0/ D 0;

where K! is the gain matrix associated with neutrally stable dynamics. We know that x.t/ remains in the kernel of K with u.t/ D 0. Hence,

˙



0 0 KA 0 x! .0/

D K! A! x! .0/ D 0:

But since KA D B 0 , this yields B!0 x! .0/ D 0: Hence, if x! .0/ ¤ 0, we have a nontrivial A! -invariant subspace which is contained in ker B!0 . Using the skew symmetry of A! , we find that this subspace

238

4 Constraints on inputs: actuator saturation

is also A0! -invariant. However, the existence of a nontrivial A0! invariant subspace contained in ker B!0 yields a contradiction with the observability of the pair .B!0 ; A0! / or, equivalently, a contradiction with the controllability of the pair .A! ; B! /. Therefore, x! .0/ D 0. Hence, the origin is the only solution within the subset of Rn for which VT .x/ D 0. Hence, the global asymptotic stability of the closed-loop system follows from Lemma 4.60.



˘  ˘

Let us consider an example, which contains two double integrators, one single integrator, and neutrally stable dynamics with A and B as follows:

AD

0 0 0 0 0 0 0

0 0 0 0 0 0 0

1 0 0 0 0 0 0

0 1 0 0 0 0 0

0 0 0 0 0 0 0

0 0 0 0 0 0 1

0 0 0 0 0 1 0

;

BD

0 0 1 0 0 1 1

1 0 2 1 0 1 0

3 5 4 6 1 0 1

:

It is easy to check that the pair .A; B/ is controllable. Also, we observe that since S is arbitrary such that S C S 0 < 0, the solution for (4.278) is not unique. Therefore, the linear static state feedback control laws which can globally stabilize the closed-loop system are not unique either. However, for a given S , we have a unique solution for (4.278); therefore, we have an associated unique linear static state feedback control law which can globally stabilize the closed-loop system. For this example, we choose

1

SD

1 1



1 3 1

1 1 : 53

Then, the unique possible globally stabilizing linear static state feedback control law is u D Kx, where

K  1

KD

K2 K3

with K1 , K2 , and K3 as given below:  K1 D 1 0 1  K2 D 2 1 0  and K3 D 4 6 0

 1 ;  1 17 0 1 ;  4 35 1 0 : 3 11 1

4.7 Issues on global stabilization of linear systems subject to actuator saturation

239

5000 x1 x2 x3 x4 x5 x6 x7

4000 3000 2000 1000 0 −1000 −2000 −3000 −4000 −5000

0

500

1000

1500

2000

Figure 4.1: Global stabilization via a linear static state feedback For the initial condition  0 x0 D 100 100 100 100 100 100 100 ; the dynamics are shown in Fig. 4.1, which clearly is consistent with our result that the closed-loop system is asymptotically stable.

4.7.2 Triple integrator with multiple inputs As pointed out earlier, there exists a general belief that for a system which has an eigenvalue at zero with associated Jordan block of size greater or equal to three, there does not exist a saturating linear static state feedback control law which can globally stabilize the system. We claim that this is a misconception. More precisely, in simple words, whether a saturating linear static state feedback control law exists or not does not merely depend on the size of Jordan block. We prove here that there exists a saturating linear static state feedback control law which can globally stabilize a triple-integrator system with two inputs. We present first a useful Lemma 4.62 from [155] (see also [172]). Lemma 4.62 Assume that T D f .; v/ has a globally Lipschitz right-hand side, and that the origin is a globally asymptotically stable state for T D f .; 0/. Then there exists some  > 0 such that every solution of T D f .; v/ converges to zero, for every v such that kv.t/k 6 e t . We present next a theorem pertaining to a triple integrator with two inputs.

240

4 Constraints on inputs: actuator saturation

Theorem 4.63 Consider a triple integrator subject to actuator saturation, with two input channels, described by

xT  0 1

xT 2 xT 3

D

0 0

1 0 0

x  0 0

0 1 0

1

x2 x3

C

0 1 1 0

! 1 .u1 / ; 1 .u2 /

(4.282)

where, as usual, for each i D 1; 2, 1 .ui / is the standard saturation function: 1 .ui / D sgn.ui / min f1; jui jg : A linear static state feedback control law can globally stabilize the system (4.282).

Proof : We will present two proofs for Theorem 4.63. Let us proceed now with the first proof. Consider a linear static state feedback control law u1 D x3 u2 D z ˛ x1  ˇx2 ; where ˛z > 0, ˇ > 0, and  >> 0. By applying this particular state feedback control law, we get the closed-loop system as xT 1 D x2

(4.283a)

˛ x1  ˇx2 / xT 2 D x3 C 1 .z

(4.283b)

xT 3 D 1 .x3 /:

(4.284)

The asymptotic stability of the closed-loop system follows from the fact that the poles of the linearized system are in the open left-half plane. In order to prove global asymptotic stability of the closed-loop system, we need to show that the closed-loop system is globally attractive. We can view the system comprising of (4.283) and (4.284) as two subsystems, where the dynamics of subsystem 2 (4.284) consisting of x3 .t/ is decoupled from the dynamics of subsystem 1 (4.283) which consists of x1 .t/ and x2 .t/ and in which the dynamics of x3 .t/ is viewed as a disturbance. In order to prove the global attractivity of the whole system, we use Lemma 4.62. To do so, let us first check all the conditions of the Lemma 4.62. Consider the subsystem 1. Let us define ! ! x2 x1 f .; v/ D ; D and v D x3 : x3 C 1 .z ˛ x1  ˇx2 / x2 We then have the dynamics of subsystem 1 as T D f .; v/.

4.7 Issues on global stabilization of linear systems subject to actuator saturation

241

Clearly, the origin is globally asymptotically stable for T D f .; 0/, since for v D 0, it becomes a double-integrator subject to actuator saturation with arbitrary negative linear state feedback control law, for which it is well known that the closed-loop system is globally asymptotically stable. It is also easily verified that f is globally Lipschitz. In order to apply Lemma 4.62, we must guarantee kx3 .t/k 6 e t for some  determined by the dynamics of subsystem 1. First, choose  > . Obviously, we see that for big initial condition kx3 .0/k, the subsystem 2 given by (4.284) is subject to actuator saturation at the beginning, kx3 .t/k decays linearly up to certain point; once it gets out of saturation region, kx3 .t/k decays exponentially fast to zero, with a rate  > . Thus, we can choose  sufficiently large such that kx3 .t/k 6 e t . We automatically see that all the conditions of Lemma 4.62 are satisfied; therefore, every solution of the first subsystem converges to zero. Thus, the closed-loop system is globally attractive. Hence, we have proved that the closed-loop system is globally asymptotically stable. This completes our first proof. We proceed next to present the second proof by constructing a Lyapunov function. The Lyapunov approach followed here guarantees stability for all ˛z ; ˇ;  > 0 while the first proof given above proves stability only for  sufficiently large. This proof demonstrates also the fact that searching for a Lyapunov function even for a simple (low order) linear system subject to actuator saturation is very complicated. Let us partition R3 into 4 regions: ˚ R1 D .x1 ; x2 ; x3 / 2 R3 jx2 x3 ˚ R2 D .x1 ; x2 ; x3 / 2 R3 jx2 x3 ˚ R3 D .x1 ; x2 ; x3 / 2 R3 jx2 x3 ˚ R4 D .x1 ; x2 ; x3 / 2 R3 jx2 x3

> 0; jx3 j > 1 ; < 0; jx3 j > 1 ; > 0; jx3 j < 1 ; < 0; jx3 j < 1 :

Consider a Lyapunov candidate ˛ z x1ZCˇx2

1 .y/dy C

V .x/ D C

0 ˛ z 

˛z 2 x 2 2

˚ max f 0; x2 x3 ; x2 x3 jx3 j g C r max .x3 /2 ; .x3 /4 ; (4.285)

where r > 0 is to be suitably selected shortly in subsequent development. We want to show that the Lyapunov candidate shown in (4.285) is indeed a Lyapunov function; thus, the global asymptotic stability of the closed-loop system follows. First, it is easy to see that V .x/ is continuous and positive definite. Also, V .x/ is radially unbounded.

242

4 Constraints on inputs: actuator saturation

In order to show global asymptotic stability of the closed-loop system, we need to show that VT .x/ in each region is negative. In regions R1 and R2 , the system is described by xT 1 D x2 xT 2 D x3 C 1 .z ˛ x1  ˇx2 / xT 3 D  sgn.x3 /: For the region R1 , the evaluation of VT .x/ along the trajectories of the closed-loop system yields ˛ x1 C ˇx2 /Œz ˛ x2 C ˇ.x3  1 .z ˛ x1 C ˇx2 // VT D 1 .z ˛ x1 C ˇx2 / C ˛z x2 Œx3  1 .z C ˛z Œx3  1 .z ˛ x1 C ˇx2 / x3 jx3 j  2z ˛ x2 x3  4r jx3 j3 D ˇx3 1 .z ˛ x1 C ˇx2 /  ˇ12 .z ˛ x1 C ˇx2 /  ˛z x2 x3 C ˛z jx3 j3  ˛z 1 .z ˛ x1 C ˇx2 /x3 jx3 j  4r jx3 j3 : For jx3 j > 1, the following hold: 1 1 jx3 j 6 jx3 j3 ;   1 1 2 2 ˛ x1 C ˇx2 /x3 jx3 j 6 jx3 j D 2 jx3 j 6 2 jx3 j3 : 1 .z   x3 .z ˛ x1 C ˇx2 / 6 jx3 j 6

We then get ˛ z ˛z ˇ VT 6 ˇ12 .z ˛ x1 C ˇx2 /  ˛zx2 x3  .4r  2  3  /jx3 j3 :    Choosing r such that 4r 4 > ˛z  C ˛z C ˇ 2 ;

(4.286)

we get VT < 0. For the region R2 , the evaluation of VT2 along the trajectories of the closed-loop system yields ˛ x1 C ˇx2 /Œz ˛ x2 C ˇ.x3  1 .z ˛ x1 C ˇx2 // VT D 1 .z C ˛zx2 Œx3  1 .z ˛ x1 C ˇx2 /  4r jx3 j3 D ˇx3 1 .z ˛ x1 C ˇx2 /  ˇ12 .z ˛ x1 C ˇx2 / C ˛z x2 x3  4r jx3 j3 6 ˇ12 .z ˛ x1 C ˇx2 / C ˛z x2 x3  .4r 

ˇ /jx3 j3 : 

4.7 Issues on global stabilization of linear systems subject to actuator saturation

243

Choosing r such that 4r 2 > ˇ;

(4.287)

we get VT < 0. In regions R3 and R4 , the system is described by xT 1 D x2 xT 2 D x3 C 1 .z ˛ x1  ˇx2 / xT 3 D x3 : For the region R3 , the evaluation of VT3 along the trajectories of the closed-loop system yields VT D 1 .z ˛ x1 C ˇx2 /Œz ˛ x2 C ˇ.x3  1 .z ˛ x1 C ˇx2 // C˛ z x2 Œx3  1 .z ˛ x1 C ˇx2 / ˛ z ˛ x1 C ˇx2 / x3 C Œx3  1 .z   ˛z x2 x3  2r 3 x32 ˛ z D .ˇ  /x3 1 .z ˛ x1 C ˇx2 /  ˇ12 .z ˛ x1 C ˇx2 /  ˛ z C .  2r 3 /x32 :  In this case, let us choose an  small enough such that  ˛z ˇ jˇ  j 6 : 2  2 Next, using jx3 1 .z ˛ x1 C ˇx2 /j 6

 2 1 1 .z ˛ x1 C ˇx2 / C x32 ; 2 2

we get ˇ VT 6  12 .z ˛ x1 C ˇx2 / C 2



 ˛z ˛z 1 3 jˇ  j C  2r x32 : 2  

Choosing r such that 2r 3 > we get VT < 0.

˛z ˛z 1 jˇ  j C ; 2  

(4.288)

244

4 Constraints on inputs: actuator saturation

For the region R4 , the evaluation of VT4 along the trajectories of the closed-loop system yields VT D 1 .z ˛ x1 C ˇx2 /Œz ˛ x2 C ˇ.x3  1 .z ˛ x1 C ˇx2 // C ˛z x2 Œx3  1 .z ˛ x1 C ˇx2 /  2r 3 x32 D ˇx3 1 .z ˛1 C ˇx2 /  ˇ12 .z ˛ x1 C ˇx2 / C ˛z x2 x3  2r 3 x32 ˇ 6 Œx32 C 12 .z ˛ x1 C ˇx2 /  ˇ12 .z ˛ x1 C ˇx2 / 2 C ˛z x2 x3  2r 3 x32 ˇ ˇ D  12 .z ˛ x1 C ˇx2 / C ˛z x2 x3  .2r 3  /x32 : 2 2 Choosing r such that 4r 3 > ˇ;

(4.289)

we get VT < 0. Thus, by choosing r sufficiently large such that all the inequalities (4.286)– (4.289) are satisfied, we get VT .x/ < 0 for all four different regions. Therefore, VT .x/ is negative for the entire region R3  f0g. Thus, the closed-loop system is globally asymptotically stable. Hence, the triple-integrator subject to actuator saturation can be globally asymptotically stabilized via linear static state feedback control laws.

4.7.3 Discrete-time equivalent of the double integrator There exists a vast difference between a discrete-time double integrator subject to actuator saturation and its counterpart in continuous time. In continuous time, any linear state feedback control law which locally stabilizes the double integrator, also globally stabilizes the double integrator in the presence of actuator saturation. In discrete time, the equivalent of the double integrator has intrinsically different behavior. Some linear feedbacks which locally stabilize the double integrator, also globally stabilize the double integrator in the presence of actuator saturation. However, some other linear feedbacks which locally stabilize the double integrator, do not globally stabilize the double integrator in the presence of actuator saturation. In this subsection, we classify a large class of linear feedback laws which achieve global stability. But, on the other hand, we also classify a class of linear feedback laws which achieve local stability but yield nonzero periodic solutions in the presence of actuator saturation and therefore cannot achieve global asymptotic stability. This subsection is based on the recent work of [207, 208].

4.7 Issues on global stabilization of linear systems subject to actuator saturation

245

Consider a discrete-time double integrator subject to actuator saturation described by ( x1 .k C 1/ D x1 .k/ C x2 .k/ (4.290) x2 .k C 1/ D x2 .k/ C .u.k//; where, as usual, .u.k// is the standard saturation function .u.k// D sgn.u.k// min f1; ju.k/jg ; and u.k/ D f1 x1 .k/ C f2 x2 .k/

(4.291)

with f1 and f2 as feedback gains. Let us first consider the system (4.290) with the feedback control law (4.291) in the absence of actuator saturation. From Jury’s test, we see that any feedback control law (4.291) with f1 and f2 which satisfy the following conditions: f1 < 0 f1  2f2 < 4 jf2  f1 C 1j < 1 1  .f2  f1 C 1/2 > j.f2 C 2/.f1  f2 /j or, equivalently, which satisfy the condition 1 f1  2 < f2 < f1 < 0; 2

(4.292)

stabilizes the system (4.290) in the absence of actuator saturation or, in other words, achieves local asymptotic stability for the closed-loop system. The question is whether such feedback control laws also globally stabilize the system (4.290) subject to actuator saturation. The motivation for studying the discrete-time double integrator subject to actuator saturation comes from the well-known result on its counterpart in continuous-time setting (see previous subsection). For contrast, let us first clearly state the result for the continuous-time double integrator subject to actuator saturation.

Theorem 4.64 Consider the system ( xT 1 D x2 xT 2 D .f1 x1 C f2 x2 /;

(4.293)

where f1 and f2 are constants. For any f1 ; f2 < 0, the system (4.293) is globally asymptotically stable.

246

4 Constraints on inputs: actuator saturation

From the above theorem, we see that an arbitrary linear state feedback control law which stabilizes a continuous-time double integrator in the absence of actuator saturation (which is equivalent to the conditions f1 ; f2 < 0) also globally stabilizes the system subject to actuator saturation. Then, an important question that arises is the following: Is this also true for a discrete-time double integrator subject to actuator saturation? As shown in this subsection, the answer to this question is indeed negative. In this regard, we first show that the system (4.290) is not globally stabilized for all feedback control laws (4.291) which locally stabilize the system (4.290).

Theorem 4.65 If f1 and f2 satisfy Jury’s condition (4.292) plus the following condition: f2 > 32 f1 ;

(4.294)

then the closed-loop system exhibits nonzero limit cycles, that is, there exist initial conditions that yield nonzero periodic solutions; hence, the closed-loop system is not globally asymptotically stable. The above theorem considers the case f2 > 32 f1 . An obvious question that arises next is “what can we expect if f2 < 32 f1 ?”. The following theorem answers this question:

Theorem 4.66 If f1 and f2 satisfy Jury’s condition (4.292) plus the following condition: f2 < 32 f1 ;

(4.295)

then the closed-loop system is globally asymptotically stable. The above results can be illustrated by Fig. 4.2. Note that in Fig. 4.2, line AB is f2 D f1 , line BC is f2 D 12 f1  2, line AD is f2 D 32 f1 , and line AC is f1 D 0. Jury’s test establishes that whenever f1 and f2 take their values within the triangle ABC, the closed-loop system is locally asymptotically stable, otherwise unstable. The triangle ABC can be bisected into two regions, triangle ABD (Region II) and triangle ADC (Region III). As shown by Theorem 4.65, whenever f1 and f2 take their values within the triangle ABD, there exist initial conditions that lead to nonzero periodic solutions, and hence, global asymptotic stability of the closed-loop system is impossible. On the other hand, as shown by Theorem 4.66, whenever f1 and f2 take their values within the triangle ADC, the closed-loop system is globally asymptotically stable. Theorem 4.65 can be illustrated by the following example:

4.7 Issues on global stabilization of linear systems subject to actuator saturation

247

0.5

A

0 −0.5

I

−1

f2

−1.5

III

−2

C

−2.5

II

−3

D

−3.5

I

B

−4 −4.5 −4.5

−4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

0.5

f1

Figure 4.2: Stability characteristics as a function of f1 and f2 Example 4.67 Consider the system (4.290) with a state feedback control law (4.291) with gain parameters f1 D 1 and f2 D 1:2. The system has a periodic solution of period T D 56 for the following initial conditions: 3:6 6 x1 .0/ 6 10:4 and x2 .0/ D 14. The state trajectory for x1 .0/ D 10:4 and x2 .0/ D 14 is given in Fig. 4.3, where we clearly see the symmetric periodic orbit. Note that the state trajectory moves clockwise along the periodic orbit shown in Fig. 4.3.

Periodic orbit 15 10

x2

5 0 −5 −10 −15 −100

−50

0

50

100

150

x1

Figure 4.3: Periodic orbit of period 56 The proofs of the above theorems are considered next with the proofs of two technical lemma diverted to an appendix.

248

4 Constraints on inputs: actuator saturation

Proof of Theorem 4.65 : We will prove Theorem 4.65 by explicitly constructing nonzero periodic solutions. The periodic solution with an even period T D 2m that we will construct is such that the system is always in saturation, and the saturated input sequence is composed of 1 for the first m steps, followed by 1 for the next m steps. For such a solution, we always have x2 .T / D x2 .0/. In order to have x1 .T / D x1 .0/, it is easily verified that we must have that x2 .0/ D  m 2. Clearly, this will yield the required periodic solution if x1 .0/; f1 and f2 satisfy the following 2m inequalities: u.k/ > 1 for k D 0; : : : ; m  1 and u.k/ 6 1 for k D m; : : : ; 2m  1, which guarantee that the periodic solution has the required characteristic of the saturated input being 1 for the first m steps and 1 for the next m steps. We basically have three unknowns, x1 .0/, f1 , and f2 . However, if we view f1 x1 .0/, f1 , and f2 as the unknown variables, then the above inequalities become linear inequalities. Next, we note that the above 2m inequalities can be reduced to only two inequalities. Note that for k D 1; : : : ; m, x1 .k/ D x1 .0/ C kx2 .0/ C x2 .k/ D x2 .0/ C k

k.k1/ 2

since by construction the input saturate to 1 for the first m steps. We then note that Jury’s conditions (4.292) imply that f2 < f1 and f1 < 0. This implies that f2 < f1  12 kf1 for k D 0; : : : ; m  1. This yields f1 x2 .0/ C f2 < 12 f1 .m  k C 2/ since x2 .0/ D  m . We know m  k  1 > 0 and multiplying the above inequality 2 on both sides with m  k  1 yields h i .m1/.m2/ : f1 .m  k  1/x2 .0/ C f2 .m  k  1/ 6 f1 k.k1/  2 2 This is equivalent to u.m  1/ D f1 x1 .m  1/ C f2 x2 .m  1/ 6 f1 x1 .k/ C f2 x2 .k/ D u.k/ for k D 0; : : : ; m  1. Hence, u.m  1/ > 1 implies that u.k/ > 1 for k D 0; : : : ; m 1. A similar argument shows that u.2m 1/ 6 1 implies that u.k/ 6 1 for k D m; : : : ; 2m  1. Therefore, we have a periodic solution for the given f1 and f2 provided that there exists a x1 .0/ such that u.m  1/ D f1 Œx1 .0/ C .m  1/x2 .0/ C .m1/.m2/ 2 C f2 Œx2 .0/ C .m  1/ > 1 u.2m  1/ D f1 Œx1 .0/  x2 .0/  1 C f2 Œx2 .0/ C 1 6 1: , we find a periodic solution if we can find a x1 .0/ such Using that x2 .0/ D  m 2 that the following two inequalities are satisfied: f1 Œx1 .0/  .m  1/ C f2 Œ m 2  1 > 1 f1 Œx1 .0/ C

m 2

 1 C f2 Πm C 1 6 1; 2

4.7 Issues on global stabilization of linear systems subject to actuator saturation

249

which is equivalent to 1 C f1 .m  1/  f2 Πm  1 6 f1 x1 .0/ 6 1  f1 Πm  1 C f2 Πm  1 : (4.296) 2 2 2 Clearly, a suitable x1 .0/ exists if and only if m m 1 C f1 .m  1/  f2 Πm 2  1 6 1  f1 Π2  1 C f2 Π2  1 :

This implies that f1 .3m  4/  f2 .2m  4/ 6 4; which, for m > 2, is equivalent to 3m4 f 2m4 1

C

2 m2

6 f2 :

(4.297)

From (4.294), it is clear that lim . 3m4 f1 m!1 2m4

C

2 m2 /

D 32 f1 6 f2 :

Therefore, for any f1 ; f2 which satisfy Jury’s condition (4.292) and the additional condition (4.294), there exists a m sufficiently large such that (4.297) is satisfied. But in the above, we have seen that this implies that the system (4.290) with a feedback control law (4.291) exhibits periodic behavior for certain initial conditions with period 2m. Hence, the system (4.290) can never be globally asymptotically stabilized by the feedback control law (4.291) if f1 and f2 satisfy (4.292) and (4.294). In order to prove Theorem 4.66, we need to establish asymptotic stability in the region III depicted in Fig. 4.2. A basis transformation turns out to be useful for establishing this result. We define y1 .k/ D u.k/ and y2 .k/ D f1 x2 .k/. The closed-loop system is then given by (

y1 .k C 1/ D y1 .k/ C y2 .k/ C f2 .y1 .k// y2 .k C 1/ D y2 .k/ C f1 .y1 .k//:

We sometimes denote

(4.298)

! y1 .k/ ; y.k/ D y2 .k/

and y, y1 , or y2 without explicitly indicating time will refer to y.k/, y1 .k/, or y2 .k/, respectively. We first establish asymptotic stability for the region IV, as depicted in Fig. 4.4, by constructing a classical Lyapunov function.

250

4 Constraints on inputs: actuator saturation 0.5

A

0 −0.5 −1

IV

f2

−1.5 −2

−3 −3.5 −4 −4.5 −4.5

C

V

−2.5

D B −4

−3.5

−3

−2.5

−2

−1.5

−1

−0.5

0

0.5

f1

Figure 4.4: Stability characteristics as a function of f1 and f2 Lemma 4.68 Consider system (4.290) with a feedback control law (4.291). If feedback gains f1 and f2 satisfy Jury’s condition (4.292) and the following condition: .f2  f1 C 1/2  1 < f1 ;

(4.299)

then the closed-loop system is globally asymptotically stable.

Proof : Without loss of generality, we write the closed-loop system as (4.298). Next, we consider the following Lyapunov candidate: Vk D V .y.k// D 2y1 .k/.y1 .k//   2 .y1 .k//  2.y1 .k//y2 .k/ 

1 2 y .k/: f1 2

Then with some algebra, we get VkC1 D 2y1 .yz1 / C 2.f2  f1 /.y1 /.yz1 /  .yz1 /2 

1 2 f1 y2

 2y2 .y1 /  f1  2 .y1 /; where to simplify notation we have used yz1 D y1 .k C 1/, while y1 .k/ and y2 .k/ are abbreviated to y1 and y2 , respectively. We find that V D VkC1  Vk D 2y1 .yz1 / C 2.f2  f1 /.y1 /.yz1 /  .yz1 /2  2y1 .y1 /  .f1  1/ 2 .y1 /: Next, we show that V 6 0 by considering three different cases: case I: y1 > 1, case II: y1 6 1, and case III: jy1 j < 1.

4.7 Issues on global stabilization of linear systems subject to actuator saturation

251

In case I, using condition (4.299), we get V D 2y1 .yz1 / C 2.f2  f1 /.yz1 /  .yz1 /2  2y1  .f1  1/ D 2.y1  1/..yz1 /  1/  ..yz1 /  f2 C f1  1/2 C .f2  f1 C 1/2  .f1 C 1/ 6 .f2  f1 C 1/2  .f1 C 1/ < 0: In case II, using condition (4.299), we get: V D 2y1 .yz1 /  2.f2  f1 /.yz1 /  .yz1 /2 C 2y1  .f1  1/ D 2.y1 C 1/..yz1 / C 1/  ..yz1 / C f2  f1 C 1/2 C .f2  f1 C 1/2  .f1 C 1/ 6 .f2  f1 C 1/2  .f1 C 1/ < 0: Finally, in case III, using (4.299), we get V D 2.f2  f1 C 1/y1 .yz1 /  .yz1 /2  .f1 C 1/y12 D Œ.yz1 /  .f2  f1 C 1/y1 2 C Œ.f2  f1 C 1/2  .f1 C 1/ y12 6 0: We also see that equality holds only if y1 D 0 and yz1 D 0 which implies that x1 D x2 D 0. Hence, the global asymptotic stability of the closed-loop system follows. In order to prove Theorem 4.66, it remains to show that the closed-loop system is globally asymptotically stable in region V as depicted in Fig. 4.4. As before we assume the closed-loop system is given by (4.298). Next, let us consider a Lyapunov candidate in the presence of saturation, which is based on the linearized system as follows: Vk D V .y.k// D 2y1 .k/.y1 .k//   2 .y1 .k// C 2b.y1 .k//y2 .k/  We choose

( bD

2 f2

f2  2f 1

f22 C 4f1 > 0 f22 C 4f1 < 0:

1 2 f1 y2 .k/:

(4.300)

(4.301)

It is easily verified that in the triangle ADC of Fig. 4.4, we have b 2 Œ1; 0:5/ while for b D 1 we get the Lyapunov function used in Lemma 4.68, and in region V of Fig. 4.4, we have b 2 .1; 0:5/. We sometimes refer to the first case, when f22 C 4f1 > 0, as the real case since in that case the linearized system has real eigenvalues while the second case, when f22 C 4f1 < 0, is referred to as the complex case since in that case the linearized system has complex eigenvalues.

252

4 Constraints on inputs: actuator saturation

It is easy to see that the Lyapunov candidate (4.300) works for the linearized closed-loop system. In order to be a valid Lyapunov function, it is necessary that it must work when .y1 / stays at 1 or at 1 in two consecutive time instants. It is easy to verify that in that case, V D .2b  1/f1 C 2f2 ;

(4.302)

where .V /.k/ D VkC1  Vk , while Vk D V .y.k//. Thus, V D .f22 C 4f1 /=f2 C .f2  f1 / < 0 in the real case while V D f2  f1 < 0 in the complex case. Therefore, the Lyapunov candidate (4.300) has the required properties when .y1 / is in saturation for two consecutive time instants or is out of saturation for two consecutive time instants. Note that for a continuous-time problem, we would be done since y1 is continuous. However, for discrete-time systems, y1 obviously jumps from one time to the other, and hence, if .y1 .k// saturates, then it might well be that .y1 .k C 1// is out of saturation or conversely. This is intrinsically different from the continuous-time case. Thus, we have to show that the Lyapunov candidate (4.300) also decreases when y1 jumps. The traditional Lyapunov argument is to show that VkC1  Vk < 0 for all initial conditions. However, this approach does not work here. For the real case, if f2 < 2, there exist initial conditions such that VkC1 Vk > 0. A similar problem can arise in the complex case. Thus, we need a different technique. The main idea is to show that V decreases over a specifically chosen number of time steps, and V is bounded in the interim. In order to proceed with this idea, we first choose suitable time instants ki . The formal definition of ki is given next. Definition 4.69 k0 D 0, and ki is the smallest integer larger than ki 1 , such that either  jy1 .ki /j < 1; or  y1 .ki /y1 .ki C 1/ < 0 and jy1 .ki C 1/j > 1. In other words, ki is defined as the first time instant k > ki 1 where y1 .k/ either gets out of saturation or where y1 .k/ switches the sign. It is easily seen that ki is well defined given ki 1 since the only way ki would not be well defined is if y1 .k/ > 1 for all k > ki 1 or if y1 .k/ < 1 for all k > ki 1 . It is easily seen from the dynamics (4.298) that this is not possible. Instead of a classical Lyapunov design, we will study whether Vki is decreasing as a function of i . Before we formally prove Theorem 4.66, we present two crucial lemmas.

4.7 Issues on global stabilization of linear systems subject to actuator saturation

253

Lemma 4.70 Let the Lyapunov candidate V be defined in (4.300) and assume that the feedback gains f1 and f2 are in region V of Fig. 4.4, that is, (4.292) and (4.295) are satisfied and .f2  f1 C 1/2  1 > f1 :

(4.303)

In that case, if jy1 .ki /j 6 1 and Vki 1 ¤ 0, then Vki  Vki 1 < 0:

Proof : Since the proof is very lengthy, for the readability, we give the proof in Appendix 4.A.

Lemma 4.71 Let the Lyapunov candidate V be defined in (4.300) and assume that the feedback gains f1 and f2 are in region V of Fig. 4.4, that is, (4.292) and (4.295) are satisfied and .f2  f1 C 1/2  1 > f1 : In that case, if jy1 .ki /j > 1 and Vki 1 ¤ 0, then Vki  Vki 1 < 0

or

Vki C1  Vki 1 < 0:

Proof : Since the proof is very lengthy, for the readability, we give the proof in Appendix 4.B.

Remark 4.72 Note that if the feedback gains f1 and f2 take their values within the triangle ABD (region II) in Fig. 4.2, there actually exist initial conditions for which Vki C1  Vki 1 D 0 since ki C1  ki 1 is precisely the period of the periodic behavior as constructed in the proof of Theorem 4.65.

Proof of Theorem 4.66 : We already know that the system is locally asymptotically stable from Jury’s test. It remains to show global attractivity of the origin. If (4.299) is satisfied, Lemma 4.68 guarantees global asymptotic stability. Therefore, we only need to consider the case where (4.303) is satisfied in addition to (4.292) and (4.295). We first note that (4.300) can be rewritten as   V .y/ D 2.y1 / Œy1  .y1 / C Œ.y1 / C by2 2  b 2 C f11 y22 :

254

4 Constraints on inputs: actuator saturation

It is easy to show that for f22 C 4f1 ¤ 0, we have b 2 C f11 > 0. This immediately implies V .y/ > 0 if y ¤ 0. Lemmas 4.70 and 4.71 imply that either Vki C1  ˚ Vki < 0 or Vki C2  Vki < 0 if y.ki / ¤ 0. This results in a sequence kxi such that Vkxi C1 < Vkxi for all i . This clearly implies that Vkxi is bounded, and hence, kxi C1  kxi is bounded as well. This implies that Vkxi ! 0 as i ! 1. Local asymptotic stability implies that if Vkxi is small enough for some i , then y.k/ ! 0 as k ! 1, and therefore, we have global attractivity. For the case that b 2 C f11 D 0, we have V .y/ > 0, and V .y/ D 0 implies y1 C by2 D 0 and y1 2 Œ1; 1 . Lemmas 4.70 and 4.71 imply that either Vki C1  Vki < 0 or Vki C2  Vki < 0 if Vki ¤ 0. Similar to as before, we can show that V .k/ ! 0 as k ! 1. Let X denote the compact set of y 2 R2 for which V .y/ D 0. Then, it is easily verified that y.k/ 2 X implies that y.kC1/ 2 X and, moreover, y.k0 / 2 X implies that y.k/ ! 0 as k ! 1. Then a minor variation of the classical LaSalle argument implies that the system is globally attractive.

4.8 H2 and H1 low-gain theory We understand from previous sections that, whenever it is feasible, semi-global stabilization of linear systems subject to input saturation can be achieved by an appropriate low-gain state feedback. So far, we presented in this chapter three distinct methods of low-gain design, namely, direct eigenstructure assignment method and continuous-time H2 and H1 algebraic Riccati equation (ARE)-based methods. Recently, another method of low-gain design was developed based on a parametric Lyapunov equation [215, 216]. Although these four methods of lowgain design were proposed and developed independently in literature, it turns out that they are all rooted in and can be unified under two fundamental control theories, H2 and H1 theory. Our intension here is to show this. Also, all the above four methods consider only the case where low-gains are demanded by all the input channels. Hence, they all require the asymptotic null controllability with bounded input (ANCBC) of the given system. Here, in this section, we introduce the concept of H2 and H1 low gains in a general setting where only some or all the input channels are engaged with low gain. Then, we provide explicit existence conditions and design methods which yield the classical ANCBC condition and the aforementioned four design methods as special cases. Let us emphasize that the aforementioned unification via H2 and H1 theory not only brings the existing low-gain methods together but also reveals the interconnections between them. Also, by making explicit the connection between the proposed low-gain design methodologies and stabilization of linear systems subject to saturation, it also gives the necessary and sufficient conditions for semiglobal stabilization of linear systems when only some but not necessarily all the input channels are subject to saturation; this aspect has never been considered in the literature. This section follows the recent work of [202] and [201].

4.8 H2 and H1 low-gain theory

255

Throughout this section, we consider the following linear time invariant system: ( x D Ax C Bu ˙W (4.304) z D Du; where x 2 Rn , u 2 Rm and z 2 Rm0 . Here, the variable z represents a desired variable that can be constrained as required. Without loss of generality, we assume that   D D Im0

0 :

This is because for a general D, there always exist non-singular matrices U and V such that UDV D .Im0 0/. In what follows, a state feedback gain such as F" parameterized in a parameter " is called a gain sequence since as " changes, one obtains a sequence of gains. We define below formally what we mean by H2 and H1 low-gain sequences. Definition 4.73 For the system ˙ in (4.304), the H2 low-gain sequence is a sequence of parameterized static state feedback gains F" for which there exists an " such that for any " 2 .0; " the following properties hold: (i) For continuous-time case, there exists a M such that kF" k 6 M ; no such bound is needed for discrete-time case. (ii) A C BF" is Hurwitz stable for continuous time or Schur stable for discrete time. (iii) For any x.0/ 2 Rn , the closed-loop system with u D F" x satisfies lim kzk2 D 0:

"!0

The H1 low-gain sequence will depend on an a priori given data  ; hence, we define it as a  -level H1 low-gain sequence to explicitly indicate such a dependence. When we refer to H1 low-gain sequence, we always imply  -level H1 low-gain sequence. Definition 4.74 For the system ˙ in (4.304) and an arbitrary given E 2 Rnp , define an auxiliary system, ( x D Ax C Bu C E! ˙1 W (4.305) z D Du; and the infimum ˚   D inf kDF .sI  A  BF /1 Ek1 j .A C BF / 2 C  F

(4.306)

256

4 Constraints on inputs: actuator saturation

for continuous time, or the infimum ˚   D inf kDF .zI  A  BF /1 Ek1 j .A C BF / 2 C  F

(4.307)

for discrete-time case. For the system ˙ in (4.304), and for a  >   , the -level H1 low-gain sequence is a sequence of parameterized static state feedback gains F" .E;  / for which there exists an " such that for any " 2 .0; " the following properties hold: (i) For continuous-time case, there exists a M such that kF" .E;  /k 6 M ; no such bound is needed for discrete-time case. (ii) A C BF" .E;  / is Hurwitz stable for continuous time or Schur stable for discrete time. (iii) Consider a signal ! in L2 space (continuous time) or in `2 space (discrete time). For the system ˙1 with any x.0/ 2 Rn ,

 lim sup.kzk22   k!k22 / D 0: "!0

!

Remark 4.75 Unlike continuous time, for discrete-time systems, we do not require boundedness of F" or F" .E;  / as a function of ". However, from the perspective of applications, a bounded F" or F" .E;  / is desirable and in fact can always be constructed.

4.8.1 Properties of H2 and H1 low-gain sequences The first theorem given below shows the relationship between the H2 and H1 - level low-gain sequences. Theorem 4.76 For the system ˙ in (4.304) with a given E 2 Rnp and a  >   where   is as defined in (4.306) for continuous-time case or in (4.307) for discrete-time case, a sequence of feedback gains F" .E;  / is a  -level H1 lowgain sequence only if it is an H2 low-gain sequence.

Proof : By setting ! D 0 in the definition of H1  -level low-gain sequence, we immediately conclude this result.

4.8 H2 and H1 low-gain theory

257

Remark 4.77 The inverse of Theorem 4.76 is not true. For any given E, we can always construct a 1 -level H1 low-gain sequence with 1 >  which, according to Theorem 4.76, is an H2 low-gain sequence but not a  -level H1 low-gain sequence. Theorem 4.76 can be visualized by the Venn diagram in Fig. 4.5. The next theorem shows that for the closed-loop consisting of system ˙ in (4.304) and either an H2 low-gain controller u D F" x or an H1 low-gain controller u D F" .E;  /x, the magnitude of z and DF" or DF" .E;  / can be made arbitrarily small. Theorem 4.78 The closed-loop system comprising (4.304) and either u D F" x or u D F" .E;  /x satisfies the following properties: (i) lim"!0 kzk1 D 0. (ii) lim"!0 DF" D 0 and lim"!0 DF" .E;  / D 0.

H2 low-

gain seq.

H∞ - level low-gain seq.

Figure 4.5: Venn diagram

Proof : Owing to Theorem 4.76, we only need to prove these two properties for an H2 low-gain sequence. Let us first consider the continuous-time case. The fact that kzk2 ! 0 as " ! 0 for any x.0/ implies that lim kF" e .ACBF" /t k D 0:

"!0

Since kF" k is bounded for all " 2 .0; " , kA C BF" k is also bounded for all " 2 .0; " . We have lim kF" .A C BF" /e .ACBF" /t k D 0:

"!0

258

4 Constraints on inputs: actuator saturation

This implies that zT 2 L2 , and moreover, lim"!0 kTz k2 D 0. Applying CauchySchwartz inequality as ˇ t ˇ ˇZ ˇ ˇ ˇ ˇ ˇ ˇ kz.t/k2  kz.0/k2 ˇ D 2 ˇ zT . /0 z. /d ˇ ˇ ˇ ˇ ˇ 0 0 t 11=2 0 t 11=2 Z Z 6 2 @ kTz . /k2 d A @ kz. /k2 d A ; (4.308) 0

0

we find that   kz.0/k2 6 2kTz kŒ0;t kzkŒ0;t C kz.t/k2 : 2 2

Let " be fixed and t ! 1. Since A C BF" is Hurwitz, kz.t/k ! 0. We then have kz.0/k2 6 2kTz k2 kzk2 : Then let " ! 0. We conclude that for any x.0/ 2 Rn , lim kz.0/k2 D lim kDF" x.0/k2 D 2 lim kTz k2 kzk2 D 0;

"!0

"!0

"!0

and hence, lim"!0 DF" D 0. On the other hand, (4.308) also yields   kzkŒ0;t C kz.0/k2 6 2kTz k2 kzk2 C kz.0/k2 : kz.t/k2 6 2kTz kŒ0;t 2 2

Therefore, lim kzk1 D 0:

"!0

Let us next consider the discrete-time case. Since kzk1 6 kzk2 ; the fact that kzk2 ! 0 as " ! 0 for any x.0/ immediately yields (i). Moreover, kz.0/k D kDF" x.0/k 6 kzk1 : Therefore, kzk1 ! 0 as " ! 0 for any x.0/ implies that kDF" k ! 0 as " ! 0.

4.8 H2 and H1 low-gain theory

259

Remark 4.79 If F" is not bounded for continuous time, the above theorem is not true in general. Consider the example of a system ! ! ! ! ! 8 ˆ < xT 1 D 0 1 x1 C 0 u C 1 u 1 0 0 0 0 x2 1 xT 2 ˆ : z D u0 : Choosing u0 D "x2 yields ! ! ! ! 8 ˆ < xT 1 D 0 1 C " x1 C 0 u 1 xT 2 x2 0 0 1 ˆ : z D "x2 : 1 1 Choose u1 D  .1C"/" 2 x1  " x2 . Define

y1 .z t / D "x1 .t/;

y2 .z t / D .1 C "/"2 x2 .t/ and z t D 1" :

The closed-loop system in the new coordinates and in the new time scale is given by ! ! ! yT1 0 1 y1 D : (4.309) 1 1 y2 yT2 We first verify that the controller .u0 ; u1 / is an H2 low-gain controller. Note that ky.0/k 6 "kx.0/k; provided that " is small. There exists a 2 independent of " such that ky2 k2 6 2 ky.0/k 6 "2 kx.0/k: Then Z1 kzk22

D"

2

kx2 k22

D"

2

t/ y22 .z " dz t 6 1" ky2 k22 .1C"/2 "4

6 "2 kx.0/k:

0

Therefore, for any x.0/, we have lim"!0 kzk2 D 0. However, if we fix initial condition at .x1 .0/; x2 .0// D .1; 0/, we get .y1 .0/; y2 .0// D ."; 0/ and ky2 k1 D "1 ; where 1 WD ky2 k1

! ! 1 y1 .0/ D : with 0 y2 .0/

260

4 Constraints on inputs: actuator saturation

Note that 1 is independent of ". Then 1 kzk1 D " .1C"/" 2 "1 D

1 1C" ;

and kzk1 cannot be reduced to zero. Theorem 4.78 enables us to connect to the literature and explain why the H2 and  -level H1 sequences as defined in Definitions 4.73 and 4.74 are termed as “low-gain” sequences. As we alluded to in the beginning of this chapter, the name low-gain sequence arose or has roots in one of the classical problems, namely, the problem of semi-globally stabilizing a linear system subject to actuator saturation. To be precise, let us consider a linear system xx C B.x x u/; x x D Ax

(4.310)

x B/ x be stawhere the function ./ denotes a standard saturation. Let the pair .A; bilizable and Ax has all its eigenvalues in the closed left-half plane for continuoustime systems or within or on the unit disc for discrete-time systems. Consider a state feedback controller (4.311) u x D Fx" xx; where Fx" is a parameterized sequence with the parameter as ". If the feedback sequence Fx" satisfies all the three conditions posed in Theorem 4.11 (continuous time) or in Theorem 4.16 (discrete time), it is known as a “low-gain” feedback in the context of stabilization of linear systems subject to saturation. In fact, the state feedback controller u x D Fx" xx, where Fx" is such a low-gain sequence, semiglobally stabilizes (4.310) for a small enough value of ". That is, there exists an " such that for all " 2 .0; " /, the closed-loop system comprising (4.310) and (4.311) is semi-globally stable with a priori given (arbitrarily large) bounded set ˝ being in the region of attraction, and moreover, the smaller the value of " the larger can be the a priori prescribed set ˝. Having recalled above the classical semi-global stabilization problem of a linear system with saturating linear feedbacks, we can now emphasize its connection to Theorem 4.78. As is done in classical semi-global stabilization problem, let us first assume that all the control channels are subject to saturation. Then, to see the connection between such a semi-global stabilization problem and Theorem 4.78, set D D Im and thus take z D u as the constrained variable subject to saturation. Then, Theorem 4.78 shows that the H2 and  -level H1 sequences as defined in Definitions 4.73 and 4.74 satisfy all the three conditions posed in Theorems 4.11 and 4.16, and hence, they can appropriately be termed as low-gain sequences. Furthermore, as is evident from Theorem 4.78, they can readily achieve semi-global stabilization of a linear system where all control inputs are subject to saturation whenever it is achievable. We now proceed with the general setting, where we assume without loss of generality D D .Im0 0/ for some m0 < m. This means, in the scenario of a

4.8 H2 and H1 low-gain theory

261

linear system subject to input saturation, all the input channels are not necessarily constrained, that is, some are constrained and others are not. To be precise, we can assume the following system configuration:  D A C B0 .u0 / C B1 u1 ;

(4.312)

where 2 Rn , u0 2 Rm0 , u1 2 Rmm0 , and B D .B0 B1 /. Some inputs as represented by u0 are subject to saturation. In other words, we have the constrained variable z D Du D u0 . In this case, properties of Theorem 4.78 imply that for an initial condition x0 in a given set and a prespecified saturation level , there exists an " such that for all " 2 .0; " / the closed-loop system satisfies the following: kz.t/k D ku0 .t/k D kDF" e .ACBF" /t x0 k 6  for all t > 0 for continuous-time systems and kz.k/k D ku0 .k/k D kDF" .A C BF" /k x0 k 6  for all k > 0 for discrete-time systems. This implies that the saturation can be made inactive for all the time, and hence, the closed-loop system can in fact be linear. Therefore, the stability of the closed-loop system directly follows from Definitions 4.73 and 4.74.

4.8.2 Existence of H2 and H1 low-gain sequences We have the following theorem regarding the existence of H2 and H1 low-gain sequences.

Theorem 4.80 For the system ˙ in (4.304) with an arbitrarily given E 2 Rnp and  >   where   is defined in (4.306) for continuous-time systems or in (4.307) for discrete-time systems, the H2 and  -level H1 low-gain sequences exist if and only if (i) .A; B/ is stabilizable. (ii) .A; B; 0; D/ is at most weakly non-minimum phase.

Remark 4.81 In the special case of D D Im , the invariant zeros of .A; B; 0; I / coincide with the eigenvalues of A. Hence, condition (ii) requires that all the eigenvalues of A are in the closed left-half plane for continuous time and within the closed unit disc for discrete time. In this case, a system that satisfies conditions (i) and (ii) is indeed asymptotically null controllable with bounded control (ANCBC).

262

4 Constraints on inputs: actuator saturation

Proof : Consider the case of H2 low-gain sequence. For continuous time, dep fine 2 D trace.P / where P is the unique semi-stabilizing solution to the continuous-time linear matrix inequality (CLMI)3 A0 P C PA PB D0D B 0P

! > 0:

(4.313)

p For discrete time, define 2 D trace.P / where P is the unique semi-stabilizing solution to the discrete-time linear matrix inequality (DLMI) A0 PA  P B 0 PA

A0 PB 0 D D C B 0 PB

! > 0:

(4.314)

It was shown in [133] that H2 low-gain sequence exists if and only if 2 D 0, i.e., P D 0. This is equivalent to the conditions that .A; B/ is stabilizable and sI  A B rank 0 D

!

sI  A B D normrank 0 D

!

for any s 2 CC for continuous time or for any s 2 C˚ for discrete time, i.e., .A; B; 0; D/ is at most weakly non-minimum phase. Consider next the case of  -level H1 low-gain sequence. For continuous-time case, it is shown in [161] that given  >   , the  -level H1 -low-gain sequences exist if and only if, P D 0 is a semi-stabilizing solution to the continuous-time quadratic matrix inequality (CQMI) A0 P C PA C  2 PEE 0 P B 0P

PB D0D

! > 0:

Similarly, for discrete-time case, following [162], we can easily verify that given  >   , the discrete-time  -level H1 -low-gain sequences exist if and only if P D 0 is a semi-stabilizing solution to the discrete algebraic Riccati equation (DARE) !0 ! 0 B 0 PA 0 B PA P D A PA  G.P / E 0 PA E 0 PA; where D0D G.P / D 0

3 The

0  2 I

!

!  B0 P C B E0

 E :

definition of a semi-stabilizing solution of a CLMI or a DLMI is given in [133].

4.8 H2 and H1 low-gain theory

263

The above properties are equivalent to the conditions that .A; B/ is stabilizable and that the matrix pencil ! sI  A B 0 D does not have any zeros in CC for continuous time or in C˚ for discrete time, i.e., the system is at most weakly non-minimum phase.

Remark 4.82 As shown in the foregoing discussion, the low-gain sequences achieve semi-global stabilization of linear systems subject to input saturation. Consider the system (4.310). In order to design a low-gain sequence for this system, one can choose D D Im in (4.304). The above theorem then shows that the necessary and sufficient conditions for semi-global stabilization are that .A; B/ is stabilizable and all the invariant zeros of .A; B; 0; Im / are in the closed lefthalf plane (continuous time) or in the closed unit disc (discrete time). It is known that the invariant zeros of .A; B; 0; Im / coincide with eigenvalues of A. Hence, condition (ii) implies that all the eigenvalues of A are in the closed left-half plane (continuous time) or in the closed unit disc (discrete time). Note that in this particular case of D D Im , conditions (i) and (ii) are well known as classical ANCBC conditions as discussed in previous sections. However, in general, all the system inputs may not have to be subject to saturation as given in (4.312). To design a low-gain feedback sequence for this type of system, we can choose D D .Im0 0/ in (4.304). Then the necessary and sufficient conditions as required in Theorem 4.80 are that .A; B/ is stabilizable and the invariant zeros of .A; B; 0; D/ are in the closed left-half plane (continuous time) or in the closed unit disc (discrete time). It can be shown that the invariant zeros of .A; B; 0; D/ in this case are a subset of eigenvalues of A (see [139]). Therefore, only some eigenvalues of A have to be constrained while the others can be completely free. Moreover, Theorem 4.80 identifies those eigenvalues that need to be restricted. This can be illustrated by the following example. Consider a linear system with some components of input subject to saturation:

˙x  ˙ 0 1

x2 x3 x4

D

1 0 1

1 0 0 2

0 0 2 0

˙x  ˙0

0 0 1 3

1

x2 x3 x4

C

1 .u0 / C 1 0

˙0

0 u1 : 0 1

(4.315)

Clearly, .A; B/ is stabilizable. Matrix A has eigenvalues .j; j; 2; 3/. It can be identified that .j; j / are the invariant zeros of .A; B; 0; D/, which are obviously on the imaginary axis (continuous time) and are also on the unit circle

264

4 Constraints on inputs: actuator saturation

(discrete time). Hence, the two conditions in Theorem 4.80 are satisfied while the other two eigenvalues .2; 4/ are clearly in the right-half plane (continuous time) and are also outside the unit circle (discrete time).

4.8.3 Design of H2 low-gain sequences We consider here design methods of H2 low-gain sequences in this subsection while the next subsection considers the design of H1 low-gain sequences. We emphasize that for each design, we present different alternate procedures. Thus, the designer has a choice of choosing one method or the other. The design procedures we develop here yield the classical low-gain design methods as special cases. From the definition, designing an H2 low-gain sequence for the system ˙ in (4.304) is equivalent to designing a bounded H2 suboptimal control for the following auxiliary system: ( ˙2

x D Ax C Bu C ! z D Du:

Such an H2 suboptimal controller for ˙2 can be constructed using either direct eigenstructure assignment method or perturbation method (see [82, 133]). Direct eigenstructure assignment method: The design basically follows the “H2 suboptimal state feedback gain sequence” (H2 -SOSFGS) algorithm developed in [81, 82] (see also Sect. 4.3). There exists a non-singular state transformation .xa0 ; xc0 /0 D T1 x such that the system ˙2 can be transformed into a compact special coordinate basis (SCB) form:

x2 W ˙

8 ˆ < ˆ :

xa xc z

!

Aa 0 D ? Ac

!

! ! ! xa 0 Ba C u1 C u0 C T1 ! xc Bac Bc

(4.316)

D u0 ;

where xa 2 Rna , xc 2 Rnc , u0 2 Rm0 , uc 2 Rmc , na C nc D n, and m0 C mc D m and ? denotes matrix of not much interest. The eigenvalues of Aa are the invariant zeros of the system ˙. When the given system is in the form of SCB, Theorem 4.80 implies that .Aa ; Ba / is stabilizable and Aa has all its eigenvalues in the closed left-half plane (continuous time) or in the closed unit disc (discrete time). Moreover, it follows directly from the properties of the SCB that .Ac ; Bc / is controllable (see Chap. 3). In order to use the eigenstructure assignment method, we need to perform another transformation .x xa0 ; xc0 /0 D T2 .xa0 ; xc0 /0 such that the system can be transformed further into

4.8 H2 and H1 low-gain theory

z2 W ˙

8 ˆ <

x xa xc

ˆ :

z

!

265

Axa 0 D ? Ac

!

! ! ! xxa 0 Bxa C u1 C u0 C T ! xc Bac Bc

D u0 ;





where T D T2 T1 , Axa and Bxa are in the following form:

Axa D

A1 0 :: : 0 0

 Bxa D

B1 0 :: : 0 Bo;1

  :: :

A12 A2 :: : 0 0

 0

0 B2 :: : 0 Bo;2

  :: :  

A1` A2` :: : A` 0

0 0 :: : 0 Ao

0 0 :: : B` Bo;`

;

B1;o B2;o :: : B`;o Bo

 ;

(4.317)

and where Ao is Hurwitz stable for continuous time or Schur stable for discrete time, .Ai ; Bi / is controllable, and Ai has all its eigenvalues on the imaginary axis for continuous time or on the unit circle for discrete time. Moreover, .Ai ; Bi / is in the controllability canonical form (which has the same structure for continuousand discrete-time systems) as given by



Ai D

0

1

0 :: : 0 ˛i;0

0 :: : 0 ˛i;1

 :: : :: :  

0 :: :

0

1 0

0 :: : 1

˛i;ni 2

˛i;ni 1

  ;

Bi D

0 0 :: : 0 1

:

(4.318) For each pair .Ai ; Bi /, let the feedback gain Fi ."/ be such that .Ai C Bi Fi ."// D "  .Ai / for continuous time, or .Ai C Bi Fi ."// D .1  "/.Ai / for discrete time.

266



Define

4 Constraints on inputs: actuator saturation

F1 ."1 /

0

0 :: : 0 0

F2 ."2 / :: :

 :: : :: :

 

0 0

Fa;" D

0 :: :

0 :: :

0 0 F` ."` / 0 0 0



;

`1

where "i D "2 .ri C1 C1/.r` C1/ for i D 1; : : : ; `  1 and "` D " where ri is the largest algebraic multiplicity of eigenvalues of Ai . Since .Ac ; Bc / is controllable, we can choose a bounded Fc such that Ac C Bc Fc is Hurwitz stable for continuous time or Schur stable for discrete time, and has a desired set of eigenvalues. The sequence of feedback gains for the system ˙2 can then be constructed as ! Fa;" 0 F" D T2 T1 : 0 Fc Clearly, F" is bounded and A C BF" is Hurwitz stable for continuous time or Schur stable for discrete time. It follows from Sect. 4.3 (see also [82]) that F" also satisfies Property (iii) in Definition 4.73, namely, for any x.0/ 2 Rn , lim kzk2 D 0:

"!0

Therefore, F" is an H2 low-gain sequence.

Remark 4.83 In the special case of D D Im , the above design procedure recovers the direct eigenstructure assignment method in the classical low-gain design developed in Sect. 4.3 for linear systems subject to input saturation. To highlight the explicit nature of the above method and to illustrate the constructive procedure, we design an H2 low-gain sequence for the discrete-time example given in (4.315). Note that for this system, A and B are already in the form of (4.317) and (4.318) where ! ! ! ! 0 1 2 1 0 0 ; Ac D ; B1 D ; Bc D : A1 D 1 0 0 3 1 1 With a bit of algebra, we find  F1 ."/ D 1  .1  "/2

 0 :

4.8 H2 and H1 low-gain theory

267

It is easy to verify that A1 C B1 F1 ."/ has eigenvalues at ..1  "/j; .1  "/j /. Choose Fc D .3:75 5/ so that Ac C Bc Fc has eigenvalues at .0:5; 0:5/. The discrete H2 low-gain sequence can then be constructed as ! 1  .1  "/2 0 0 0 : F" D 0 0 3:75 5

Perturbation methods There exists a classical perturbation method that has long been used in H2 suboptimal controller design (see, for instance, [133]). The philosophy of perturbation methods used in H2 low-gain design is the same as for H2 suboptimal controller design, that is, to perturb the data of the system so that an H2 optimal controller exists for the perturbed system, and then, based on continuity argument, we can obtain a sequence of H2 low-gains for the original system utilizing H2 optimal control design techniques developed in [133]. For a given quadruple .A; B; C; D/, let a sequence of perturbed data (A" , B" , x" ! Q x 0 as " ! 0 and Q x " is C" , D" ) be such that A" ! A, B" ! B, Q continuous at " D 0 where  0    0   x " D C" D" C" D" : x0 D C D C D ; Q (4.319) Q In order for this perturbation .A" ; B" ; C" ; D" / to be admissible for H2 low-gain design, it has to satisfy the following conditions: (i) For continuous-time systems, the solution P";2 to the CLMI, ! A0" P";2 C P";2 A" P";2 B" C C"0 D" > 0; B"0 P";2 C D"0 C" D"0 D"

(4.320)

converges to 0. Similarly, for discrete-time systems, the smallest positive semi-definite semi-stabilizing solution P";2 to the DLMI, ! C"0 C" C A" 0 P";2 A"  P";2 A0" P";2 B" C C"0 D" > 0; (4.321) B"0 P";2 A" C D"0 C" D"0 D" C B"0 P";2 B" converges to 0. (ii) An H2 optimal state feedback controller of a static type F" exists for the perturbed system characterized by .A" ; B" ; C" ; D" ; I /. One can construct the F" using, for instance, the .COGFMDZ/ or .COGFMDZ/nli algorithms for left-invertible and non-left-invertible continuous-time systems, respectively. Similarly, we have the .DOGFMDZ/ or .DOGFMDZ/nli algorithm for discrete-time systems. Further details are in Chap. 7 of [133].

268

4 Constraints on inputs: actuator saturation

Moreover, the obtained F" should satisfy the next three conditions: (iii) F" is bounded for continuous-time systems; although it is desirable, it need not be bounded for discrete-time systems. (iv) F" is such that A C BF" is Hurwitz stable for continuous-time systems or Schur stable for discrete-time systems. (v) F" satisfies that k.C C DF" /.sI  A  BF" /1 k2 ! 0 as " ! 0. If .A" ; B" ; C" ; D" / and one of the correspondingly constructed F" satisfy all the 5 conditions stated above, such an F" is an H2 low-gain sequence. Remark 4.84 Since F" is obtained from H2 optimal controller design, we immediately see that A" CB" F" is Hurwitz stable for continuous-time systems or Schur stable for discrete-time systems, and k.C" C D" F" /.sI  A"  B" F" /1 k2 ! 0. But these do not necessarily imply that A C BF" is Hurwitz stable for continuoustime systems or Schur stable for discrete-time systems, and that k.C CDF" /.sI  A  BF" /1 k2 ! 0 as " ! 0 even though the continuity is satisfied. Specifically in our problem, for the system ˙ in (4.304) characterized by (A, B, C , D) with C D 0, we can use two perturbation methods to design an H2 low-gain sequence. Perturbation method I: The classical perturbations used in H2 suboptimal control are of the form .A; B; C" ; D" / where C" and D" are such that .A; B; C" ; D" / x" ! Q x0 has no zero structure (that is, neither invariant zeros nor infinite zeros), Q as " ! 0, and there exists a ˇ such that x "2 ; x "1 6 Q Q This leads to a perturbed system ( ˙2" W

for 0 6 "1 6 "2 6 ˇ:

(4.322)

x D Ax C Bu C w z" D C" x C D" u:

For this perturbation, we have:  Since C" and D" satisfy (4.322), condition (i) follows from Theorems 4.103 and 4.105 in Appendix 4.D.  Since the quadruple .A; B; C" ; D" / does not have zero structures (that is, neither invariant zeros nor infinite zeros), condition (ii) follows from Theorem 4.101 in Appendix 4.D.  Since we do not perturb A and B, condition (iv) is obvious.

4.8 H2 and H1 low-gain theory

269

 Since u D F" x is an H2 optimal state feedback for the perturbed system and P";2 ! 0, we have k.C" C D" F" /.sI  A  BF" /1 k2 ! 0. Then, (4.322) implies that k.C C DF" /.sI  A  BF" /1 k2 6 k.C" C D" F" /.sI  A  BF" /1 k2 : Therefore, k.C C DF" /.sI  A  BF" /1 k2 ! 0 as " ! 0. We find that conditions (i), (ii), (iv), and (v) are always satisfied by this type of perturbation. It remains to verify condition (iii). We note that since we can select C D 0 in our problem, we can always find a .C" ; D" / such that a bounded F" can be constructed following .COGFMDZ/ or .COGFMDZ/nli algorithm for continuous-time systems or .DOGFMDZ/ or .DOGFMDZ/nli algorithm for discrete-time systems [133]. In what follows, we give two examples for this type of perturbation which recover, in the special case of D D Im , the standard H2 -ARE low-gain design for linear systems subject to input saturation. Example 1. Consider the perturbed system ˙2" defined earlier where



C" D



0 ; 0 p Q"

D 

D" D

"I ; 0

and Q" 2 Rnn is such that Q" > 0 and lim Q" D 0: "!0

(4.323)

Clearly, .A; B; C" ; D" / does not have any zero structure (that is, neither invariant zeros nor infinite zeros), and .C" ; D" / satisfies (4.322). Hence, we only need to check condition (iii) for continuous-time systems. For such systems, define the H2 optimal static state feedback for the perturbed system as F" D .D"0 D" /1 B 0 X";2 ; where X";2 is the positive definite solution of H2 CARE: A0 X";2 C X";2 A C Q"  X";2 B 0 .D"0 D" /1 BX";2 D 0:

(4.324)

Although we do not need boundedness of F" for discrete-time systems, we can similarly define the H2 optimal static state feedback for the perturbed system as F" D .B 0 X";2 B C D"0 D" /1 B 0 X";2 A; where X";2 is the positive definite solution of H2 DARE: X";2 D A0 X";2 A C Q"  A0 BX";2 .B 0 X";2 B C D"0 D" /1 X";2 B 0 A:

(4.325)

When m0 D m, that is, D D Im , F" is bounded for " 2 Œ0; 1 and hence is an H2 low-gain sequence. Moreover, it recovers the standard H2 -ARE-based low-gain design for linear systems subject to input saturation as discussed in

270

4 Constraints on inputs: actuator saturation

Sect. 4.4. However, when m0 < m, the boundedness of F" needs to be proved for continuous-time systems. In the next example, we present an alternative perturbation of .C" ; D" / which automatically generates a bounded F" for any m0 6 m. Example 2. First, we can transform the system into the form (4.316) with transformation .xa0 ; xc0 /0 D T1 x. Then consider a perturbed system based on (4.316) as

" x2;I ˙ W

8 ˆ ˆ ˆ ˆ ˆ ˆ < ˆ ˆ ˆ ˆ ˆ ˆ :

xa xc z0 z";1

!

!

Aa D ?

0 Ac

0 D p Q"

!

! ! ! xa 0 Ba C uc C u0 C T1 ! xc Bac Bc

!

! ! ! Im0 0 u0 xa C ; 0 0 uc xc

0 0

where Q" satisfies (4.323). In this case, 0 C" D p Q"

! 0 ; 0

Im0 D" D 0

! 0 : 0

The perturbed system does not have zero structure (that is, neither invariant zeros nor infinite zeros) and .C" ; D" / satisfies (4.322). We proceed to check condition (iii). For continuous-time systems, define the H2 optimal static state feedback for the perturbed system as ! Ba0 X";2 0 T1 ; F" D 0 Fc where X";2 is the positive definite solution of H2 CARE: A0a X";2 C X";2 Aa C Q"  X";1 Ba Ba0 X";2 D 0; and where Fc is bounded such that Ac C Bc Fc is Hurwitz stable. Although we do not need boundedness of F" for discrete-time systems, we can similarly define the H2 optimal static state feedback for the perturbed system as .I C Ba0 X";2 Ba /1 Ba0 X";2 Aa F" D 0

! 0 T1 ; Fc

where X";2 is the positive definite solution of H2 DARE: X";2 D A0a X";2 Aa C Q"  A0a X";2 Ba .I C Ba0 X";2 Ba /1 Ba0 X";2 Aa ; and where Fc is bounded such that Ac C Bc Fc is Schur stable.

4.8 H2 and H1 low-gain theory

271

We note that F" selected above is bounded for any m0 6 m and " 2 Œ0; 1 . Therefore, it is an H2 low-gain sequence. When m0 D m, that is when D D Im , the above perturbation method also recovers the standard H2 -ARE low-gain design developed in Sect. 4.4. Perturbation method II for continuous-time systems: In perturbation method I, we utilize fictitious outputs to remove zero dynamics completely. However, we can also directly perturb system dynamics to move those invariant zeros on the imaginary axis without adding fictitious outputs. Consider a perturbation (A" , B" , 0, D" ) which leads to the following perturbed system: ( " x2;II ˙

W

x x D A" xx C B" u C ! z D D" u; x

(4.326)

where A" D .1 C "/A;

B" D .1 C "/B;

D" D .1 C "/D;

and " small enough such that ..1 C "/A; .1 C "/B/ is stabilizable. For the sake of clarity, we focus on this particular choice of perturbation. The conditions required for perturbation can be verified as follows:  Since .A" ; B; 0; D/ always has the same normal rank as that of .A; B; 0; D/, condition (i) follows from Theorem 4.102 in Appendix 4.D.  Since .A" ; B; 0; D/ does not have any invariant zeros on the imaginary axis and has no infinite zeros, condition (ii) follows from Theorem 4.101 in Appendix 4.C.  Note that "

"

DF" e .ACBF" C 2 I /t D e 2 t DF" e .ACBF" /t : By the definition of H2 norm, this implies that kDF" .sI  A  BF" /k2 6 kDF" .sI  A  2" I  BF" /k2 : Therefore, kDF" .sI  A  BF" /k2 ! 0 if kDF" .sI  A  2" I  BF" /k2 ! 0. We find that condition (v) is satisfied.  Obviously, A C BF is Hurwitz stable if A C BF C 2" I is Hurwitz stable. Therefore, condition (iv) is satisfied. Therefore, the conditions (i), (ii), (iv), and (v) can be satisfied. For this perturbation, we can always construct a bounded H2 optimal controller following .COGFMDZ/nli algorithm. This can be done as follows:

272

4 Constraints on inputs: actuator saturation

We first find a non-singular state transformation independent of "

x   a xa

D T2 x

xc such that the perturbed system can be transformed into its SCB form 8 " xT a A 0 0 xa ˆ a C 2I ˆ ˆ ˆ "  ˆ D 0 A 0 xa ˆ a C 2I ˆ xT a ˆ " ˆ ˆ xc ? ? Ac C 2 I < xT c "  x ˙2;II W 0 Ba ˆ ˆ  u C E! ˆ C u C 0 B ˆ c 0 a ˆ ˆ ˆ ˆ B B ˆ c ac ˆ : z D u0 ;

  

 

 

 

  where A a is Hurwitz stable, the pairs .Aa ; Ba / and .Ac ; Bc / are controllable,  and the eigenvalues of Aa are on the imaginary axis. The eigenvalues of .1C"/A a and .1 C "/A a are the invariant zeros of the perturbed system. For a small ", .1 C "/A a is also Hurwitz stable. Let X";2 be the positive definite solution of CARE: 0

0    " " .A a C 2 I / X";2 C X";2 .Aa C 2 I /  X";2 Ba Ba X";2 D 0:

(4.327)

It is shown in [215] that X";2 strictly decreases to zero as " goes to zero, and hence, X" is bounded. Choose a bounded Fc such that Ac C Bc Fc is Hurwitz. The H2 low-gain sequence F" can then be constructed as ! 0 0 Ba X";2 0 T2 : F" D 0 0 Fc Obviously, the bounded condition (iii) on F" is satisfied. Remark 4.85 In the special case when D D Im , the above perturbation method recovers the parametric Lyapunov approach to low-gain design developed in [215] for linear systems subject to input saturation. Perturbation method II for discrete-time systems: As in the case of continuoustime systems, for clarity, we focus on a particular perturbation as given in the system (4.326). The conditions required for perturbation can then be verified:  Since ..1 C "/A; .1 C "/B; 0; .1 C "/D/ has the same normal rank as that of .A; B; 0; D/, condition (i) follows from Theorems 4.102 and 4.104 in Appendix.

4.8 H2 and H1 low-gain theory

273

 Since ..1C"/A; .1C"/B; 0; .1C"/D/ does not have any invariant zeros on the unit circle and has no infinite zeros, condition (ii) follows from Theorem 4.101 in Appendix.  Obviously, any F" for which .1 C "/A C .1 C "/BF" is Schur stable also yields that A C BF" is Schur stable. Therefore, condition (iv) is satisfied.  Note that .1 C "/DF" ..1 C "/A C .1 C "/BF" /k D .1 C "/kC1 DF" .A C BF" /k : By the definition of the H2 norm, this implies that kDF" .zI  A  BF" /k2 6 k.1 C "/DF" .zI  .1 C "/A  .1 C "/BF" /k2 : Therefore, kDF" .zI  A  BF" /1 k2 ! 0 if k.1 C "/DF" .zI  .1 C "/A  .1 C "/BF" /1 k2 ! 0: We find that condition (v) is satisfied. Hence, there exists an " such that for any " 2 .0; " , conditions (i), (ii), (iv), and (v) are satisfied. For this specific perturbation, following the .DOGFMDZ/nli algorithm, we can directly construct a discrete-time H2 optimal sequence controller. This can be done as follows: the perturbed system can be transformed into its compact SCB form using a non-singular state transformation. Let 0  0 0 xa xa xc0 D T3 x be such that 8 ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ < " x ˙2;II W ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ :

xx   a x xa

x xc

z x

A D .1 C "/

 a

0 A a ?

0 0 Ac

xx 

0 ? 0 C .1 C "/ 0 uc C .1 C "/ Bc D .1 C "/u0 ;

 

 a xxa

C T3 ! xxc Ba Ba u0 Bac

 

(4.328)

  where A a is Schur stable, the pairs .Aa ; Ba / and .Ac ; Bc / are controllable, and  the eigenvalues of Aa are on the unit circle. The eigenvalues of .1 C "/A a and  .1C"/A a are the invariant zeros of the perturbed system. For a small ", .1C"/Aa is also Schur stable. Moreover, T3 is independent of ". Let X";2 be the positive definite solution of DARE, 1 X .1C"/2 ";2

0

0

0

0

     1   D A a X";2 Aa  Aa X";2 Ba .I C Ba X" Ba / Ba X";2 Aa ;

274

4 Constraints on inputs: actuator saturation

and choose a bounded Fc such that Ac C Bc Fc is Schur stable. The discrete-time H2 suboptimal controller sequence F" can then be constructed as 0

0

0 .I C Ba X";2 Ba /1 Ba X";2 A a F" D 0 0

! 0 T3 : Fc

Clearly, F" is bounded for any " 2 .0; " ; therefore, condition (iii) is satisfied. We conclude that F" is an H2 low-gain sequence. Remark 4.86 In the special case when D D Im , the above perturbation methods recover the parametric Lyapunov approach to low-gain design developed in [215] for linear systems subject to input saturation.

4.8.4 Design of H1 low-gain sequences We consider here design of  -level H1 low-gain sequences. As in the preceding subsection, we give here different alternate procedures. The design procedures we develop here recover the classical H1 ARE low-gain design methods discussed in Sect. 4.4 as special cases. The direct eigenstructure assignment method of  -level H1 low-gain design can be found in [18]. We focus here on designing  -level H1 low-gain sequences using perturbation methods. Perturbation methods The philosophy of perturbation methods is similar to that in H2 low-gain design. However, the conditions imposed on perturbations are more restrictive. For the auxiliary system ˙1 of (4.305), consider a sequence of perturbations (A" , B" , C" , D" , E" ) which leads to the following perturbed system. Let ( " ˙1 W

x D A" x C B" u C E" w z" D C" x C D" u

(4.329)

x" ! Q x 0 , where Q x " and Q x 0 are be such that A" ! A, B" ! B, E" ! E, and Q defined in (4.319). The quintuple .A" ; B" ; C" ; D" ; E" / is admissible for  -level H1 low-gain design if it satisfies the following conditions: (i) For continuous-time systems, define ˚ " D inf k.C" C D" F /.sI  A"  B" F /1 E" k1 j F

.A" C B" F / 2 C g :

4.8 H2 and H1 low-gain theory

275

Similarly, for discrete-time systems, define ˚ " D inf k.C" C D" F /.zI  A"  B" F /1 E" k1 j F

.A" C B" F / 2 Cˇ :

Given  >   where   is defined in (4.306) or (4.307), for a sufficiently small ", we have " <  . (ii) Let  > " . For continuous-time systems, the solution P";1 of the CQMI, 

A0" P";1 C P";1 A" C C"0 C" C  2 P";1 E" E"0 P";1 B"0 P";1 C D"0 C"



P";1 B" C C"0 D" > 0; D"0 D"

satisfies P";1 ! 0 as " ! 0. For discrete-time systems, consider the H1 DARE: P" D

A0" P" A"

C C"0 C"



B"0 P" A" C D"0 C"  E"0 P" A"

with D"0 D" G.P" / D 0

0  2 I

!

0

 G.P" /



B"0 P" A" C D"0 C" E"0 P" A"

!  B"0 P C B" " E"0



 E"

E"0 P" E" C E"0 P" B" .D"0 D" C B"0 PB" / B"0 P" E" <  2 I: The smallest positive semi-definite semi-stabilizing solution P" satisfies the property that P" ! 0 as " ! 0. (iii) .A" ; B" ; C" ; D" / does not have invariant zeros on the imaginary axis (continuous time) or on the unit circle (discrete time). Under this condition, a  -level H1 suboptimal state feedback F" .E;  / with  >   ."/ for the perturbed system can be easily constructed using the techniques developed in [161]. Moreover, such an F" .E;  / should satisfy the next three conditions: (iv) The F" .E;  / is bounded for continuous-time systems; although it is desirable, it need not be bounded for discrete-time systems. (v) The F" .E;  / is such that ACBF" .E;  / is Hurwitz stable (continuous-time case) or Schur stable (discrete-time case).

276

4 Constraints on inputs: actuator saturation

(vi) Let w 2 L2 for continuous-time systems or w 2 `2 for discrete-time systems. Then, the closed-loop system comprising ˙1 and u D F" .E;  /x satisfies

 2 2 2 lim sup.kzk2   kwk2 / D 0: "!0

w

If .A" ; B" ; C" ; D" ; E" / and one of the correspondingly constructed F" .E;  / satisfy all six conditions, then this F" .E;  / is a  -level H1 low-gain sequence. In our problem, for a given quintuple .A; B; C; D; E/ with C D 0 and the given  > 0 satisfying  >   , two perturbation methods can be used for  -level H1 low-gain design. Perturbation method I for continuous-time systems: Similar to that in H2 low-gain design, the first perturbation is in the form of .A; B; C" ; D" ; E/ where C" and D" satisfy (4.322). We give two examples. Example I. Consider a sequence of perturbations .A; B; C" ; D" ; E/ where



C" D



0 ; 0 p Q"

D 

D" D

"I ; 0

where Q" satisfies (4.323). We first verify below that this perturbation is admissible for H1 low-gain design.  Suppose we apply any bounded F to the system (4.304) characterized by .A; B; 0; D; E/ such that A C BF is Hurwitz stable. Also, let F D kDF .sI  A  BF /1 Ek1 : We then have .C" C D" F /.sI  A  BF /1 E D

 DF .sI  A  BF /

1



E 1 "F .sI  A  BF / E : p Q" .sI  A  BF /1 E

Since A C BF is Hurwitz stable, F is bounded, there exists a M such that F 6 k.C" C D" F /.sI  A  BF /1 Ek1 6 F C maxfmax .Q" /; "gM: This together with (4.323) implies that for a given  , there exists an " such that for " 2 .0; " , conditions (i) are satisfied.  Clearly, .A; B; C" ; D" / does not have any zero structure (that is, neither invariant zeros nor infinite zeros). One can then design a  -level H1 sub-optimal feedback F" .E;  / using the techniques developed in [161].

4.8 H2 and H1 low-gain theory

277

 It is easy to see that C" and D" satisfy (4.322). Then, condition (ii) follows from Theorem 4.103 in Appendix 4.D.  Since we only perturb C and D and F" .E;  / is obtained using H1 optimal control techniques, condition (v) is obvious. Therefore, for " 2 .0; " , conditions (i), (ii), (iii), (v), and (vi) are all satisfied. Next, we construct a  -level H1 suboptimal controller using the techniques developed in [161]. In order to construct F" .E;  /, let X";1 be the positive definite solution of H1 CARE: A0 X";1 C X";1 A C C"0 C"  X";1 B 0 .D"0 D" /1 BX";1 C  2 X";1 EE 0 X";1 D 0: Then a  -level H1 suboptimal static state feedback can be constructed as F" .E;  / D .D"0 D" /1 B 0 X";1 : When D D Im , F" .E;  / constructed above is bounded for " 2 .0; " . Therefore, the condition (iv) is satisfied, and F" .E;  / is a  -level H1 low-gain sequence. Moreover, it recovers the H1 ARE-based low-gain design for semi-global stabilization of linear systems subject to input saturation as discussed in Sect. 4.4. When D D .Im0 0/ with some m0 < m, the boundedness of F" needs to be proved. However, we present shortly an alternative perturbation .C" ; D" / which automatically yields a bounded F" .E;  /. Example 2. First, we can transform the system into the form (4.316) with transformation .xa0 ; xc0 /0 D T1 x. Then consider a perturbed system based on (4.316) as 8 ! ! ! ! ! ! ˆ xa Ba Ea Aa 0 xa 0 ˆ ˆ D C uc C u0 C ! ˆ < Bc ? Ac xc xc Bac Ec " ! ! ! ! ! ˙1;I W ˆ z0 0 0 xa Im0 0 u0 ˆ ˆ D p C ; ˆ : z" D z 0 0 u Q 0 x ";1

"

c

c

where Q" satisfies (4.323). For the same reasons as argued in the previous example, there exists an " such that for any " 2 .0; " , conditions (i), (ii), (iii), (v), and (vi) are satisfied. It remains to check condition (iv). Next, we construct a  -level H1 suboptimal feedback F" for the perturbed system following the design procedure in [161]. Let P";1 be the positive definite solution of H1 CARE, A0a P";1 C P";1 Aa C Q"  P";1 Ba Ba0 P";1 C  2 P";1 Ea Ea0 P";1 D 0;

278

4 Constraints on inputs: actuator saturation

and choose a bounded Fc such that Ac C Bc Fc is Hurwitz. Then, F" .E;  / can be constructed as ! Ba0 P";1 0 T1 : F" .E;  / D 0 Fc Clearly, F" .E;  / is bounded for any " 2 .0; " . Therefore, F" .E;  / is a  -level low-gain sequence. When D D Im , the above method recovers the H1 ARE-based low-gain design for semi-global stabilization of linear systems subject to input saturation [181]. Perturbation method II for continuous-time systems: Consider the perturbation .A C 2" I; B; 0; D/ with " small enough such that .A C 2" I; B/ is stabilizable.  Given A C 2" I C BF Hurwitz stable, we have kDF .sI  A  BF /1 Ek1 6 kDF .sI  A  2" I  BF /1 Ek1 : This implies that conditions (i) and (vi) are satisfied.  Since .A C 2" I; B; 0; D/ always have the same normal rank as that of .A; B; 0; D/, condition (ii) follows from Theorem 4.102 in Appendix 4.C.  Since .A C 2" I; B; 0; D/ does not have any invariant zeros on the imaginary axis, condition (iii) is satisfied.  A C BF is Hurwitz if A C 2" I C BF is Hurwitz. Therefore, conditions (i), (ii), (iii), (v), and (vi) are satisfied for a sufficiently small ". Moreover, one can always design a bounded  -level H1 state feedback according to [161] as follows. There exists a non-singular state transformation independent of "

x   a xa0

D T2 x

xc such that the transformed system is in the SCB form,

" x1;II ˙ W

8 ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ < ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ :

xT  A  a xT a0

D

xT c

z

D u0 ;

 a

x 

C 2" I 0 0 0 A0a C 2" I 0 ? ? Ac C 2" I 0 Ba C 0 uc C Ba0 u0 C Bac Bc

 

 

 a xa0

Ex  c  a Ea0

Ec

!

4.8 H2 and H1 low-gain theory

279

0 0 where A a is Hurwitz, .Ac ; Bc / is controllable, and .Aa ; Ba / is controllable. For "  a sufficiently small ", Aa C 2 I is Hurwitz as well. Let X";1 be the positive definite solution of H1 CARE:

.A0a C 2" I /0 X";1 C X";1 .A0a C 2" I /  X";1 Ba0 .Ba0 /0 X";1

C  2 X";1 Ea0 .Ea0 /0 X";1 D 0:

Let Fc be bounded and such that Ac C Bc Fc is Hurwitz, and the  -level H1 suboptimal controller is given by ! 0 .Ba0 /0 X";1 0 T2 : F" .E;  / D 0 0 Fc Since X";1 is bounded, F" .E;  / is bounded. Therefore, F" .E;  / is a  -level H1 low-gain sequence. Perturbation method I for discrete-time systems: Similar to the discrete-time H2 low-gain design, the first class of perturbations for system ˙1 in (4.305) is in the form of .A; B; C" ; D" ; E/ where C" and D" satisfy (4.322). We give two examples. Example 1: One classical perturbation for system ˙1 which is widely used in the literature is .A; B; C" ; D" ; E/, where



C" D



0 ; 0 p Q"

D 

D" D

"I ; 0

and Q" satisfies (4.323). We first verify below that this perturbation is admissible for H1 low-gain design:  Condition (i) is proved in the proof of Theorem 4.105 in Appendix.  It is easy to see that C" and D" satisfy (4.322). Then, the condition (ii) follows from Theorem 4.105 in Appendix.  Clearly, .A; B; C" ; D" / does not have invariant zeros. One can then design a discrete-time  -level H1 suboptimal feedback F" .E;  / using the techniques developed in [161].  Since we only perturb C and D and F" .E;  / is obtained using H1 optimal control techniques, condition (vi ) is obvious. Therefore, for " 2 .0; " , conditions (i), (ii), (iii), and (v) are all satisfied. Next, we construct a discrete-time  -level H1 suboptimal controller using the

280

4 Constraints on inputs: actuator saturation

techniques developed in [161]. Let P" be the unique positive semi-definite semi stabilizing solution of H1 DARE, !0 ! 0 B 0 P" A 1 B P" A P" D A P" A C Q"  G.P" / E 0 P" A E 0 P" A; 0

where D"0 D" G.P" / D 0

0  2 I

!

!  B0 P C " B E0

(4.330)

 E

(4.331)

subject to E"0 P" E" C E"0 P" B" .D"0 D" C B"0 P" B" /1 B"0 P" E" <  2 I: Then, a discrete-time  -level H1 suboptimal static state feedback can be constructed as F" .E;  / D .B 0 P" B C D"0 D" C B 0 P" E. 2 I  E 0 P" E/1 E 0 P" B/1 .B 0 P" A C B 0 P" E. 2 I  E 0 P" E/1 E 0 P" A/:

If we apply this u D F" .E;  /x to the original system ˙1 and the perturbed " system ˙1 with this class of perturbation, since our perturbation satisfies (4.322), we have kzk2 6 kz" k2 for the same initial condition x0 and w. This implies that sup .kzk22   2 kwk22 / 6 sup .kz" k22   2 kwk22 / D x00 P" x0 :

w2`2

w2`2

The last equality follows from [161]. Since P" ! 0 as " ! 0 according to Theorem 4.105 of the Appendix, condition (vi) is satisfied. Therefore, F" .E;  / is a discrete-time  -level H1 low-gain sequence. Moreover, it recovers the H1 ARE-based low-gain design for semi-global stabilization of linear system subject to input saturation introduced in [181]. Example 2: Similar to that in H2 low-gain sequence design, we can first transform the system into its SCB form with transformation .xa0 ; xc0 /0 D T1 x: ! ! ! ! ! ! 8 ˆ Ba Ea xa 0 < xa D Aa 0 C uc C u0 C w ˙1;I W Bc ? Ac xc xc Bac Ec ˆ : z D u0 :

4.8 H2 and H1 low-gain theory

281

Then, we perturb the above transformed system. After doing so, we get

" W ˙1;I

8 ˆ ˆ ˆ ˆ ˆ ˆ <

xa xc

ˆ ˆ ˆ ˆ ˆ ˆ :

z z";1

!

!

Aa 0 D ? Ac

!

! ! ! ! Ba Ea xa 0 C uc C u0 C w xc Bac Ec Bc

! ! ! ! 0 0 xa Im0 0 u0 D p C ; 0 0 uc Q" 0 xc

where Q" satisfies (4.323). For the same reasons as argued in the previous example, there exists an " such that for any " 2 .0; " , conditions (i), (ii), (iii), and (v) are all satisfied. Next we construct a discrete-time  -level H1 suboptimal feedback F" for the perturbed system following the design procedure in [161]. Let P" be the positive semi-definite semi-stabilizing solution of H1 DARE P" D

A0a P" Aa

Ba0 P" Aa C Q"  Ea0 P" Aa

where I G.P" / D 0

0  2 I

!

!0 G.P" /

1

!  Ba0 C P Ba " Ea0

Ba0 P" Aa Ea0 P" Aa ;

!

 Ea

subject to Ea0 P" Ea C Ea0 P" Ba .I C Ba0 P" Ba /1 Ba0 P" Ea <  2 I; and choose Fc such that Ac C Bc Fc is Schur stable. The F" .E;  / can be constructed as ! Fx" 0 T1 ; F" .E;  / D 0 Fc where Fx" D .Ba0 P" Ba C I C Ba0 P" Ea . 2 I  Ea0 P" Ea /1 Ea0 P" Ba /1 .Ba0 P" A C Ba0 P" Ea . 2 I  Ea0 P" Ea /1 Ea0 P" Aa /: If we apply this constructed feedback u D F" .E;  /x to the original system " with this class of perturbation, since our perturba˙1 and perturbed system ˙1 tion satisfies (4.322), we have kzk`2 6 kz" k`2 for the same initial condition x0 and w. This implies that sup .kzk2`2   2 kwk2`2 / 6 sup .kz" k2`2   2 kwk2`2 / D xa .0/0 P" xa .0/;

w2`2

w2`2

282

4 Constraints on inputs: actuator saturation

where xa .0/ is the initial condition of xa dynamics. The last equality follows from [161]. Since P" ! 0 as " ! 0, according to Theorem 4.105 of the Appendix, we find that condition (vi ) is satisfied. Therefore, F" .E;  / is a  -level low-gain sequence. Perturbation method II for discrete-time systems: We can directly perturb the system dynamics to move those invariant zeros on the unit circle away from it. Consider the perturbation .A" ; B" ; 0; D; E" / where A" D .1 C "/A; B" D .1 C "/B; E" D .1 C "/E; and " small enough such that ..1 C "/A; .1 C "/B/ is stabilizable and .1 C "/A does not have eigenvalues on the unit circle. We focus on this particular choice of perturbation:  Given .1 C "/A C .1 C "/BF Schur stable, we note that kDF .zI  A  BF /1 Ek1 6 k.1 C "/DF .zI  .1 C "/A  .1 C "/BF /1 Ek1 . This implies that condition (i) is satisfied.  Since ..1 C "/A; .1 C "/B; 0; D/ always have the same normal rank as that of .A; B; 0; D/, the condition (ii) follows from Theorem 4.104 in Appendix.  Since ..1 C "/A; .1 C "/B; 0; D/ does not have any invariant zeros on the unit circle, the condition (iii) is satisfied.  A C BF is Schur stable if .1 C "/A C .1 C "/BF is Schur stable. Therefore, conditions (i), (ii), (iii), and (v) are satisfied for a sufficiently small ". Moreover, one can always design a bounded discrete-time  -level H1 state feedback according to [161] as follows: The perturbed system can be transformed into its compact SCB form using a  

non-singular state transformation. Let xa 8 ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ < ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ :

xx   a x xa

x xc

z x

A

 a

0 D .1 C "/ 0 A a ? ? Ba C.1 C "/ Ba Bac D u0 ;

0

0 0 Ac

 

xa

0

xc0

xx   a xxa

0

D T3 x is such that

0

C .1 C "/

xxc

u0 C .1 C "/

E   a Ea

0 uc Bc

w

Ec

  where A a is Schur stable, .Ac ; Bc / is controllable, .Aa ; Ba / is controllable, and  Aa has all its eigenvalues on the unit circle. The eigenvalues of .1 C "/A a and .1 C "/A are the invariant zeros of the perturbed system. For a sufficiently small a

4.8 H2 and H1 low-gain theory

283

", .1 C "/A a is also Schur stable. Moreover, T3 is independent of ". Let P";1 be the positive semi-definite semi-stabilizing solution of H1 DARE, !0 ! 0 0  Ba P";1 A a 1 0  1 Ba P";1 Aa P D Aa P";1 Aa  G.P";1 / ; 0 0 .1C"/2 ";1 Ea P";1 A Ea P";1 A a a (4.332) where G.P";1 / D

1 I .1C"/2

0

0  2

 .1C"/2 I

!

! 0  Ba P C Ba 0 ";1 Ea

 Ea :

Let Fc be bounded and such that Ac C Bc Fc is Schur stable, and the  -level H1 suboptimal controller is given by ! 0 Fx" 0 T3 ; F" .E;  / D 0 0 Fc where

h 0 i 0  2 0  1 0  C B P E . I  E P E / E P A Fx" D H"1 Ba P";1 A ";1 ";1 ";1 a a a a a a a

and 0

0

0

0

H" D Ba P";1 Ba C I C Ba P";1 Ea . 2 I  Ea P";1 Ea /1 Ea P";1 Ba : Since P";1 is bounded, F" .E;  / is bounded. Therefore, F" .E;  / is a discretetime  -level H1 low-gain sequence as discussed in detail below. Note that if we apply u D F" .E;  / to the original system ˙1 and perturbed " with this perturbation data, we have, for the same initial condition system ˙1 and w, z" .k/ D .1 C "/k z.k/, and hence, kzk2 6 kz" k2 . Therefore, 0

z k22   2 kwk22 / D xa .0/P" xa .0/: sup .kzk22   2 kwk22 / 6 sup .kx

w2`2

w2`2

The last inequality follows from [161]. Since P" ! 0 as " ! 0, according to Theorem 4.102 of the Appendix, we find that condition (vi) is satisfied. Therefore, F" .E;  / is a discrete-time  -level H1 low-gain sequence.

4.8.5 Low-gain and delay Low-gain methodology can also be used to enhance the tolerance of delay in feedback loop even in the presence of saturation. This is what is pursued here. We note that, in recent years, time-delayed systems have been greeted with great enthusiasm from researchers in recognition of their theoretical and applied importance [118]. Many control problems have been extensively studied, among which

284

4 Constraints on inputs: actuator saturation

stability and stabilization are of particular interest (see, for instance, [24, 37, 43, 59, 106, 107] and reference therein). When both actuator saturation and input time-delay are present, controller design can be challenging. What is worse, the precise knowledge of delay is not available in most circumstances while only an approximation, usually an upper bound, is known. In this case, [97] studied the global asymptotic stabilization for chains of integrators using nested-saturationtype controller originally developed by [180]. This result was later on extended to a class of nonlinear feedforward systems by [96]. Chains of integrators were also studied by [100]. A linear low-gain state feedback was constructed to achieve the semi-global stabilization for integrator chains with input saturation and unknown input delay that has a known upper bound which can be arbitrarily large. A different low-gain design based on the parametric Lyapunov equation was used by [217] to prove a similar result for a broader class of critically unstable systems with eigenvalues on the imaginary axis being zero. Both state and measurement feedback were developed. However, in the measurement feedback case, delays have to be known by the observer. We investigate here the stabilization of general linear critically unstable systems with multiple unknown constant input delays as well as stabilization of such systems subject to actuator saturation. We give nonconservative upper bounds on the delays which are inversely proportional to the maximal magnitude of the open-loop eigenvalues on the imaginary axis. This makes sense because when a delay is unknown, a system with highly oscillatory behavior is obviously more difficult to stabilize than a system with dynamics that do not change “direction” so frequently. As the eigenvalues on imaginary axis move toward the origin, the upper bounds on delay turn to infinity. For unknown input delays satisfying these bounds, a linear low-gain state or finite dimensional measurement feedback controller can be designed to achieve semi-global stabilization. The design here relies only on the upper bounds. The development in this subsection is based on our recent work [194]. Throughout this subsection, we denote a diagonal matrix as



diagfAi gm i D1 D

A1 0 :: : 0

0 ::

:

::

:

 :: : :: :



0

0 :: :



:

0 Am

Also, Cn WD C.Œ ; 0 ; Rn / denotes the Banach space of all continuous functions from Œ ; 0 ! Rn with norm kxkC D sups2Œ;0 kx.s/k. Consider the following system: 8 Pm ˆ < xT D Ax C i D1 Bi Œui .t  i / ; (4.333) y D C x; ˆ : x./ D ./;  2 Œx

; 0 ;

4.8 H2 and H1 low-gain theory

285

where x 2 Rn , ui 2 R, y 2 Rp ,  2 Cxn . Each input ui has a delay i 2 Œ0; xi and x D max xi . We formulate next formally two semi-global stabilization problems, one with state feedback and another with observer-based measurement feedback:

Problem 4.87 The semi-global asymptotic stabilization via state feedback problem for system (4.333) is to find, if possible, a set of xi > 0 and in addition to find, for any a priori given bounded set of initial conditions W  Cxn with

x D maxfx

i g, a linear state feedback controller u D F x independent of specific delay such that the zero solution of the closed-loop system is locally asymptotically stable for any i 2 Œ0; xi with W contained in its domain of attraction, i.e., the following properties hold for all i 2 Œ0; xi , i D 1; :::; m: (i) For all " > 0, there exists a ı > 0 such that for all  2 Cxn which satisfy kkC 6 ı we have kx.t/k 6 " for all t > 0. (ii) For all  2 W , we have that x.t/ ! 0 as t ! 1.

Problem 4.88 The semi-global asymptotic stabilization via measurement feedback problem for system (4.337) is to find, if possible, a set of xi > 0, a positive integer q > 0, and in addition, for any a priori given bounded set W  CxnCq with

x D maxfx

i g, to find a dynamic measurement feedback controller independent of delay, 8 ˆ < T D Ak  C Bk y u D Ck  C Dk y ˆ : ./ D ./; 8 2 Œx

; 0 ; q

where .t/ 2 Rq and 2 Cx such that the zero solution of the closed-loop system is locally asymptotically stable for all i 2 Œ0; i with W contained in its domain of attraction, i.e., the following properties hold for all i 2 Œ0; xi : (i) For all " > 0, there exists a ı > 0 such that for all  2 Cxn and 2 Cxq which satisfy kkC 6 ı and k kC 6 ı, we have kx.t/k 6 " for all t > 0. (ii) For all .; / 2 W , we have that x.t/ ! 0 and .t/ ! 0 as t ! 1. The above two problems are cast in a semi-global setting where the bounded set of initial conditions W is arbitrarily prescribed a priori. The same problems can be set in the global setting by considering the set W as the entire Banach space Cxn for Problem 4.87 and CxnCq for Problem 4.88. If i D 0, i D 1; :::; m, it is well known that the semi-global stabilization problem is solvable only if system (4.337) is asymptotically null controllable with bounded control (ANCBC), i.e., the following assumption holds:

286

4 Constraints on inputs: actuator saturation

Assumption 4.89 .A; B/ is stabilizable with B D ŒB1    Bm and A has all its eigenvalues in the closed left-half plane. Moreover, for stabilization via measurement feedback, the next assumption is also necessary.

Assumption 4.90 .A; C / is detectable. We assume throughout that the above assumptions hold. Low-gain design: Here, we utilize H2 ARE-based design as discussed in Sect. 4.4.1. Assume that .A; B/ is stabilizable and A has all its eigenvalues in the closed left-half plane. For " 2 .0; 1 , let P" be the solution of algebraic Riccati equation A0 P" C P" A  P" BB 0 P" C "I D 0:

(4.334)

The low-gain state feedback can be constructed as u D F" D B 0 P" x:

(4.335)

An observer-based low-gain feedback controller which we refer to as a low-gain compensator can be realized as follows: ( T D A C BF"  C K.y  C/ (4.336) u D F" ; where K is chosen such that A  KC is Hurwitz stable. As before, the " is called a low-gain parameter. With a properly chosen ", the low-gain feedback (4.335) and low-gain compensator (4.336) solve Problems 4.87 and 4.88, respectively. To prove this, we will proceed in two steps: First, we will show that our controllers globally asymptotically stabilize (4.333) without saturation and provide us with a nonconservative input-delay tolerance. Then, we will prove that our controllers semi-globally asymptotically stabilize the system (4.333) where saturation is present by selecting the low-gain parameter differently. As said above, we first consider the case when input saturation is not present. That is, we consider the system 8 Pm ˆ < xT D Ax C i D1 Bi ui .t  i / (4.337) y D Cx ˆ : x./ D ./; 8 2 Œx

; 0 : Since the system is linear, it is possible to solve the global asymptotic stabilization problems for (4.337) using the low-gain feedback (4.335) and the compensator (4.336).

4.8 H2 and H1 low-gain theory

287

In order to present our result, we need the following notation. For each input ui i D 1; :::; m, define the maximal controllable frequency as i !max WD maxf! 2 R j 9v 2 Cn ; s.t. A0 v D j!v and Bi0 v ¤ 0g:

(4.338)

i is the eigenvalue of A on the imaginary axis with the maximal It is clear that j!max magnitude which is at least partially controllable via input channel ui . Before we present our main result, we present two lemmas which are instrumental in proving our results. The first lemma is classical and can be found in [31, 214].

Lemma 4.91 The system (4.341) is asymptotically stable if and only if det ŒI  G" .j!/.j!/ ¤ 0; 8!; 8 i 2 Œ0; xi ;

(4.339)

where .s/ D diagfe i s  1gm i D1 : Assume that A has r eigenvalues on the imaginary axis which are denoted by j!k , k D 1; : : : ; r. Given

xi <

; i 3!max

i D 1; : : : ; m;

(4.340)

there exists a ı > 0 such that: (i) The neighborhoods Ek WD .!k  ı; !k C ı/, k D 1; : : : ; r around these eigenfrequencies are mutually disjoint. (ii) For any i D 1; : : : ; m we have that !x

i < 3 for ! 2 Ek for any k for which !k is at least partially controllable through input i . We have the following lemma whose proof is presented in Appendix 4.E: Lemma 4.92 The following properties hold: (i) If j!k is not controllable via input ui for some i , then lim F" .j!I  A  BF" /1 Bei D 0; "#0

uniformly in ! for ! 2 Ek , where ei is the standard basis of Rm and F" is given by (4.335). (ii) There exists an " such that for " 2 .0; " , kF" .j!I  A  BF" /1 Bk 6 13 ; 8! 2 ˝ WD Rn [rkD1 Ek : Now, we are ready to present the following theorem:

288

4 Constraints on inputs: actuator saturation

Theorem 4.93 Consider the system (4.337) and assume (4.340) is satisfied. For any, there exists an " such that for any " 2 .0; " , the closed-loop of (4.337) and the low-gain feedback (4.335) is globally asymptotically stable for any i 2 Œ0; xi , i D 1; : : : ; m. Proof : Consider the closed-loop system xT D Ax C

m X

Bi Fi x.t  i /:

(4.341)

i D1

Define G" .s/ D F" .sI  A  BF" /1 B: Note that in general (4.339) has to be satisfied for all ! 2 R. However, due to the merit of low-gain feedback, we are only concerned with those !’s that are in a finite number of small intervals. Thanks to Lemma 4.92, we find that there exists an "1 such that (4.339) is satisfied if for all k D 1; : : : ; r, h i zk .j!/ ¤ 0; 8! 2 Ek ; 8 i 2 Œ0; xi ; det I  G" .j!/ (4.342) zk .s/ is .s/ with i D 0 for all i ’s such that the provided that " 6 "1 where  eigenvalue j!k is completely uncontrollable via the input channel i . Let us consider (4.342): z k .j!/  I / I  G" .j!/.D z k .j!/  I / C .D z k .j!/  I / DI  .I C G" .j!//.D z k .j!/  I /: z k .j!/  .I C G" .j!//.D DD First of all, we know that for all " > 0 [2, see Sect. 5.4, p.122], min ŒI  F" .j!I  A/1 B > 1;

8!;

and this implies that max ŒI C G" .j!/ 6 1;

8!:

(4.343)

Since zk .j!/ C I is unitary, it is easy to see that given (4.343), zk .j!/ C I /  .I C G" .j!//zk .j!/ . zk .j!/ < 1. Therefore, we have the condition (4.342) is non-singular if max  holding for " 6 "1 if for all k D 1; : : : ; r, zk .j!/ < 1; max 

8! 2 Ek ; 8 i 2 Œ0; xi :

This is guaranteed by our choice of ı and Ek .

(4.344)

4.8 H2 and H1 low-gain theory

289

In a special case where A has all its eigenvalues at the origin, the low-gain feedback can tolerate any bounded delay that can be arbitrarily large. Corollary 4.94 Suppose A has only zero eigenvalues. For any xi > 0, i D 1; : : : ; m, there exists an " such that for " 2 .0; " , the closed-loop system of (4.337) and (4.335) is asymptotically stable for any i 2 Œ0; xi , i D 1; : : : ; m. Before we present our results for the measurement feedback case, we present the following technical lemma whose proof is presented in Appendix 4.E: Lemma 4.95 Let G" .s/ D F" .sI  A  BF" /1 B. Then lim G"m .j!/ D G" .j!/ "#0

uniformly in !. The next theorem concerns with the stabilization of (4.337) via measurement feedback.

Theorem 4.96 Consider the system (4.337). If

xi <

; i 3!max

i D 1; : : : ; m;

then there exists an " such that for " 2 .0; " , the closed-loop system of (4.337) and low-gain compensator (4.336) is asymptotically stable for i 2 Œ0; xi .

Proof : The closed-loop system is given by 8 P xT D Ax C m ˆ i D1 Bi Fi .t  i / ˆ ˆ < T D .A C BF C KC / C KC x " ˆ x./ D ./; 8 2 Œx

; 0 ˆ ˆ : ./ D ./; 8 2 Œx

; 0 :

(4.345)

Define G"m .s/ D F" .sI  A  BF" /1 KC.sI  A C KC /1 B: Obviously, G"m .s/ is stable. It follows from Lemma 4.91 that the closed-loop system of (4.337) and (4.336) is global asymptotically stable if and only if detŒI  G"m .j!/ .D.j!/  I / ¤ 0; 8! 2 R; 8 i 2 Œ0; xi :

(4.346)

290

4 Constraints on inputs: actuator saturation

If, by Theorem 4.93, there exists an "2 6 "1 such that for all " 2 .0; "2 we have (4.339) satisfied with G" .j!/, then we can find, with the help of Lemma 4.95, an "3 6 "2 such that (4.346) holds for all " 2 .0; "3 . We proceed next to extend the above results pertaining to linear systems without actuator saturation to the case where actuator saturation is present, and solve the semi-global stabilization problems as formulated in Problems 4.87 and 4.88. We have the following result pertaining to Problem 4.87. Theorem 4.97 Consider the system (4.333). The semi-global asymptotic stabilization via state feedback problem can be solved by a low-gain feedback of the form (4.335). Specifically, for a set of positive real numbers

xi <

; i 3!max

i D 1; : : : ; m;

(4.347)

and for any a priori given compact set of initial conditions W  Cxn , there exists an " such that for any " 2 .0; " , the low-gain feedback (4.335) achieves local asymptotic stability of the closed-loop system with the domain of attraction containing W for any i 2 Œ0; xi , i D 1; : : : ; m.

Proof : The closed-loop system can be written as ( P xT D Ax C m i D1 Bi .Fi x.t  i // x./ D ./; 8 2 Œx

; 0 :

(4.348)

Suppose xi ’s satisfy the bound (4.347). Let "1 be such that the closed-loop system in the absence of saturation, i.e., (4.341), is asymptotically stable. Then, the local stability of (4.348) for " 6 "1 follows. It remains to show the attractivity. It is sufficient to prove that for the system (4.348), given W , there exists an " 6 "1 such that for " 2 .0; " , we have kF" x.t  x/k 6 1; 8t > 0: Then, we can avoid saturation for all t > 0. The closed-loop system becomes linear, and the attractivity of zero solution is therefore guaranteed with " 6 "1 . Let us define two linear time invariant operators g" and ı with the following transfer matrices: G" .s/ D F" .sI  A  BF" /1 B .s/ D diagfe i s  1gm 1D1 : Note that the operators g" and ı have zero initial conditions. If all the delays satisfy the bound in Theorem 4.93, there exists an "1 such that min .I  G" .j!/.j!// > ; 8! 2 R; 8 i 2 Œ0; xi

4.8 H2 and H1 low-gain theory

291

for all " 6 "1 and some  > 0 where  only depends on xi , provided that " 6 "1 . This implies that k.I  G" .s/.s//1 k1 6

1 :

Moreover, we already have in (4.343) max .I C G" .j!// 6 I; 8! 2 R; which implies that kG" .s/k1 6 2. Note that for t > 0, xT D .A C BF" /x C Bı.F" x/ C Bv" ;

 v .t/ ˘

where

(

1

v" .t/ D

:: ; : vm .t/

vi .t/ D

Fi .t  i /; 0;

t < i ; t > i :

Since v" .t/ vanishes for t > x,  2 W and F" ! 0, we have for any  2 W , kv" k1 ! 0 and kv" k2 ! 0 as " ! 0. We have F" x.t/ D F" e .ACBF" /t x.0/ C .g" ı ı/.F" x/.t/ C g" .v" /.t/; and hence, h i F" x.t/ D .1  g" ı ı/1 F" e .ACBF" /t x.0/ C g" .v" /.t/ : Let w" .t/ D g" .v" /.t/. By the definition of g" , we have (

T D .A C BF" / C Bv" ; w" D F" :

.0/ D 0

Clearly, kw" k2 6 kG.s/k1 kv" k2 6 2kv" k2 : Hence, for any given initial condition , kw" k2 ! 0 as " ! 0. For t 2 Œ0; x , wT " .t/ D F" .A C BF" / .t/ C F" Bv" .t/ Zt D F" .A C BF" / 0

e .ACBF" /.t s/ Bv" .s/ds C F" Bv" .t/:

(4.349)

292

4 Constraints on inputs: actuator saturation

Since A C BF" is bounded for all " 2 Œ0; 1 and s 2 Œ0; x and kv" k1 ! 0 as " ! 0, we will have sup kwT " .t/k ! 0 as " ! 0:

(4.350)

t 2Œ0;x 

This also implies that Zx 2 kw.t/k T dt ! 0 as " ! 0:

(4.351)

0

From x onward, v" .t/ vanishes and w.t/ T D F" e .ACBF" /t .A C BF" / .x

/: It is shown by [200] that Z1 2 kw.t/k T dt ! 0 as " ! 0;

(4.352)

x

provided that .x

/ is bounded which is obvious by noticing that Zx

.x

/ D

e .ACBF /.x t / Bv" .t/dtv

0

and kv" k1 ! 0 as " ! 0. Combining (4.351) and (4.352), we have shown that for any given  2 W , kwk T 2 ! 0 as " ! 0. Now let us go back to (4.349). We get kF" xk2 6k.1  G" .s/D.s//1 k1 kF" e .ACBF" /t x.0/k2 C k.1  G" .s/D.s//1 k1 kw" k2 6 1 kF" e .ACBF" /t x.0/k2 C

1 kw" k2 : 

Since for any , kF" e .ACBF" /t x.0/k2 ! 0 [200] and v" ! 0 as " ! 0 and  is independent of " (provided that " is smaller than "1 ), there exists an "3 such that for " 2 .0; "3 , we get kF" xk2 6 12 ; 8 2 W : Note that (4.349) also yields i h F x.t/ T D .1  g" ı ı/1 F" e .ACBF" /t .A C BF" /x.0/ C wT " .t/ ;

(4.353)

4.8 H2 and H1 low-gain theory

293

and thus, kF" xk T 2 6k.1  G" .s/D.s//1 k1 kF" e .ACBF" /t xzk2 C k.1  G" .s/D.s//1 k1 kwT " k2 6 1 kF" e .ACBF" /t xzk C

1 kwT " k2 

with xz D .A C BF" /x.0/. There exists an "4 such that for " 2 .0; "4 , we have T 2 6 12 ; 8 2 W : kF" xk

(4.354)

Applying Cauchy-Schwartz inequality, we can prove that for any t > 0, ˇ ˇ ˇkF" x.t/k2  kF" x.0/k2 ˇ 6 2kF" xk T 2 kF" xk2 ; and kF" x.t/k2 6 kF" x.0/k2 C 2kF" xk T 2 kF" xk2 :

(4.355)

Finally, there exists an "5 such that for " 2 .0; "5 , kF" x.0/k2 6 kF" k2C 6 12 ;

 2 W:

(4.356)

Let " D minf"1 ; : : : ; "5 g: We conclude from (4.353) to (4.356) that for " 2 .0; " , kF" x.t  x/k 6 1; 8t > 0:

The next theorem solves Problem 4.88. However, we first present a required lemma, the proof of which is presented in Appendix 4.E.

Lemma 4.98 For any 2 R2n , Z1 kF" e .ACBF" /t k2 dt D 0;

lim "#0

0

where A AD KC

! !   B BF" ;BD ; F D 0 F" : A C BF"  KC 0

294

4 Constraints on inputs: actuator saturation

Theorem 4.99 Consider the system (4.333). The semi-global asymptotic stabilization via measurement feedback problem can be solved by the low-gain compensator (4.336). Specifically, for any a priori given compact set of initial conditions W  Cx2n and a set of positive real numbers

xi <

; i 3!max

i D 1; : : : ; m;

(4.357)

there exists an " such that for any " 2 .0; " , the low-gain feedback (4.336) achieves local asymptotic stability of the closed-loop system for any i 2 Œ0; xi , i D 1; : : : ; m with the domain of attraction containing W .

Proof : The closed-loop system can be written as 8 P xT D Ax C m ˆ i D1 Bi .Fi .t  i // ˆ ˆ < T D .A C BF  KC / C KC x " ˆ x./ D ./; 8 2 Œx

; 0 ˆ ˆ : ./ D ./; 8 2 Œx

; 0 :

(4.358)

Assume that xi ’s satisfy the bound (4.357). Let "1 be given by Theorem 4.96 such that the closed-loop system without saturation is asymptotically stable. Then, the local stability of (4.358) for " 6 "1 follows. Define two linear time invariant operators g"m and ı with Laplace transforms as G"m .s/ D F" .sI  A  BF" /1 KC.sI  A C KC /1 B .s/ D diagfe i s  1gm i D1 :

From the proof of Theorem 4.96, we know that (4.346) holds for " 6 "1 . There exists a  > 0 such that min .I  G"m .j!/.j!// > ; 8! 2 R; 8 i 2 Œ0; xi ;

(4.359)

where  is independent of ", provided that " 6 "1 . It follows from Lemma 4.95 that G"m .j!/ ! G" .j!/ uniformly in !, where G" .s/ D F" .sI  A  BF" /1 B. Hence, given max .G" .j!// 6 2 for any " > 0 and ! 2 R, there exists an "2 such that max .G"m .j!// 6 3; 8! 2 R:

(4.360)

Given (4.359), (4.360), and Lemma 4.98, we can use exactly the same argument as in the proof of Theorem 4.97 to prove that there exists an " 6 "1 such that for " 2 .0; " , kF" .t  x/k 6 1; 8t > 0; .; / 2 W :

4.8 H2 and H1 low-gain theory

˙xT  ˙0

295

˙x  ˙0 0

Example 4.100 Consider the following example: 1

xT 2 xT 3 xT 4

D

y1 D x1 ;

1 0 0 0 0 0 0

1 0 0 1

0 1 1 0

1

x2 x3 x4

1 0 0 0 0 1

C

u1 .t  1 / u2 .t  2 /

!

y2 D x2 :

First, we have 1 !max D 0;

2 !max D 1:

The upper bounds on delay are given by

x1 < 1;

x2 <

In this example, we choose x1 D 1 and x2 D

˙2

. 4

3:

The initial condition is given by

2 ; 8 2 Œ1; 0 : 2 2

x./ D ./ D

We first consider state feedback. Choose " D 0:001. The low-gain state feedback can be constructed according to (4.335), and this is given by ! 0:0281 0:2319 0:2262 0:0587 : F" D 0:0145 0:0587 0:0512 0:1120 The simulation data is shown in Figs. 4.6 and 4.7. Let us next consider measurement feedback. The low-gain compensator can be constructed as in (4.336) with

˙ 7 2

KD

1 11 7

7 ; 7 9

˙2

and the initial condition of the compensator is given by

./ D

./ D

2 ; 8 2 Œ1; 0 : 2 2

In this case, " is chosen to be 0:0001. Simulation data is shown in Figs. 4.8 and 4.9.

296

4 Constraints on inputs: actuator saturation 4 2 0

states

−2 −4 −6 −8

x1 x2 x3 x4

−10 −12 −14

0

20

40

60 time

80

100

120

Figure 4.6: Evolution of states

1.2 u1 u2

1

inputs

0.8 0.6 0.4 0.2 0 −0.2

0

20

40

60 time

80

Figure 4.7: Inputs to the system

100

120

4.8 H2 and H1 low-gain theory

297

5 0

−10 −15

x1 x2 x3 x4

−20 −25

0

20

40

60 time

80

100

120

Figure 4.8: Evolution of states

1.2 u1 u2

1 0.8 inputs

states

−5

0.6 0.4 0.2 0 −0.2

0

20

40

60 time

80

Figure 4.9: Inputs to the system

100

120

298

4.A

4 Constraints on inputs: actuator saturation

Proof of Lemma 4.70

We first note that (4.292), (4.295), and (4.303) imply that b as defined in (4.301) satisfies b 2 .1;  23 / in the real case and b 2 .1;  34 / in the complex case. For simplicity, we denote y1 .ki 1 / and y2 .ki 1 / by y1 and y2 , respectively, while y1 .ki / and y2 .ki / are denoted by yz1 and yz2 , respectively. We will prove the Lyapunov function will decay for two cases:  y1 > 1 and yz1 2 Œ1; 1  y1 2 Œ1; 1 and yz1 2 Œ1; 1 Without loss of generality, we only consider y1 > 1 (the other case where y1 6 1 is completely symmetrical). Proof of Lemma 4.70 with y1 > 1 : In this case where y1 > 1, we have yz1 D y1 C ky2 C e1 yz2 D y2  .k  2/f1 ; where we denote k D ki  ki 1 while e1 D f2 C .k  1/.f1  f2 / 

f1 .k 2

 1/.k  2/:

(4.361)

We will prove the Lyapunov function defined in (4.300) will decay if y1 > 1 and yz1 2 Œ1; 1 . In doing this, we ignore the other constraints which follow from the definition of ki , namely, that y1 .ki 1 C j / 6 1 for j D 1; : : : ; k  1. However, if the Lyapunov function always decays without these constraints, then it will definitely still decay when these additional constraints are imposed. We get Vki  Vki 1 D yz12 C 2b yz1 yz2 

1 2 1 yz2  2y1 C 1  2by2 C y22 : f1 f1

This can be rewritten completely in terms of yz1 and y1 . We obtain: i h y1 Vki  Vki 1 D .1 C 2 kb /yz12 C 2 kb .yz1  1/  4 k1 k h i C 2 kb e1 C 2.2  k/bf1 C 2  2.2 C b/ k1 yz1  2e1 C 2.2 C b/ k1 e1  .k  2/2 f1 C 1: We need to show this is negative for all y1 > 1 and all yz1 2 Œ1; 1 . However, this is a linear function of y1 whose coefficient is negative, and hence, Vki  Vki 1 is maximal for y1 D 1. We find i h Vki  Vki 1 6 .1 C 2 kb /yz12 C 2 kb e1 C 2.2  k/bf1 C 2  4.1 C b/ k1 yz1  2e1 C 2.2 C b/ k1 e1 C 2 kb  4 k1  .k  2/2 f1 C 1: (4.362) k

4.A Proof of Lemma 4.70

299

The upper bound is a quadratic function which we need to maximize. Clearly, the sign of the quadratic term is crucial here. For k D 1, the coefficient of the quadratic term is negative, and the maximum is obtained by setting the derivative equal to zero (if we ignore that yz1 2 Œ1; 1 ). We obtain for k D 1: Vki  Vki 1 6 .1 C 2b/yz12 C Œ2b.f1  f2 /  2.1 C 2b/ yz1 C2b C 1  f1 C 2.1 C b/f2 : (4.363) For the real case (f22 C 4f1 > 0), since b D 2f21 and using (4.292), we obtain from (4.363) that Vki  Vki 1 6 .f22 C 4f1 /.4 C 2f2  f1 /f21 =.f2 C 4/ < 0: For the complex case (f22 C 4f1 < 0), since b D f2 f11 =2 and again using (4.292), we obtain from (4.363) that Vki  Vki 1 6 .f2  f1 /.f22 C 4f1 /f11 =4 < 0: Finally, if f22 C4f1 D 0, then it is easily verified from (4.363) that Vki Vki 1 < 0 unless y1 D 1 and yz1 D 1 C f2 =2. However, it can be seen that in that case, Vki 1 D 0. Next, we return to the case where k > 1. In that case, the upper bound (4.362) has a quadratic term with a positive coefficient. Therefore, the maximum is attained on the boundary, i.e., yz1 D 1 or yz1 D 1. For yz1 D 1 we obtain   Vki  Vki 1 6 .k  2/ 2bf1  k4 .f2  f1 /  3f1 C 2f2 6 .k  2/ Œ2bf1  2.f2  f1 /  3f1 C 2f2 6 .2  k/.2b C 1/f1 6 0; where we used k > 2 and b < 0:5. Note that we have the upper bound negative unless k D 2 in which case it is easily verified that the decay equals zero only if yz1 D 1 and y1 D 1. The latter is inconsistent with k D 2 since we then get y.ki 1 C 1/ D y1 C y2 C f2 D 1  12 f1 C f2 > 1; where we used f2 > 12 f1 2 for the inequality, while we should have y.ki 1 C1/ 6 1. Next, we need to investigate the other boundary where yz1 D 1. We get   Vki  Vki 1 6 Œ2b  .k  2/ .3f1  2f2 /  k4 .f1  f2  1/ < 0:

(4.364)

The first inequality is a simple rewriting of our upper bound for yz1 D 1. The second inequality is more subtle. It is easy to see that 2b  .k  2/ < 0.

300

4 Constraints on inputs: actuator saturation

If f1  f2  1 6 0, we immediately find that the expression is negative since we know from (4.295) that 3f1  2f2 > 0. On the other hand, if f1  f2  1 > 0, then we find that .3f1  2f2 /  k4 .f1  f2 C 1/ > .3f1  2f2 /  2.f1  f2  1/ D f1 C 2 > 0; and the inequality (4.364) is satisfied. The fact that f1 > 2 follows from (4.292) and (4.295). Next, we need to study case 2 where y1 2 Œ1; 1

and

yz1 2 Œ1; 1 :

(4.365)

The proof is split into two cases: the real case where f22 C 4f1 > 0 and the complex case where f22 C 4f1 6 0. Proof of Lemma 4.70 with y1 2 Œ1; 1 and f22 C 4f1 > 0 : In this case, we have yz1 D y1 .ki / D d4 y1 C ky2 C e4 yz2 D y2 .ki / D f1 y1 C y2  .k  1/f1 ;

(4.366) (4.367)

where we denote k D ki  ki 1 and d4 D 1 C f2 C .k  1/f1

e4 D .k  1/ f2  f1 C 12 f1 k :

(4.368) (4.369)

Given (4.365), we find that Vki  Vki 1 D yz12 C 2b yz1 yz2 

1 2 yz f1 2

 y12  2by1 y2 C

1 2 y : f1 2

We can eliminate yz2 and y2 from the above expression by using (4.366) and (4.367):   Vki  Vki 1 D yz12 C 2b yz1 f1 y1 C k1 .yz1  d4 y1  e4 /  .k  1/f1  2  f11 f1 y1 C k1 .yz1  d4 y1  e4 /  .k  1/f1  y12  2 kb y1 Œyz1  d4 y1  e4 C

1 k 2 f1

Œyz1  d4 y1  e4 2 : (4.370)

Our objective is now to prove that (4.370) is negative. We first note that for k D 1, we only need to study the unsaturated linear system, and it is easily verified that we have (4.371) Vki  Vki 1 < 0

4.A Proof of Lemma 4.70

301

provided that Vki 1 ¤ 0. For k D 2, we will show that (4.370) is negative for all  1 6 y1 6 1;

1 6 yz1 6 1  .1 C f2  f1 /.y1 C 1/  f1 ;

(4.372)

where the upper bound for yz1 follows from the constraint that y1 .ki  1/ 6 1. For k > 2, we consider all  1 6 y1 6 1;

1 6 yz1 6 1;

(4.373)

and we ignore all other constraints which follow from the definition of ki , namely, that y1 .ki 1 C j / 6 1 for j D 1; : : : ; k  1. The quadratic term in yz1 in (4.370) is equal to 1 C 2b k1 which is positive for k > 2 since b > 1. Therefore, we know (4.370) is maximal in a boundary point, i.e., yz1 D 1 or yz1 D 1  .1 C f2  f1 /.y1 C 1/  f1 for k D 2 and yz1 D 1

or

yz1 D 1

for k > 2. For the lower bound yz1 D 1, we do not need to distinguish between k D 2 and k > 2 and we obtain that Vki  Vki 1 D 1  2bf1 Œy1  .k  1/  

2 k

2b .1 k

C y1 / Œ1  d4 y1  e4

Œy1  .k  1/ Œ1  d4 y1  e4  f1 Œy1  .k  1/ 2  y12 ; (4.374)

and we need to show this expression is negative. The expression has the form, x 1 C cx: axy12 C by

(4.375)

Here, we have ax D .2b C 1/f1  1 C k2 .b C 1/.1 C f2  f1 / bx D .1 C b/f1 k C Œ.1 C b/.3f1  2f2 /  2.1 C f2  f1 /

(4.376)

C k4 .1 C b/.1 C f2  f1 / cx D Œ.1 C b/f1  .3f1  2f2 / k C 1  .2b C 1/f1 C .b C 1/.3f1  2f2 /  2.1 C f2  f1 / C k2 .1 C b/.1 C f2  f1 /: We note that a x < 0. After all, if 1 C f2  f1 6 0, we have a x 6 .2b C 1/f1  1 6 .2b C 1/. 41 f22 /  1 D . 12 f2 C 1/2 < 0;

302

4 Constraints on inputs: actuator saturation

where we used that 2b C 1 < 0, the fact that in the real case f22 C 4f1 > 0, and the definition of b. If 1 C f2  f1 > 0, then we obtain that ax is maximal for k D 2 and we obtain, ax 6 bf1 C .1 C b/f2 C b 6 b. 14 f22 / C .1 C b/f2 C b D

1 2f2 .f2

C 2/2 < 0:

We need to verify that (4.375) is negative for all y1 2 Œ1; 1 . We first verify it is negative in the boundary points. We get for y1 D 1 that (4.375) equals a x  bx C cx D Œ2.1 C b/f1  .3f1  2f2 / k < 0: In the proof of Lemma 4.70 with y1 > 1, we already established that for y1 D 1, we have Vki  Vki 1 < 0: Finally, (4.375) may attain its maximum in the interior where ˇ ˇ ˇ bx ˇ bx ˇ ˇ y1 D  with ˇ ˇ < 1; ˇ 2x 2x a aˇ but then, the maximum is less than cx  ax, and we get cx  ax D Œ.1 C b/f1  .3f1  2f2 / k C .3  b/f1  .2b C 4/f2 : Note that the above expression is a linear function of k whose coefficient is negative since b > 1, f1 < 0, and 3f1  2f2 > 0, and hence, it is maximal for all k > 2 when k D 2, and we get cx  ax 6 .b  1/f1  4 D 6

1 f2

1 f2

Œ2f1  f2 .f1 C 4/

Œ2f1 C 2.f1 C 4/ D

4 f2 .f1

C 2/ < 0:

In other words, for yz1 D 1, we have (4.370) negative. Remains to check whether (4.370) is negative for the upper bound for yz1 . Unfortunately, here, we have to distinguish between k D 2 and k > 2. For k D 2, we have yz1 D 1  .1 C f2  f1 /.y1 C 1/  f1 for the upper bound. We obtain that y 1 C cy: Vki  Vki 1 D ayy12 C by

(4.377)

Here, we have ay D .1 C 2b/.f1  f2  1/2  .f1 C 1/ C 2.1 C b/.f2 C 1/ by D 2.1 C b/.f1  f2  1/.f2 C 2/  2b.f1  f2  1/.1 C f1 / C 2.1 C b/ C 2.f1  f2  1/ cy D .f2 C 2/ C 2b.f2 C 2/.f1 C 1/ C 2.f1  f2  1/ C 2f2  3f1 : 2

4.A Proof of Lemma 4.70

303

Using 4f1 6 f22 , we get ay 6 .1 C 2b/.f1  f2  1/2 C

1 .f2 4f2

C 4/.f2 C 2/2 < 0

since 1 C 2b < 0 and 3 < f2 < 2. Therefore, the maximum is attained on the by > 1. Since ay < 0, it is equivalent boundary or in the interior. We show that  2y a y to show that b C 2y a > 0 and, with some algebra, we get by C 2y a D 2.2f2  f1 C 4/Œ.f1  f2  1/ C 1 .1 C

2 f2 /

> 0:

Thus, for case k D 2, Vki  Vki 1 (4.375) is maximal for all y1 2 Œ1; 1 when y1 D 1, and the maximum is ay C by C cy. Next, we show that this is indeed negative. We get ay C by C cy D 4.f2  12 f1 C 2/.f2 C

4 f2

 12 f1 C 3/

< 4.f2  12 f1 C 2/. 12 f1  1/ < 0: The following step is to check the upper bound yz D 1 for k > 2. We obtain that Vki  Vki 1 D 1 C 2bf1 Œy1  .k  1/ C 

2 k

2b .1 k

 y1 / Œ1  d4 y1  e4

Œy1  .k  1/ Œ1  d4 y1  e4  f1 Œy1  .k  1/ 2  y12 ; (4.378)

and we need to show this expression is negative. The expression has the form z 1 C cz: azy12 C by

(4.379)

Here, we have az D .2b C 1/f1  1 C k2 .b C 1/.1 C f2  f1 / bz D .b C 1/kf1 C b.3f1  2f2 /  2  4f2 C 5f1 C k1 .4b  4f1 C 4f2 / cz D k.bf1 C 2f2  2f1 / C 3 C 4f1  4f2 C b.2f2  f1 / C k2 .b  1/.1  f2 C f1 /: Since az D a x and we already showed that ax is negative, az is negative. In the proof of Lemma 4.70 with y1 > 1, we already established that for y1 D 1, we have Vki  Vki 1 < 0: On the other hand for y1 D 1 we have 8b : az  bz C cz D k.2f2  f1 / C 2b.2f2  f1 / C 4 C k For k D 3, we get 16 16 16 6f2 3f1 C12 f42 f1 C 3f D 6f2 .3C f42 /f1 C12C 3f < 6f2 2f1 C12C 3f : 2 2 2

304

4 Constraints on inputs: actuator saturation

This upper bound equals 2 .2f2 3

 3f1 / C

1 .f2 3f2

C 2/.14f2 C 8/ < 0:

For k > 3, we have az  bz C cz < k.2f2  f1 / C 2b.2f2  f1 / C 4 6 4.2f2  f1 / C 2b.2f2  f1 / C 4 D 8f2  4.1 C < 8f2 

8 3 f1

1 /f1 f2

C 12

C 12 < 0:

Remains to show that if the maximum of (4.379) is attained in the interior, i.e., y1 2 .1; 1/, the maximum of (4.379) is also negative. As before, we note that the maximum is less than cz  az, and we get cz  az D kŒ.b C 2/f1 C 2f2 C 3.1  b/f1 C 2.b  2/f2 C 4 C k4 Œb.f1  f2 /  1 : (4.380) For k D 3, we get 28 cz  az D . 3f C 3/f1 C 2f2 C 4 < 19 f1 C 2f2 C 4 < 0; 2

while for k > 3, we get cz  az < 4Œ.b C 2/f1 C 2f2 C 3.1  b/f1 C 2.b  2/f2 C 4 D .7b C 5/f1 C 4.f2 C 2/: If 7b C 5 < 0, then this expression is negative since f1 < 0 and f2 < 2. On the other hand, if 7b C 5 > 0, then  .7b C 5/f1 C 4f2 C 8 <

28 f2

<

C 4f2 C 18 22 f2

C 4f2 C 16 D

2 f2



2.f2 C 2/2 C 3 < 0;

since f1 2 .2; 0/ and f2 2 .3; 2/. This completes the proof of Lemma 4.70 with y1 2 Œ1; 1 and f22 C 4f1 > 0. Next, we study the complex case: Proof of Lemma 4.70 with y1 2 Œ1; 1 and f22 C 4f1 6 0 : We again want to establish that Vki Vki 1 < 0. However, in this case, it is not sufficient to consider the case yz1 2 Œ1; 1 and y1 2 Œ1; 1 since in that case the result is simply not true for f1 and f2 sufficiently small. But recall that we ignored the constraints that y1 .ki 1 C j / 6 1 for j D 1; : : : ; k  1. In this case we, actually ignore the constraint that yz1 < 1 and replace it by the constraint that y1 .ki  1/ < 1. Note that (4.381) y1 .ki  1/ D d3 y1 C .k  1/y2 C e3 6 1;

4.A Proof of Lemma 4.70

305

where d3 D 1 C f2 C .k  2/f1 e3 D .k  2/Œf2  f1 C 12 f1 .k  1/ : We also recall (4.366) and (4.367), and we again obtain (4.370). However, this time, we want to prove that (4.370) is negative for all y1 and yz1 for which y1 2 Œ1; 1 and 1 1 6 yz1 6 1  .1 C f2  f1 / k1 .y1 C 1/  12 f1 k;

where the upper bound for yz1 follows from (4.381). We note that (4.370) is a quadratic function in yz1 , and the quadratic term has coefficient 1 C 2b k1 which is positive for k > 2 (note that, like in the real case, for k D 1, we have a linear system without saturation, and hence, we can trivially verify Vki  Vki 1 < 0). Hence, for k > 2, (4.370) attains its maximum on the boundary where either yz1 D 1 or 1 yz1 6 1  .1 C f2  f1 / k1 .y1 C 1/  12 f1 k:

On the boundary yz1 D 1, we have (4.370) equal to az1 y12 C bz1 y1 C cz1 ;

(4.382)

where az1 D .2b C 1/f1  1 C k2 .b C 1/.1 C f2  f1 / bz1 D kf1 .1 C b/  2.1  f1 C f2 / C .b C 1/.3f1  2f2 /

(4.383)

C k4 .b C 1/.1 C f2  f1 /

cz1 D 2k.f2  f1 / C kbf1  1 C 4f1  4f2 C b.f1  2f2 / C k2 .1 C b/.1 C f2  f1 /: We have az1 6 .1 C b/f2 C bf1 C b D

f2 2f1 .f1

 f2  1/ < 0;

where we used that az1 is maximal for k D 2 and that in the complex case, where f22 C 4f1 6 0, we have 2bf1 D f2 and 1 C f2  f1 > 0: We note that a1 D kf1 .1 C b/ C .1 C b/.3f1  2f2 / > 0; bz1  2z since b > 1, f1 < 0, k > 0, and 3f1  2f2 > 0. This implies that z

b1  2z a1 > 1;

(4.384)

306

4 Constraints on inputs: actuator saturation

which implies that (4.382) attains its maximum for y1 > 1 (recall that y1 2 Œ1; 1 ). Next, we assume that the maximum is attained for y1 2 .1; 1/ which z1 b implies that y1 D  2z a1 . The maximum is then equals cz1 

z2 b 1 4z a1

< cz1  az1 ;

z

b1 where we used that az1 < 0 and j 2z a1 j < 1. In that case, we obtain,

cz1  az1 D kŒ.1 C b/f1  .3f1  2f2 / C Œ1 C 3f1  4f2  b.f1 C 2f2 / ; which is maximal for k D 2, and hence, we obtain cz1  az1 6 1  f1 C b.f1  2f2 / D 1  f1  12 f2 C ff21 f2 < 1  f1 C f2 < 0; where we used that 2f2 < 3f1 . It remains to show that (4.382) is negative if the maximum is attained for y1 D 1. In that case, the maximum equals az1 C bz1 C cz1 D k.2f2  3f1 /  4 C 10f1  8f2 C 2b.3f1  2f2 / C k8 .1 C b/.1 C f2  f1 /; which is maximal for k D 2 and hence less than or equal to b.4 C 2f1 /; which is negative. The above establishes that Vki  Vki 1 < 0 if it attains its maximum on the boundary where yz1 D 1. Remains to show that Vki Vki 1 < 0 if it attains its maximum on the other boundary where 1 .y1 C 1/  12 f1 k: yz1 D 1  .1 C f2  f1 / k1

In that case, we get that Vki  Vki 1 as given in (4.370) is equals az2 .y1 C 1/2 C bz2 .y1 C 1/ C cz2 ;

(4.385)

where az2 D .1 C 2b/



1 .1 k1

C f2  f1 /

 .1 C f2  f1 /

bz2 D

1 .1 k1

2

C

2 .b k1

C 1/.1 C f2  f1 /

C f2  f1 / Œ.1 C b/f1 C b.3f1  2f2 / C .b C 1/.3f1  2f2 /

C .1 C f2  f1 /f1 .1 C 2b/  .1 C b/f1 .k  1/  cz2 D .f2  f1 /  14 k 2 f1 C k.1 C 12 f2 / : 

4.A Proof of Lemma 4.70

307

It is easily verified that in the region of interest, we have that cz2 < 0 since  14 k 2 f1 C k.1 C 12 f2 / >  14 k 2 f1 C k.1 C f1 / D  14 .k  2/2 f1 C k C f1 > 0: Secondly, for bz2 , it is easily verified that the coefficient of 1=.k  1/ is negative while the coefficient of .k  1/ is positive which implies that bz2 is increasing in k and attains its maximum for k D 2. Moreover, for k D 2, we find that bz2 is equals 2.b C 1/.f1  f2 /.2 C f2  f1 / > 0: We therefore note that bz2 > 0 for k > 2. Finally, az2 < 0 in the region of interest since 1 C 2b < 0 while b C 1 > 0 and 1 C f2  f1 > 0 imply 2 k1 .bC1/.1Cf2 f1 /.1Cf2 f1 /

< 2.bC1/.1Cf2 f1 /.1Cf2 f1 / < 0:

We need to show that (4.385) is negative for all y1 2 Œ1; 1 . We use two bounds:  1 2 x2 D  12 k1 .1 C f2  f1 /  12 .1 C f2  f1 / az2 < a 1 .f1  12 f2 / C .1 C f2  f1 /.f1  f2 / bz2 < bx2 D .1 C f2  f1 / k1  2f2 C 3f1  .f1  12 f2 /.k  1/; where we used that 2bf1 D f2 and we note that 2f1  f2 < 0 in our region of interest. We get that (4.385) is negative for y1 D 1 since cz2 < 0. For k D 2, it is also negative for y1 D 1 since 4z a2 C 2bz2 C cz2 D

1 f1 .f1

 f2 /.f1  f2  2/.f1  2f2  4/ < 0:

For y1 D 1 and k D 3, we get 4z a2 C 2bz2 C cz2 D 14 .4  2f22 C f2 f1 C f12 /  < < D

1 .3f2 C f1 2 2 1 4 .14  6f2  2f2 C f2 f1 C f1 / 1 .14  8f2  2f22 C f12 / 4 1 2 1 2 4 .f1  4/  2 .1 C .f2 C 2/ / < 0;

f22 /

where in the first inequality we used that 3f1 > 2f2 and f2 > 3 while for k > 3 we have 4z a2 C 2bz2 C cz2 6 4x a2 C 2bx2 C cz2 ;

308

4 Constraints on inputs: actuator saturation

and 4x a2 C 2bx2 C cz2 D 2



1 k1 .1

C f2  f1 /

2

 14 k.f2  f1 /.kf1  2f2 //

C .k  2/.2f2  3f1 C 2.f1  12 f2 /  1  C 2.1 C f2  f1 / k1 .f1  12 f2 /  .1 C f2  f1 / < 0: Remains to prove that the maximum of (4.385) is also negative if (4.385) attains its maximum in the interior of the interval .1; 1/. We get bz2 az2 .y1 C 1/2 C bz2 .y1 C 1/ C cz2 6 cz2  2 < cz2 C bz2 < cz2 C bx2 ; 4z a2 where we used that the maximum is attained in the interior and hence 

bz2 < 2: 2z a2

We find that cz2 C bx2 D  14 .f2  f1 /.k 2 f1  2kf2 /  2k.f1  34 f2 / 1 C .1 C f2  f1 / k1 .f1  12 f2 /  .f1  f2 /2 C .5f1  72 f2 /:

The first term is decreasing in k for k > 2 since 2f1  f2 < 0 and f2  f1 < 0. It is then easy to verify that this complete upper bound is decreasing in k and therefore is maximal for k D 2, and we get cz2 C bx2 6 .f1  12 f2 /.2  f1 C f2 / < 0: This completes the proof.

4.B Proof of Lemma 4.71 Due to the symmetry, we only need to consider the case that y1 .ki / 6 1. The case where y1 .ki / > 1 then follows trivially. Note that the case when y1 .ki / 2 Œ1; 1 has already been treated by Lemma 4.70. As before, we define k D ki  ki 1 : By definition, we have k > 1. On the other hand, k D 1 would imply y1 .ki  1/ > 1;

y1 .ki / 6 1;

y1 .ki C 1/ > 1;

and it is easily verified, given the system dynamics (4.298), that this can only happen if f1 > 2f2 C 4, which contradicts Jury’s conditions (4.292). Therefore, we only need to address the case where y1 .ki 1 C j / D 1 for j D 1; : : : ; k with k > 2.

4.B Proof of Lemma 4.71

309

Proof of Lemma 4.71 for f1 > 1:6 with y1 .ki 1 / 2 Œ1; 1 and f22 C 4f1 > 0 : From the system equations (4.298), we have y1 .ki C 1/ D y1 .ki 1 C k C 1/ D d5 y1 C .k C 1/y2 C e5 ; where d5 D 1 C f2 C kf1 and e5 D k.f2 C 12 .k  1/f1 /. Since y1 .ki C 1/ > 1, we get y2 >

1 .1 kC1

 e5  d5 y1 /:

(4.386)

As argued before, our Lyapunov candidate has a constant decay, which is given in (4.302), if we are in 1 for two consecutive time instants; thus, we analyze Vki  Vki 1 as Vki  Vki 1 D Vki 1 C1  Vki 1 C .k  1/Œ.2b  1/f1 C 2f2 D 2.1 C bf1 C f2 /y1  2.1 C b/.1 C y1 /y2  1  .f1 C 1/y12 C .k  1/Œ.2b  1/f1 C 2f2 : Since b > 1 and 1 < y1 < 1, the term 2.1 C b/.1 C y1 /y2 is maximal for minimal y2 , and using the bound (4.386), we get 1 .1  e5  d5 y1 / Vki  Vki 1 6 2.1 C bf1 C f2 /y1  2.1 C b/.1 C y1 / kC1

 1  .f1 C 1/y12 C .k  1/Œ.2b  1/f1 C 2f2

D ax3 y12 C bx3 y1 C cx3 ;

(4.387)

where 2 .1 C b/.f2  f1 C 1/ a x3 D Œ.2b C 1/f1  1 C kC1 x b3 D .1 C b/f1 k C .1 C b/.4f1  2f2 /  2.1 C bf1 C f2 /

C

4 kC1 .1

C b/.f2  f1 /

cx3 D Œ.1 C b/f1 C 2f2  3f1 k C 2.1 C b/.f1  f2 /  .2b  1/f1  2f2  1 C

2 kC1 .1

C b/.f2  f1  1/:

Note that ax3 < 0 since it is the same as a x given in (4.376) (with k replaced by kC1), which has been shown to be negative. Next, let us show that Vki  Vki 1 <0. x

b3 We show that  2x a3 > 1 for all k > 1, which implies that our bound for x3 < 0, this implies that Vki  Vki 1 for all k > 1 is maximal at y1 D 1. Since a we need to show that bx3 C 2x a3 > 0. We get

bx3 C 2x a3 D .1 C b/f1 k C .1 C b/.4f1  2f2 /  2.1 C bf1 C f2 / 4 .1 C b/.2f2  2f1 C 1/: C 2Œ.1 C 2b/f1  1 C kC1

310

4 Constraints on inputs: actuator saturation

Since 2f2  2f1 C 1 < 0 and 1 C b > 0 in the region of interest, we find bx3 C 2x a3 > .1 C b/f1 C .1 C b/.4f1  2f2 /  2.1 C bf1 C f2 / C 2Œ.1 C 2b/f1  1 C 2.1 C b/.2f2  2f1 C 1/ D .1 C b/.2 C f1 / > 0; where we used that bf2 D 2 and 1 C b > 0 and f1 > 2. We find that our bound for Vki  Vki 1 for all k > 1 is maximal at y1 D 1, and hence, Vki  Vki 1 6 a x3 C bx3 C cx3 ; and we find ax3 C bx3 C cx3 D k.2f2  3f1 / C 4.2f1  2f2  1/ C 4b.f1  f2 / 8  .1 C b/.f1  f2 /: (4.388) kC1 Unfortunately, this is not always negative (choose k D 3), and we conclude that we cannot guarantee that Vki  Vki 1 < 0. However, it can be verified that it is negative, provided that f1 > 1:6. Proof of Lemma 4.71 for f1 > 1:6 with y1 .ki 1 / 2 Œ1; 1 and f22 C 4f1 6 0 : Similar to the proof for the real case, we obtain (4.387) with the same expressions for ax3 , bx3 , and cx3 . This time the fact that ax3 < 0 follows from the fact that it is the same as az1 as defined in (4.383) (with k replaced by k C 1) which has been shown to be negative. We first show that the bound in (4.387) is negative for both y1 D 1 and y1 D 1. We get for y1 D 1, ax3  bx3 C cx3 D .f2  f1 /k < 0: On the other hand, for y1 D 1, we get the same expression (4.388) as in the real case. Also, in the complex case, this expression is not guaranteed to be negative (choose k D 4). However, it can be verified that it is negative, provided that f1 > 1:6, since (4.387) is less than 3.2f2  3f1 / C 4.2f1  2f2  1/ C 4b.f1  f2 / D 2f2  f1  4 C 4b.f1  f2 /; which is negative for f1 > 1:6. Remains to check that, if f1 > 1:6, then (4.387) is also negative if the maximum is attained in the interior. Using the same arguments as before and the fact that ax3 < 0, we find that the maximum is less than x3 D k. 32 f2  2f1 / C 2f1  3f2  2bf2  cx3  a

4 .1 C b/; kC1

4.B Proof of Lemma 4.71

311

and we find that cx3  a x3 < . 32 f2  2f1 / C 2f1  3f2  2bf2 D b.3f1  2f2 / < 0:

Proof of Lemma 4.71 for f1 > 1:6 with y1 .ki 1 / > 1 and f22 C 4f1 > 0 : From the system equations (4.298), we have y1 .ki C 1/ D y1 .ki 1 C k C 1/ D y1 C .k C 1/y2 C e2 ; where e2 D f2 C k.f1  f2 /  f21 k.k  1/, and, for ease of presentation, we denote y1 .ki 1 / D y1 and y2 .ki 1 / D y2 . Since y1 .ki C 1/ > 1, we get y2 >

1 .1 kC1

 y1  e2 /:

(4.389)

As noted before, if .y1 / stays at 1 for two consecutive time instants, our Lyapunov candidate actually has a constant decay, which is given in (4.302). Therefore, we obtain Vki  Vki 1 D Vki 1 C1  Vki 1 C .k  1/Œ.2b  1/f1 C 2f2 D 4y1  4.1 C b/y2  .1 C 2b/f1  2f2 C .k  1/Œ.2b  1/f1 C 2f2 : Since b > 1, the term 4.1 C b/y2 is maximal for minimal y2 , i.e., (4.389); thus, we get 1 1 Vki  Vki 1 6 Œ4 C 4.1 C b/ kC1 y1  4.1 C b/ kC1 .1  c/

 .1 C 2b/f1  2f2 C .k  1/Œ.2b  1/f1 C 2f2 : 1 Since b < 0, we have 4 C 4.1 C b/ kC1 < 0 for all k > 2, and hence, the upper bound is maximal for minimal y1 , i.e., y1 D 1. With some algebra, we get 1 Vki  Vki 1 6 ax4 k C bx4 C cx4 kC1 ;

(4.390)

where ax4 D 2f2  3f1 ; bx4 D 4 C 4.b C 2/.f1  f2 / cx4 D 8.1 C b/.f2  f1 /: This is equal to the upper bound found in (4.388), and it can be verified that, in the real case, this bound can become positive for k D 3 for certain f1 and f2 in the region of interest. On the other hand, as already noted earlier, this expression is negative, provided that f1 > 1:6.

312

4 Constraints on inputs: actuator saturation

Proof of Lemma 4.71 for f1 > 1:6 with y1 .ki 1 / > 1 and f22 C 4f1 6 0 : We get the same expressions as in the proof for the case f22 C 4f1 > 0 resulting in (4.390). This is equal to the upper bound found in (4.388), and it can be verified that, in the complex case, this bound can become positive for k D 4 for certain f1 and f2 in the region of interest while, as already noted earlier, this expression is negative, provided that f1 > 1:6. The problem we have is that the Lyapunov candidate given in (4.300) increases for some initial conditions y1 and y2 , i.e., Vki  Vki 1 D 4y1  4.1 C b/y2  .1 C 2b/f1  2f2 C .k  1/Œ.2b  1/f1 C 2f2 > 0 (4.391) when y1 .ki 1 / > 1, or Vki  Vki 1 D 2.1 C bf1 C f2 /y1  2.1 C b/.1 C y1 /y2  1  .f1 C 1/y12 C .k  1/Œ.2b  1/f1 C 2f2 > 0 (4.392) when y1 .ki 1 / 2 Œ1; 1 , where k D ki  ki 1 . We have verified before that this can only happen when f1 < 1:6. We will show that if (4.391) is positive, then V .ki C1 /  V .ki 1 / < 0. We proceed to show this by considering several scenarios depending on whether or not y1 .ki 1 / or y1 .ki C1 / is saturated, and we will use the notation that ` D ki C1  ki . Proof of Lemma 4.71 for f1 < 1:6 with y1 .ki 1 / and y1 .ki C1 / both saturated : Due to the symmetry, we only need to consider the case where y1 .ki 1 / > 1, and then, .y1 / switches from C1 to 1, and stays at 1 for k steps, after which it switches to C1 and stays at C1 for ` steps, and finally y1 .ki C1 C 1/ 6 1. Clearly, for this case, we need k > 2 and ` > 2. We obtain Vki C1  Vki D 4y1 .ki / C 4.1 C b/y2 .ki /  .1 C 2b/f1  2f2 C .`  1/Œ.2b  1/f1 C 2f2 :

(4.393)

Combining (4.391) and (4.393), we get Vki C1  Vki 1 D 4Œky2 C e1  4.1 C b/.k  2/f1  2.1 C 2b/f1  4f2 C .k C `  2/Œ.2b  1/f1 C 2f2 ;

(4.394)

where e1 is defined in (4.361). We need to show that Vki C1  Vki 1 < 0 given (4.391) and the following constraints on y1 and y2 :

4.B Proof of Lemma 4.71

313

4y1 .ki 1 / D y1 > 1

(4.395)

y1 .ki 1 C 1/ D y1 C y2 C f2 6 1 :: :: : :

(4.396)

y1 .ki / D y1 C ky2 C e1 6 1 y1 .ki C 1/ D y1 C .k C 1/y2 C e5 > 1 :: :: : : y1 .ki C1 / D y1 C .k C `/y2 C e1 C e6  .k  2/`f1 > 1

(4.397) (4.398)

(4.399)

y1 .ki C1 C 1/ D y1 C .k C ` C 1/y2 C e1 C e7  .k  1/.` C 1/f1 6 1; (4.400) where k D ki  ki 1 and ` D ki C1  ki and e5 D f2 C k.f1  f2 / 

f1 k.k 2

 1/; f1 2 .`

e6 D f2  .`  1/.f1  f2 / C e7 D f2  `.f1  f2 / C

f1 2 `.`

 1/.`  2/;

(4.401)

 1/:

We first note that if k D 2, we get y1 .ki 1 / D y1 > 1;

y1 .ki C 2/ D y1 C 4y2 > 1;

and then 1 > y1 .ki / D y1 C 2y2 C f1 > 1 C f1 ; which yields a contradiction with f1 > 2. Therefore, we have k > 3. We claim that ` > k  4. Since ` > 2, we only need to prove this property for k > 6. We have: y1 .ki C j / D y1 C .k C j /y2 C .k  j /.f1  f2 /  C D

kCj 1 k

f1 .j 2



 1/.k  2/

 1/.j  2/  .k  2/jf1

.y1 C .k C 1/y2 /  f1 2 .k

f1 2 .k

 1/.k  2/

j 1 .y1 k f1 C 2 .j

C y2 / C .k  j /.f1  f2 /  1/.j  2/  .k  2/jf1 :

Using the inequalities (4.396) and (4.398) in the above, we get y1 .ki C j / >

kCj 1 k

.1  e5 / C 

D

kC2j 2 k

f1 .k 2

j 1 k

.1 C f2 / C .k  j /.f1  f2 /

 1/.k  2/ C

f1 .j 2

 1/.j  2/  .k  2/jf1

 f2  .2j  1/.f1  f2 / C 12 f1 k C 12 f1 j 2  12 f1 kj C 12 f1 :

314

4 Constraints on inputs: actuator saturation

Note that this lower bound is a concave function in j . Therefore, if this larger bound is larger than or equal to 1 for j D 1 and j D k  4, then it is larger than for all j satisfying 1 6 j 6 k  4, and this implies that ` > k  4. For j D 1, the lower bound is actually equal to 1, while for j D k  4, we find y1 .ki C k  4/ >

3k10 k

C .k  5/.2f2  72 f1 /:

For f1 < 1:6, we have 2f2  72 f1 > 0, and hence, this expression is increasing in k. The minimum is achieved for k D 6, and we get y1 .ki C k  4/ >

4 3

C 2f2  72 f1

which is larger than 1 in the critical region. This completes the proof that ` > k  4. Using (4.395) and (4.397) in (4.394), we get Vki C1  Vki 1 6 8  4.1 C b/.k  2/f1  2.1 C 2b/f1  4f2 C .k C `  2/Œ.2b  1/f1 C 2f2 : If we use ` > k, we get Vki C1  Vki 1 6 8  4.1 C b/.k  2/f1  2.1 C 2b/f1  4f2 C .2k  2/Œ.2b  1/f1 C 2f2 : D 8 C 8f1  8f2 C k.6f1 C 4f2 / < 8  4f1 <0 for k > 2. Therefore, it only remains h D k  ` 2 f1; 2; 3; 4g. Inequality (4.400) combined with inequality (4.395) yields .k C ` C 1/y2 6 2 C .k  1/.` C 1/f1  .e1 C e7 /; and working this out using the definitions of e1 and e7 , we get   .2k  h C 1/y2 6 2 C k 2  k C 1  12 h.h C 1/ f1 C .h  1/f2 : Using this bound in (4.394), we get Vki C1  Vki 1 6 2k 2 f1 C 4kf1 C hf1  2hf2  2hbf1     4k 2 C k 2  k C 1  12 h.h C 1/ f1 C .h  1/f2 : C 2khC1 Rewriting this equation, we obtain Vki C1  Vki 1 6 4 C 2kf1 C .2  h2 /f1  2f2  2hbf1     2h2 2 C k 2  k C 1  12 h.h C 1/ f1 C .h  1/f2 : C 2khC1

4.B Proof of Lemma 4.71

315

It is easily verified that this upper bound is negative in the specified region for h D 1. For h D f2; 3; 4g, we want to show this upper bound is decreasing in k, and therefore, we differentiate the upper bound with respect to k. This results in h

2 2.h1/ 4 2 h1 C 2 k f1  .2 C 2h/kf1 C 4C .2khC1/ i .2  2h/f2 C .h2 C 3h  4/f1 : This is clearly negative, provided that 4

2 2 h1 C 2 k f1  .2 C 2h/kf1 C 4 C .2  2h/f2 C .h C 3h  4/f1 (4.402) is negative. This is a simple quadratic function in k which achieves its maximum for k D .h  1/=2 < 3. In our case, we know k D ` C h > 2 C h. Using that in (4.402), we get   36 f1 ; 4  2.h  1/f2 C .h C 4/.h C 5/ C h1 which is easily checked to be negative in the specified region for h D 2; 3; 4. This proves that our upper bound for Vki C1  Vki 1 is decreasing in k, and hence, we only need to verify the worst case when k D h C 2. In that case, we find Vki C1  Vki 1 6

1 h 8h  16 C .h2 C 17h C 24/f1 hC5

i C .2h2  6h  8/f2  2.h2 C 5h/f1 b :

It is then straightforward to verify that for the three remaining cases h D 2; 3; 4, we have Vki C1  Vki 1 negative. This completes the proof. Proof of Lemma 4.71 for f1 < 1:6 with y1 .ki 1 / saturated and y1 .ki C1 / unsaturated : Again, due to the symmetry, we only need to consider the case where y1 .ki 1 / > 1, and then, .y1 / switches from C1 to 1 and stays at 1 for k steps, then it switches to C1 and stays at C1 for `  1 steps, and finally y1 .ki C1 / 2 Œ1; 1 . Clearly, for this case, we need k > 2, and ` > 1. The arguments used in the case where y1 .ki 1 / and y1 .ki C1 / are both saturated immediately imply that we have ` > k  3 for k > 4. Note that ` D k  4 in our case is not possible since in the earlier argument it was shown that y1 .ki Ck4/ > 1 while we currently consider the case that y1 .ki C1 / is unsaturated. We claim that we also have ` 6 k. We first note that the bounds (4.395)–(4.398) are still valid when y.ki C1 / is unsaturated. However, (4.399) and (4.400) no longer hold, and instead, we have y1 .ki C1  1/ D y1 C .k C `  1/y2 C e1 C e8  .k  2/.`  1/f1 > 1 y1 .ki C1 / D y1 C .k C `/y2 C e1 C e6  .k  2/`f1 > 1 y1 .ki C1 / D y1 C .k C `/y2 C e1 C e6  .k  2/`f1 6 1;

(4.403) (4.404)

316

4 Constraints on inputs: actuator saturation

where e8 D f2  .`  2/.f1  f2 / C

f1 .` 2

 2/.`  3/:

Now, if we assume that ` > k, then we have y1 .ki / D y1 C ky2 C e1 6 1 y1 .ki C k/ D y1 C 2ky2  .k  2/kf1 > 1

(4.405) (4.406)

together with (4.395). From (4.406), we obtain ky2 > 12 .1  y1 C .k  2/kf1 /: Using this combined with (4.395) in (4.405), we get 1 C 12 .k  2/kf1 C e1 6 1; which yields f1 C 12 .k  2/.3f1  2f2 / 6 2: We obtain a contradiction since k > 2, f1 > 2 and 3f1  2f2 > 0, and hence, we must have ` 6 k. We obtain Vki C1  Vki D .y1 .ki / C `y2 .ki / C e6 /2 C 2b.y1 .ki / C `y2 .ki / C e6 /Œy2 .ki / C .`  2/f1  2.`  2/y2 .ki /  .`  2/2 f1 C 2y1 .ki / C 1 C 2by2 .ki /; which yields Vki C1  Vki 1 D fy1 C ky2 C e1 C `Œy2  .k  2/f1 C e6 g2 C 2b fy1 C ky2 C e1 C `Œy2  .k  2/f1 C e6 g Œy2 C .`  k/f1  2.`  2/Œy2  .k  2/f1  .`  2/2 f1 C 2Œy1 C ky2 C e1 C 1 C 2bŒy2  .k  2/f1  4y1  4.1 C b/y2  .1 C 2b/f1  2f2 C .k  1/Œ.2b  1/f1 C 2f2 :

(4.407)

We will show that Vki C1  Vki 1 < 0 for all y1 and y2 satisfying (4.395), (4.403), and (4.404). By ignoring some of the constraints, we actually prove that Vki C1  Vki 1 < 0 for a larger class of y1 and y2 . Note that the coefficient of y22 term in (4.407) is .k C `/2 C 2b.k C `/ which is positive since b > 1 and k C ` > 3. Thus, Vki C1  Vki 1 is maximal as a function of y2 if y2 takes a boundary value. Recall that we ignore all constraints on y1 and y2 except (4.395), (4.403), and (4.404). Hence, a boundary value for y2 implies that either (4.403) or (4.404) is an equality.

4.B Proof of Lemma 4.71

317

In case (4.403) is an equality, we get .2k  h/y2 D 1 C . 12 h2  12 h C k 2  2k/f1 C hf2  y1 ; where ` D k  h with h 2 f0; 1; 2; 3g. This yields Vki C1  Vki 1 D

2h4b 2kh



1 C . 12 h2  12 h C k 2  2k/f1 C hf2  y1



C 2  2y1 C 2hbf1  h2 f1 : We note that this expression is linear in y1 with a negative coefficient, and hence, it is maximal for y1 D 1 given (4.395). We obtain   1 2 1 2 Vki C1  Vki 1 6 2h4b 2kh 2 C . 2 h  2 h C k  2k/f1 C hf2 6

h2b 2kh



 .h  2b/if1

 4 C .2k  2.2 C h/k  h/f1 C 2hf2 : 2

The sign of the above upper bound is determined by the sign of 4 C .2k 2  2.2 C h/k  h/f1 C 2hf2 : This expression is decreasing in k given that k > 2 and k > h C 1, and hence, the maximum is obtained for k D maxf2; h C 1g, and it is then easily verified that this expression is negative in the region of interest for h 2 f0; 1; 2; 3g which establishes that Vki C1  Vki 1 < 0

(4.408)

if (4.403) is an equality. The only other possible alternative is that (4.404) is an equality. In that case, we obtain .2k  h/y2 D 1 C . 12 h2  12 h C k 2  2k/f1 C hf2  y1 ; where ` D k  h with h 2 f0; 1; 2; 3g. This yields   2h Vki C1 Vki 1 D 22y1 C 2kh 1 C . 12 h2  12 h C k 2  2k/f1 C hf2  y1  2hbf1  h2 f1 : We note that this expression is linear in y1 with a negative coefficient, and hence, it is maximal for y1 D 1 given (4.395). We obtain  1 2 1  2h Vki C1  Vki 1 6 2kh . 2 h  2 h C k 2  2k/f1 C hf2  2hbf1  h2 f1  2  h 6 2kh .2k  2.2b C h C 2/k C .2b  1/h/f1 C 2hf2 : (4.409) For h D 0, this establishes that Vki C1  Vki 1 6 0:

(4.410)

318

4 Constraints on inputs: actuator saturation

An equality would imply y1 D 1 and 2y2 D .k  2/f1 in which case we obtain y1 .ki / D 2.f2  f1 C 1/  1 C k2 .3f1  2f2 / > f1 C 1 > 1; where in the first inequality, we used that 3f1  2f2 > 0 and k > 2. This yields a contradiction with (4.397), and hence, we must have a strict inequality in (4.410) for h D 0. The sign of the upper bound in (4.409) for h 2 f1; 2; 3g is determined by the sign of .2k 2  2.2b C h C 2/k C .2b  1/h/f1 C 2hf2 : This expression is decreasing in k given that k > 2 and k > h C 1, and hence, the maximum is obtained for k D h C 1, and it is then easily verified that for h 2 f1; 2; 3g, the choice k D h C 1 yields 2f2  .5 C 6b/f1 , 4f2  .8 C 8b/f1 , and 6f2 .11C10b/f1 , respectively, which are all negative in the area of interest. This establishes that Vki C1  Vki 1 < 0; and this completes the proof.

Proof of Lemma 4.71 for f1 < 1:6 with y1 .ki 1 / unsaturated and y1 .ki C1 / saturated : Clearly, in this case, we have k > 2 and ` > 2. The following constraints are satisfied: y1 .ki 1 / D y1 2 .1; 1/ y1 .ki 1 C 1/ D .1 C f2 /y1 C y2 6 1 :: :: : : y1 .ki / D d4 y1 C ky2 C e4 6 1

(4.411) (4.412)

(4.413)

y1 .ki C 1/ D .d4 C f1 /y1 C .k C 1/y2 C e4  .k  1/f1  f2 > 1 (4.414) :: :: : : y1 .ki C1 / D y1 .ki / C `y2 .ki / C e6 > 1 (4.415) y2 .ki C1 / D y2 .ki / C .`  2/f1

(4.416)

y1 .ki C1 C 1/ D y1 .ki / C `y2 .ki / C e6 C y2 .ki / C .`  2/f1  f2 6 1: (4.417) Notice that y1 .ki / and y2 .ki / are given in (4.366) and (4.367), respectively, d4 and e4 are defined in (4.368) and (4.369), while e6 is defined in (4.401). We will show that ` satisfies k  4 6 ` < k. We first establish that ` > k  4. Since ` > 2, we only need to show this property for k > 6.

4.B Proof of Lemma 4.71

319

Using (4.414) to obtain a lower bound for y2 , we get y1 .ki C j / D y1 .ki / C jy2 .ki /  f2  .j  1/.f1  f2 / C f21 .j  1/.j  2/   1/.j 1/ f1 2 C1 y1 C .k C j / f1 f C f  f C k C e4 > .f1 f2kC1 2 1 kC1 2  j.k  1/f1  f2  .j  1/.f1  f2 / C

f1 2 .j

 1/.j  2/:

Note that this lower bound is a concave function in j . Therefore, if this lower bound is larger than or equal to 1 for j D 1 and j D k  4, then it is larger than 1 for all j satisfying 1 6 j 6 k  4, and this implies that ` > k  4. For j D 1, the lower bound is actually equal to 1, while for j D k  4, we find using that y1 2 .1; 1/ that ˇ ˇ ˇ 1/.k5/ ˇ y1 .ki Cj / >  ˇ .f1 f2kC1 .f1 f2 C1/f1 .4k 19/Cf2 .2k 9/: ˇC 2k4 kC1 If f1  f2  1 > 0, we get y1 .ki C j / > 2.f2  2f1 /k C 20f1  10f2 C 3  > 2.f2  2f1 / C

9 7

12 kC1

> 1;

where we have used that f2 > 2f1 and that k > 6. On the other hand, if f1  f2  1 < 0, we get y1 .ki C j / > 2.f2  2f1 /k C 22f1  12f2 C 1  >

12 .f2 7

12.f1 f2 / kC1

 2f1 /  27 f1 C 1 > 1;

where we have used that 2f1 < f2 < f1 and that k > 6. Next, we establish that ` 6 k. We show this by contradiction. Assume that ` > k, then we have y1 .ki C k/ D y1 .ki / C ky2 .ki /  f2  .k  1/.f1  f2 / C f21 .k  1/.k  2/ > 1: Using this, we obtain 2ky2 > 1.d4 Ckf1 /y1 e4 Ck.k1/f1 Cf2 C.k1/.f1 f2 / f21 .k1/.k2/: Applying this lower bound in (4.413), we get .1 C f2  f1 /y1 C 3.f2  f1 / C 1  k.2f2  3f1 / 6 2:

(4.418)

Now, let us show that we obtain a contradiction from the above equation. Let us first consider the case 1 C f2  f1 < 0. Since y1 6 1, we obtain .1 C f2  f1 /y1 C 3.f2  f1 / C 1  k.2f2  3f1 / > 2.f1 C 1/ C .k  2/.3f1  2f2 / > 2;

320

4 Constraints on inputs: actuator saturation

where we used that k > 2, f1 > 2, and 3f1  2f2 > 0, and we obtain a contradiction with (4.418). Next, let us consider the case 1 C f2  f1 > 0. Using that y1 > 1, we obtain .1 C f2  f1 /y1 C 3.f2  f1 / C 1  k.2f2  3f1 / > f1 C .k  1/.3f1  2f2 / > 2 because k > 2, f1 > 2, and 3f1  2f2 > 0, and we again obtain a contradiction with (4.418). Therefore, we can conclude that ` < k. Returning to our Lyapunov candidate, we note that, for this case, we have Vki C1  Vki D 2Œy1 .ki / C `y2 .ki / C e6 C 2bŒy2 .ki / C .`  2/f1  2.`  2/y2 .ki /  .`  2/2 f1 C 2y1 .ki / C 2by2 .ki /: Therefore, together with (4.392), we have Vki C1  Vki 1 D 2Œy1 .ki / C `y2 .ki / C e6 C 2bŒy2 .ki / C .`  2/f1  2.`  2/y2 .ki /  .`  2/2 f1 C 2y1 .ki / C 2by2 .ki /  2.1 C bf1 C f2 /y1  2.1 C b/.1 C y1 /y2  1  .f1 C 1/y12 C .k  1/Œ.2b  1/f1 C 2f2 : Note that the coefficient of y2 term is 2.kC`/C2b2.`2/C2kC2b2.1Cb/.1Cy1 / D 4kC2.1Cb/.1y1 / > 0; where we have used that b > 1 and y1 < 1. Therefore, Vki C1 Vki 1 is maximal for the maximum value of y2 . For the upper bound for y2 , we use (4.417) while ignoring all other constraints except for y1 2 Œ1; 1 . We note that (4.417) implies y2 6 f1 y1 C

1 2.2khC1/

h

2.1 C f2  f1 /y1  2 C .2k 2  h  h2 /f1

i C .4 C 2h/f2 ;

where h D k  ` 2 f1; 2; 3; 4g. Since we know Vki C1  Vki 1 is maximal for the maximum value of y2 , we can replace y2 by its upper bound to obtain Vki C1  Vki 1 6 a5 y12 C b5 y1 C c5 ;

(4.419)

4.B Proof of Lemma 4.71

321

where a5 D .1 C 2b/f1  1 C b5 D c5 D

2 2khC1 .b

C 1/.1 C f2  f1 /

2.h1/ 2khC1 .f1  f2  1/  1Cb C 2khC1 2.f1  f2 /  .2k 2  f1 Œ1  2b.h C 1/  h2 C 2f2  3

C

bCh 2khC1 Œ2

h  h2 /f1  .4 C 2h/f2



C .2k 2  h  h2 /f1 C .4 C 2h/f2 :

We first note that a5 is equal to ax defined in (4.376) with k replaced by 2k  h C 1 > 3. Therefore, the earlier argument also implies that a5 < 0. The upper bound (4.419) is a quadratic function in y1 . We will show that 2a5 C b5 > 0. This implies that the upper bound given y1 2 Œ1; 1 takes it maximum for y1 D 1. On the other hand, we have already shown that Vki C1  Vki 1 only subject to y1 .ki C1 C 1/ 6 1 and y1 > 1 is negative in an earlier part of the proof of Lemma (4.71) for the case f1 < 1:6 with y1 .ki 1 / saturated and y1 .ki C1 / unsaturated. Remains to establish that 2a5 C b5 > 0. We have 2a5 C b5 D



2.1 C b/f1 .k  1/2 C 4.bf1  1/k

C f1 .1 C b/.h2  3h C 4/ C 4.h  1/

  f2 2.1 C b/.1 C h/  2.1  h/ C 4.1 C b/ :

1 2khC1

Clearly, the factor 1=.2k  h C 1/ is irrelevant for the sign of 2a5 C b5 . Remains to establish that

 2.1 C b/f1 .k  1/2 C 4.bf1  1/k C f1 .1 C b/.h2  3h C 4/ C 4.h  1/

 f2 2.1 C b/.1 C h/  2.1  h/ C 4.1 C b/ > 0: (4.420) We note that k D h C ` > h C 2. By taking the derivative of (4.420) with respect to k, we obtain 4.1 C b/f1 .k  1/ C 4.bf1  1/ > 0 since 1 C b > 0, f1 < 0, k > 1, and bf1  1 >  34 f1  1 D  34 .f1 C 43 / > 0; where we have used that b >  34 and f1 < 1:6 in the region of interest. This implies that (4.420) is minimal for the smallest possible k, i.e., k D h C 2. Setting k D h C 2 in (4.420), we get

f1 .1 C b/.h2  3h C 10/  12  f2 2.1 C b/.1 C h/  2.1  h/  4h  8 C 4.1 C b/ > 0:

322

4 Constraints on inputs: actuator saturation

Next, we note that the derivative with respect to h equals 3f1 .1 C b/  2.f2 C 2/  2hf1 .1 C b/  2.1 C b/f2 > 0; where we have used that f1 < 0, f2 < 2, 1 C b > 0, and h > 0. Therefore, the expression is minimal for h D 1, and we obtain 6.b  1/f1  4.1 C b/f2 C 4.b  2/; which is positive in the region of interest. Therefore, we conclude that b5 C2a5 > 0. As noted before, this yields that Vki C1  Vki 1 is negative, and the proof is complete.

Proof of Lemma 4.71 for f1 < 1:6 with both y1 .ki 1 / and y1 .ki C1 / unsaturated : Clearly, in this case, we have k > 2 and ` > 1. The following constraints are satisfied: y1 .ki 1 / D y1 2 Œ1; 1 y1 .ki 1 C 1/ D .1 C f2 /y1 C y2 6 1 :: :: : :

(4.421) (4.422)

y1 .ki / D d4 y1 C ky2 C e4 6 1 (4.423) y1 .ki C 1/ D .d4 C f1 /y1 C .k C 1/y2 C e4  .k  1/f1  f2 > 1 (4.424) :: :: : : y1 .ki C1 / D y1 .ki / C `y2 .ki / C e6 > 1 y1 .ki C1 / D y1 .ki / C `y2 .ki / C e6 6 1:

(4.425) (4.426)

Notice that y1 .ki / and y2 .ki / are given in (4.366) and (4.367), respectively, d4 and e4 are defined in (4.368) and (4.369), while e6 is defined in (4.401). Finally, y2 .ki C1 / D y2 .ki / C .`  2/f1 : The argument used in the case where y1 .ki 1 / is unsaturated and y1 .ki C1 / is saturated immediately implies that we have ` > k  3 for k > 4, and ` 6 k. We will show that Vki C1  Vki 1 < 0: Let us define yy1 D y1 .ki C1 / D .d4 C `f1 /y1 C .k C `/y2 C e4 C e6  `.k  1/f1 yy2 D y2 .ki C1 / D f1 y1 C y2 C .`  k  1/f1 : (4.427)

4.B Proof of Lemma 4.71

323

Then, we have Vki C1  Vki D yy12 C 2b yy1 yy2 

1 2 yy f1 2

C 2y1 .ki / C 1 C 2by2 .ki / C

1 2 y .k /: f1 2 i

Combining this with (4.392) and eliminating y1 .ki / and y2 .ki / by using (4.366) and (4.367) and eliminating yy2 using (4.427), we obtain Vki C1  Vki 1 D yy12 C 2b yy1 Œf1 y1 C y2 C .`  k  1/f1  .`  2/2 f1 2.`2/ Œf1 y1 C y2  .k  1/f1 C2.d4 y1 Cky2 Ce4 /2.bC1/y1 y2  2.1 C f2 /y1  2y2  .f1 C 1/y12 C .k  1/ Œ2f2  f1 : Let us write this expression in terms of y1 and yy1 by eliminating y2 using .k C `/y2 D yy1  .d4 C `f1 /y1 C `.k  1/f1  e4  e6 : We get Vki C1  Vki 1 D yy12 C 2b yy1 Œf1 y1 C .`  k  1/f1  .`  2/2 f1 C 2.d4 y1 C e4 /  .f1 C 1/y12  2.`  2/f1 Œy1  .k  1/  2.1 C f2 /y1 C .k  1/ Œ2f2  f1 C

1 kC`

Œ2b yy1 C 2.k  ` C 1/  2.1 C b/y1

 Œyy1  .d4 C `f1 /y1 C `.k  1/f1  e4  e6 : (4.428) Our objective is now to prove that this expression is always negative. We only consider the constraints (4.421), (4.425), and (4.426), that is,  1 6 y1 6 1;

1 6 yy1 6 1;

(4.429)

while we ignore all other constraints. Note that the coefficient of the term yy12 is equal to 2b ; 1 C kC` which is positive for k C ` > 2 and b > 1. Therefore, we know (4.428) is maximal at the boundary of yy1 , that is, either yy1 D 1 or yy1 D 1. Define h D k  ` D f0; 1; 2; 3g. Let us first consider the boundary yy1 D 1. We obtain that Vki C1  Vki 1 D 1 C 2b.h C 1/f1  .h C 1/2 f1 C Œ.1 C 2b/f1  1 y12 

1 2kh

Œ.1 C b/.y1 C 1/  .h C 2/ 

  2  2.1 C f2  f1 /y1 C 2f2 .h C 1/ C f1 .2k 2  h2  3h  2/ : (4.430) 

Note that the coefficient of the term y12 is a6 D .1 C 2b/f1  1 C

2 2kh .b

C 1/.1 C f2  f1 /;

324

4 Constraints on inputs: actuator saturation

which is negative as it is the same as ax given in (4.376), with k replaced by k C `. Let us now derive the coefficient of the term y1 : 2 f1 / .h C 2/  b6 D  2.1Cf 2kh

1Cb 2kh

  h.2f2  3f1 / C f1 .2k 2  h2 /  4 :

We will show that 2a6 C b6 > 0. This implies that the upper bound given the constraints (4.429) takes it maximum for y1 D 1 and yy1 D 1. On the other hand, we have already shown that Vki C1  Vki 1 only subject to y1 .ki C1 / 2 Œ1; 1 and y1 > 1 is negative in an earlier part of the proof of Lemma (4.71) for the case f1 < 1:6 with y1 .ki 1 / saturated and y1 .ki C1 / unsaturated. Therefore, we have b6 C 2a6 D

h

2.1 C f2  f1 /.h C 2/  .1 C b/Œh.2f2  3f1 / i C f1 .2k 2  h2 /  4 C 2.2b C 1/f1 .2k  h/

1 2kh

 2.2k  h/ C 4.1 C b/.1 C f2  f1 / : 1 Note that the term 2kh does not affect the sign of b6 C 2a6 . Therefore, to show b6 C 2a6 > 0 is equivalent to showing that

 2.1 C f2  f1 /.h C 2/  .1 C b/Œh.2f2  3f1 / C f1 .2k 2  h2 /  4 C 2.2b C 1/f1 .2k  h/  2.2k  h/ C 4.1 C b/.1 C f2  f1 / > 0: (4.431) We first show that the left-hand side of the above inequality is increasing in k, and therefore, we differentiate the left-hand side with respect to k.This results in 4.1 C b/f1 .k  1/ C 4.bf1  1/; which is positive since 1 C b > 0, f1 < 0, k > 1, and bf1  1 > 0. Thus, the left-hand side of (4.431) achieves its minimum for k D1C

bf1 1 .1Cb/f1

< 1;

where we have used that 1 C b > 0, f1 < 0, and bf1  1 > 0. In our case, we know that k D ` C h > h C 1 and k > 2. Therefore, we have k > max f2; h C 1g. Thus, the left-hand side of (4.431) achieves its minimal for k D 2 when h D 0, while for h D 1; 2; 3, it achieves it minimal when k D h C 1. For the case where k D 2 and h D 0, the left-hand side of (4.431) is 4bf2 C 4bf1 C 4.2b  1/ D 4b.f2 C 2/ C 4.bf1  1/ > 0; where we have used that b < 0, f2 < 2, and bf1  1 > 0.

4.B Proof of Lemma 4.71

325

For the case where k D h C 1 and h D 1; 2; 3, using k D h C 1 in the left-hand sider of (4.431) yields 2.1 C f2  f1 /.h C 2/  .1 C b/Œh.2f2  3f1 / C f1 .h2 C 4h C 2/  4 C 2.2b C 1/f1 .h C 2/  2.h C 2/ C 4.1 C b/.1 C f2  f1 /: (4.432) We first show that this is increasing in h, and therefore, we differentiate with respect to h. This results in 4C3.1Cb/f1 2.bC2/f2 2.1Cb/f1h > .1Cb/.3f1 2f2 /2.f2 C2/ > 0; where for the first inequality we have used that 1 C b > 0, f1 < 0, and h > 0, while for the second inequality we have used that 1 C b > 0, 3f1  2f2 > 0, and f2 < 2. Therefore, (4.432) is minimal for the minimum value of h, that is, h D 1. When h D 1, we have 4.1  2b/ C 4.1 C b/f1 C 2.b  2/f2 which is positive in the region of interest. Therefore, we conclude that b6 C 2a6 > 0, which as argued before implies that Vki C1  Vki 1 < 0. The only other possible alternative is that yy1 D 1. In that case, we obtain Vki C1  Vki 1 D 1  2b.h C 1/f1  .h C 1/2 f1 C Œ.1 C 2b/f1  1 y12 ih h 1 C 2kh .1 C b/.1  y1 / C h 2  2.1 C f2  f1 /y1 i C 2f2 .h C 1/ C f1 .2k 2  h2  3h  2/ : (4.433) Note that the coefficient of the term y12 is a7 D .1 C 2b/f1  1 C

2 .b 2kh

C 1/.1 C f2  f1 /;

which is equal to a6 , and thus, it is negative. Let us now derive the coefficient of the term y1 : b7 D

1 2kh

h

2.1 C f2  f1 /.h C 2 C 2b/  .1 C b/h.2f2  3f1 /

i  .1 C b/f1 .2k 2  h2 / :

We will show that 2a7 C b7 > 0. This implies that the upper bound given the constraints (4.429) takes it maximum for y1 D 1 and yy1 D 1. As argued before, we have already shown that Vki C1  Vki 1 only subject to y1 .ki C1 / 2 Œ1; 1 and y1 > 1 is negative in an earlier part of the proof of Lemma (4.71) for the case f1 < 1:6 with y1 .ki 1 / saturated and y1 .ki C1 / unsaturated.

326

4 Constraints on inputs: actuator saturation

With just a little bit algebra, we obtain that b7 C 2a7 D

1 2kh Œ.2f1 .1

C 2b/  2/.2k  h/

 2.1 C f2  f1 /h  .1 C b/h.2f2  3f1 /  .1 C b/f1 .2k 2  h2 / : 1 Note that the term 2kh does not affect the sign of b7 C 2a7 . Therefore, showing that b7 C 2a7 > 0 is equivalent to showing that

Œ2f1 .1 C 2b/  2 .2k  h/  2.1 C f2  f1 /h  .1 C b/h.2f2  3f1 /  .1 C b/f1 .2k 2  h2 / > 0: (4.434) We first show that the left-hand side of the above inequality is increasing in k, and therefore, we differentiate the left-hand side with respect to k. This results in 4.1 C b/f1 .k  1/ C 4.bf1  1/; which is positive since 1 C b > 0, f1 < 0, k > 1, and bf1  1 > 0. Thus, the left-hand side of (4.434) achieves its minimum for k D1C

bf1 1 .1Cb/f1

< 1;

where we have used that 1 C b > 0, f1 < 0, and bf1  1 > 0. In our case, we know that k D ` C h > h C 1 and k > 2. Therefore, we have k > max f2; h C 1g. Thus, the left-hand side of (4.431) achieves its minimal for k D 2 when h D 0, while for h D 1; 2; 3, it achieves it minimal when k D h C 1. For the case where k D 2 and h D 0, the left-hand side of (4.434) is 8.bf1  1/ > 0; where we have used that bf1  1 > 0. For the case where k D h C 1 and h D 1; 2; 3, using k D h C 1 in the left-hand side of (4.434) yields Œ2f1 .1 C 2b/  2 .h C 2/  2.1 C f2  f1 /h  .1 C b/h.2f2  3f1 /  .1 C b/f1 .h2 C 4h C 2/: (4.435) We first show that this is increasing in h, and therefore, we differentiate with respect to h. This results in 4C3.1Cb/f1 2.bC2/f2 2.1Cb/f1h > .1Cb/.3f1 2f2 /2.f2 C2/ > 0; where for the first inequality we have used that 1 C b > 0, f1 < 0, and h > 0, while for the second inequality we have used that 1 C b > 0, 3f1  2f2 > 0,

4.D Continuity of solution of CQMI and DARE

327

and f2 < 2. Therefore, (4.435) is minimal for the minimum value of h, that is, h D 1. When h D 1, we have 8 C 4.1 C 2b/f1  2.b C 2/f2 ; which is positive in the region of interest. Therefore, we conclude that b7 C2a7 > 0, which as argued before implies that Vki C1  Vki 1 < 0. This completes our proof.

4.C Existence of H2 optimal controller Consider the system, ( ˙a W

x D Ax C Bu C I! z D C x C Du:

(4.436)

We recall the following existence conditions of H2 optimal static state feedback controller for the system ˙a : Theorem 4.101 For the system ˙a in (4.436), H2 optimal state feedback controller of a static type exists if and only if (i) .A; B/ is stabilizable. (ii) ˙a does not have any invariant zero on the imaginary axis (continuous time) or on the unit circle (discrete time). (iii) ˙a does not have any infinite zero of order greater or equal to 1 (continuous time).

Proof : The results follow from [133] (see Lemmas 5.6.3 and 5.4.1 for continuoustime case and Lemmas 6.6.5 and 6.6.1 for discrete-time case).

4.D

Continuity of solution of CQMI and DARE

Theorem 4.102 given below recalls from [163] the continuity properties of the solution of the CQMI associated with the quintuple .A; B; C; D; E/ and  >   : ! A0 P C PA C C 0 C C  2 PEE 0 P PB C C 0 D F .P / D > 0; (4.437) B 0P C D0C D0D

328

4 Constraints on inputs: actuator saturation

where ˚   WD inf k.C C DF /.sI  A  BF /1 Ek1 j .A C BF / 2 C : (4.438) F

Theorem 4.102 Consider a quintuple .A; B; C; D; E/. Suppose .A; B/ is stabilizable, .A; B; C; D/ does not have any invariant zeros in the open right-half plane, and  >   where   is defined in (4.438). Let a sequence of perturbed data .A" ; B" ; C" ; D" ; E" / converges to .A; B; C; D; E/. Moreover, assume that the normal rank of C" .sI  A" /1 B" C D" is equal to the normal rank of C.sI  A/1 B C D for all ". Then, the smallest positive semi-definite semi-stabilizing solution of CQMI (4.437) associated with .A" ; B" ; C" ; D" ; E" / converges to the solution of CQMI associated with .A; B; C; D; E/. In the perturbation method I of both H2 and H1 low-gain design, we use perturbations which do not necessarily preserve the normal rank. In this case, we need the following result. Theorem 4.103 Consider a quintuple .A; B; C; D; E/ and  >   . Suppose a sequence of perturbations .C" ; D" / converges to .C; D/, and satisfies the following conditions: x " is continuous at " D 0, where Q x " is defined as in (4.319) . (i) Q x "1 6 Q x "2 . (ii) There exists a ˇ such that for 0 6 "1 6 "2 6 ˇ, we have Q Then the solution to CQMI (4.437) associated with .A; B; C" ; D" ; E/ converges to the solution of CQMI (4.437) associated with .A; B; C; D; E/.

Proof : The case  D 1 was proved in [183]. We shall prove this result for a finite  . First, we need to show that given  >   , for sufficiently small ", we have  > " where " is defined in (4.438) with .A; B; C; D; E/ replaced by (A" , B" , C" , D" , E" ). This follows from the fact that there exists a stabilizing state feedback u D F x such that the H1 norm from w to z equals 0 <  . The transfer matrix G";cl from w to z" satisfies, x"  Q x 0 /G0 .s/; G";cl .s/0 G";cl .s/ D Gcl .s/0 Gcl .s/ C G0 .s/0 .Q where Gcl is the transfer matrix from w to z while G0 is defined by ! I G0 .s/ D .sI  A  BF /1 E: F

4.D Continuity of solution of CQMI and DARE

329

x" ! Q x 0 , we find that Since G0 has a finite H1 norm and Q lim kG";cl k1 ! kGcl k1 D 0 < : "#0

Next, we investigate x00 P" x0 D sup inf

˚

w2L2 u2L2

kz" k22   2 kwk22 j x 2 L2 ;

x" > Q x 0 for small ", we find that where x.0/ D x0 . Since Q x00 P" x0 > x00 P0 x0 for small ". If we choose u D F x, we obtain ( 06

x00 P" x0

6

sup w2L2

kz" k22



) 2

kwk22

j u D Fx

:

We always have for any , ka C bk2 6 .1 C 1 /kak2 C .1 C /kbk2 : Let 1 be such that 0 < 1 <  such that for all sufficiently small ", we know the H1 norm from w to z" is less than 1 for the feedback u D F x. With u fixed by u D F x, we can write z" D zx0 C zw where zx0 is the output for initial condition x0 and w D 0 and zw is the output for initial condition x0 D 0 and disturbance w. Let L be such that kxx0 k22 D x00 Lx0 ; where xx0 is the state for initial condition x0 and w D 0. Choose D

 2  12 : 212

We find kz" k22 6

 2 C12  2 12

x " kx00 Lx0 C kQ

 2 C12 kwk22 : 2

But then if w is such that kwk2 > ˇx00 Lx0 ; where ˇ > ˇ" for all sufficiently small " with ˇ" D

2. 2 C 12 / x kQ" k; 2. 2  12 /2

we have kz" k22   2 kwk22 < 0

(4.439)

330

4 Constraints on inputs: actuator saturation

for u D F x. We find that for w for which (4.439) is satisfied, we obtain for a suboptimal u already a negative cost. Since ˚ sup inf kz" k22   2 kwk22 j x 2 L2 > 0; w2L2 u2L2

we can without loss of generality assume that w satisfies kwk2 < ˇx00 Lx0 ;

(4.440)

provided that " is small enough. By setting u D F x C v, the above inf–sup problem is equivalent to ˚ sup inf kz" k22   2 kwk22 j u D F x C v > 0: w2L2 v2L2

Since we showed that we can assume, without loss of generality, that w is bounded, it is clear that in the above optimization for " D 0, we can also assume without loss of generality that v is bounded as well, i.e., kvk2 6 N kx0 k: If the system is left invertible from v to z then as v gets sufficiently large in L2 norm, then the cost can be made arbitrarily large. If the system is not left invertible we can split the input in to one part which has no effect on the output and another part which has a left-invertible effect on the output. The latter has to be bounded for a bounded cost. The first can be set to zero without loss of generality. But with v and w bounded, we can find an M such that kxk2 6 M kx0 k2 ; but then, sup inf w2L2 v2L2

˚

kz" k22   2 kwk22

6 sup inf w2L2 v2L2

6 sup inf w2L2 v2L2

D sup inf w2L2 v2L2

˚



kz" k22   2 kwk22 j kvk2 6 N kx0 k



˚

x"  Q x 0 kM kx0 k2 kz0 k22   2 kwk22 j kvk2 6 N kx0 k C kQ

˚

x"  Q x 0 kM kx0 k2 kz0 k22   2 kwk22 C kQ

x"  Q x 0 kM kx0 k2 ; D x00 P0 x0 C kQ where in each case u D F x C v. In conclusion, we find x"  Q x 0 kM kx0 k2 ; x00 P0 x0 6 x00 P" x0 6 x00 P0 x0 C kQ which implies that P" ! P0 as " # 0.

4.D Continuity of solution of CQMI and DARE

331

Our concern next is with the continuity of semi-stabilizing solution of the following DARE associated with the quintuple .A; B; C; D; E/ and  >   : !0 ! 0 0 0 0 B PA C D C PA C D C B ; (4.441) G.P / P D A0 PA C C 0 C  E 0 PA E 0 PA where D0D G.P / D 0

0  2 I

!

!  B0 C P B E0

 E

and ˚   D inf k.C C DF /.zI  A  BF /1 Ek1 j .A C BF / 2 C ˇ : (4.442) F

We recall the following theorem from [163]:

Theorem 4.104 Consider a quintuple .A; B; C; D; E/. Suppose .A; B/ is stabilizable, .A; B; C; D/ does not have any invariant zeros in C˝ and  >   , where   is defined in (4.442). Let a sequence of perturbed data .A" ; B" ; C" ; D" ; E" / converges to .A; B; C; D; E/. Moreover, assume that the normal rank of C" .zI  A" /1 B" C D" is equal to the normal rank of C.zI  A/1 B C D for all ". Then, the smallest positive semi-definite semi-stabilizing solution of DARE (4.441) associated with .A" ; B" ; C" ; D" ; E" / converges to the smallest positive semi-definite semi-stabilizing solution of DARE associated with .A; B; C; D; E/. In the perturbation method I of both H2 and H1 low-gain design, we use perturbations which do not necessarily preserve the normal rank. In this case, we need the following result. Theorem 4.105 Consider a quintuple .A; B; C; D; E/ and  >   where   is defined in (4.442). Suppose a sequence of perturbations .C" ; D" / converges to .C; D/ and satisfies the following conditions: x " is continuous at " D 0. (i) Q x "1 6 Q x "2 , (ii) There exists a ˇ such that for 0 6 "1 6 "2 6 ˇ, we have Q x " is defined in (4.319). Then the semi-stabilizing solution of the DARE where Q (4.441) associated with .A; B; C" ; D" ; E/ converges to the semi-stabilizing solution of DARE (4.441) associated with .A; B; C; D; E/.

332

4 Constraints on inputs: actuator saturation

Proof : The case  D 1 was proved in [183]. We shall prove this result for a finite  . Our proof here follows more or less along the same lines as the proof of Theorem 4.103. First, we need to show that given  >   , for sufficiently small ", we have  > " where " is defined in (4.438) with .A; B; C; D; E/ replaced by (A" , B" , C" , D" , E" ). This follows from the fact that there exists a stabilizing state feedback u D F x such that the H1 norm from w to z equals 0 <  . The transfer matrix G";cl from w to z" satisfies, x"  Q x 0 /G0 .z/; G";cl .z/0 G";cl .z/ D Gcl .z/0 Gcl .z/ C G0 .z/0 .Q where Gcl is the transfer matrix from w to z while G0 is defined by ! I G0 .z/ D .zI  A  BF /1 E: F x" ! Q x 0 , we find that Since G0 has a finite H1 norm and Q lim kG";cl k1 ! kGcl k1 D 0 < : "#0

Next, we investigate x00 P" x0 D sup inf

w2`2 u2L2

˚

kz" k22   2 kwk22 j x 2 `2 ;

x" > Q x 0 for small ", we find that where x.0/ D x0 . Since Q x00 P" x0 > x00 P0 x0 for a small ". If we choose u D F x, we obtain ( 06

x00 P" x0

6

) sup w2`2

kz" k22



2

kwk22

j u D Fx

:

We always have for any , ka C bk2 6 .1 C 1 /kak2 C .1 C /kbk2 : Let 1 be such that 0 < 1 <  and that, for all sufficiently small ", H1 norm from w to z" be less than 1 for the feedback u D F x. With u fixed by u D F x, we can write z" D zx0 C zw where zx0 is the output for initial condition x0 and w D 0 and zw is the output for initial condition x0 D 0 and disturbance w. Let L be such that kxx0 k22 D x00 Lx0 ;

4.D Continuity of solution of CQMI and DARE

333

where xx0 is the state for initial condition x0 and w D 0. Choose D

 2  12 : 212

We find  2 C12

kz" k22 6

 2 12

x " kx00 Lx0 C kQ

 2 C12 kwk22 : 2

But then if w is such that kwk2 > ˇx00 Lx0 ;

(4.443)

where ˇ > ˇ" for all sufficiently small " with ˇ" D

2. 2 C 12 / x kQ" k; 2. 2  12 /2

we have kz" k22   2 kwk22 < 0 for u D F x. We find that for w for which (4.443) is satisfied, we obtain for a suboptimal u already a negative cost. Since sup inf w2`2 u2`2

˚

kz" k22   2 kwk22 j x 2 `2 > 0;

we can without loss of generality assume that w satisfies kwk2 < ˇx00 Lx0 ;

(4.444)

provided that " is small enough. By setting u D F xCv the above inf–sup problem is equivalent to sup inf w2`2 v2`2

˚

kz" k22   2 kwk22 j u D F x C v > 0:

Since we showed that we can assume, without loss of generality, that w is bounded, it is clear that in the above optimization for " D 0, we can also assume without loss of generality that v is bounded as well, i.e., kvk2 6 N kx0 k: If the system is left invertible from v to z, then as v gets sufficiently large in `2 norm, the cost can be made arbitrarily large. If the system is not left invertible, we can split the input in to one part which has no effect on the output and another part which has a left-invertible effect on the output. The latter has to be bounded

334

4 Constraints on inputs: actuator saturation

for a bounded cost. The first can be set to zero without loss of generality. But with v and w bounded, we can find an M such that kxk2 6 M kx0 k2 ; but then, ˚

sup inf w2`2 v2`2

kz" k22   2 kwk22

6 sup inf w2`2 v2`2

6 sup inf w2`2 v2`2

D sup inf w2`2 v2`2

˚



kz" k22   2 kwk22 j kvk2 6 N kx0 k



˚

x"  Q x 0 kM kx0 k2 kz0 k22   2 kwk22 j kvk2 6 N kx0 k C kQ

˚

x"  Q x 0 kM kx0 k2 kz0 k22   2 kwk22 C kQ

x"  Q x 0 kM kx0 k2 ; D x00 P0 x0 C kQ where in each case u D F x C v. In conclusion, we find that x"  Q x 0 kM kx0 k2 ; x00 P0 x0 6 x00 P" x0 6 x00 P0 x0 C kQ which implies that P" ! P0 as " # 0.

4.E

Proofs of Lemmas 4.92, 4.95, and 4.98

Proof of Lemma 4.92 : To prove item (i), we first note that F" .j!I  A  BF" /1 Bei DF" .I  .j!I  A/1 BF" /1 .j!I  A/1 Bei D.I  F" .j!I  A/1 B/1 F" .j!I  A/1 Bei : Next, we note that [2, see Sect. 5.4, p.122] max .I  F" .j!I  A/1 B/1 6 1; 8! 2 R: Moreover, 8! 2 Ek , .j!I  A/1 Bei has no pole, and therefore, k.j!I  A/1 Bei k 6 M; 8! 2 Ek for M > 0 independent of !. But then, kF" .j!I  A  BF" /1 Bei k 6 M kF" k; 8! 2 Ek ;

4.E Proofs of Lemmas 4.92, 4.95, and 4.98

335

and since F" converges to zero, we get kF" .j!I  A  BF" /1 Bei k ! 0 as " ! 0 uniformly in Ek . It remains to show item (ii). By definition, det.j!I  A/ ¤ 0 for all ! 2 ˝. There exists a  such that min .j!I  A/ > ; 8! 2 ˝: After all, assume this is not the case. Then there exists a sequence ! i 2 ˝ such that min .j! i I  A/ ! 0 as i ! 1. We can ensure that this sequence ! i is bounded since for ! satisfying j!j > kAk C 1, we have min .j!I  A/ > j!j  kAk > 1: But a bounded sequence ! i has a convergent subsequence whose limit, denoted by !, x is in ˝ (since ˝ is closed). The limit ! x would have the property x  A/ D 0: min .j !I This implies that ! x is an eigenvalue of A which is in contradiction with the definition of ˝. Choose " such that kF" k 6 4 kBk1 for " 6 " . In that case, min .!I  A  BF / >   kBkkF" k >

3 4 ; 8!

k.j!I  A  BF" /1 k <

2 ˝;

2 ˝;

and hence, 4 ; 8! 3

but then, kF" .j!I  A  BF" /1 Bk 6 kF" kk.j!I  A  BF" /1 kkBk 6

1 3

for all ! 2 ˝.

Proof of Lemma 4.95 : The difference between G"m .s/ and G" .s/ equals   G" .s/  G"m .s/ D I C F" .sI  A  BF" /1 B F" .sI  A C KC /1 B D ŒI C G" .s/ F" .sI  A C KC /1 B:

336

4 Constraints on inputs: actuator saturation

We obtain from (4.343) max .I C G" .j!// 6 1; 8" > 0; ! 2 R: Moreover, kF" .sI  A C KC /1 Bk1 6 kF" kk.sI  A C KC /1 Bk1 : Since F" ! 0 as " ! 0, we immediately have lim G"m .j!/  G" .j!/ D 0 "#0

uniformly in !. Proof of Lemma 4.98 : Define a system as 8 ˆ < xT 1 D Ax1 C BF" x2 xT 2 D .A C BF"  KC /x2 C KC x1 ; ˆ : z D F" x2

! x1 .0/ D : x2 .0/

It is obvious that for any , Z1 kF" e .ACBF /t k2 dt:

kzk2 D 0

Let e D x1  x2 . In the new coordinates of .x1 ; e/, the above system can be written as 8 ˆ < xT 1 D .A C BF" /  BF" e eT D .A  KC /e ˆ : zT D F" .x1  e/; with e1 .0/ D x1 .0/  x2 .0/. We get kzk2 6 kF" ek2 C kF" x1 k2 . Since A  KC is Hurwitz, there exists a  such that kek2 6  ke.0/k for any e.0/ 2 Rn . Then kF" ek2 6  kF" kke.0/k ! 0 as " ! 0: But for x1 , we have Z1 kF" x1 k2 6 kG" .s/k1 kF" ek2 C Z1 6 2 kF" kke.0/k C

kF" e .ACBF" /t x1 .0/k2 dt 0

kF" e .ACBF" /t x1 .0/k2 dt; 0

4.E Proofs of Lemmas 4.92, 4.95, and 4.98

where G" .s/ D F" .sI  A  BF" /1 B. It was shown in [200] that Z1 kF" e .ACBF" /t x1 .0/k2 dt D 0;

lim "#0

0

and thus, lim"#0 kF" x1 k2 D 0. We conclude that lim"#0 kzk2 D 0.

337

5 Robust semi-global internal stabilization

5.1 Introduction In the previous chapter, we discussed semi-global internal stabilization of linear systems subject to control magnitude saturation. However, all of this is obtained for an ideal saturation element .u/. In reality, we are often faced with a saturation element which differs from the ideal saturation but still satisfies some of the basic properties as outlined in Sect. 2.6. One of the objectives of this chapter is to show in which respect the design methodologies such as low-gain and low-and-highgain, which were described in detail in the previous chapter, still apply in case the saturation function has a different shape. However, this is only one aspect of robustness for our design methodologies. We also like to see how uncertainties due to more general modeling errors effect our designs. In this case, we often can no longer rely just on low-gain design, and the low-and-high-gain controllers need to be used. Model uncertainty can effect the system through input-additive disturbances of the form xT D Ax C B.u C g.x; t// or through matched uncertainty xT D Ax C B.u/ C Bg.x; t/: The unmatched case xT D Ax C B.u/ C Eg.x; t/; where B ¤ E is in general very hard, and only limited results are available in the literature.

5.2 Generalized saturation functions: continuous time In Sect. 2.6, we defined, besides a standard saturation function, a so-called generalized saturation function satisfying the following properties: A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__5, © Springer Science+Business Media New York 2012

339

340

5 Robust semi-global internal stabilization

(i) z .u/ is decentralized, i.e.

ˇ z .s /  1

z .s/ D

1

z2 .s2 / : :: : zm .sm /

(ii) zi is globally Lipschitz, i.e. for some ı > 0, jz i .s1 /  zi .s2 /j 6 ıjs1  s2 j: (iii) sz i .s/ > 0 whenever s ¤ 0 and zi .0/ D 0. (iv) The two limits lim

s!0C

zi .s/ ; s

lim

s!0

zi .s/ s

both exist and are strictly positive. i .s/j > 0. (v) lim inf jz jsj!1

(vi) There exists an M > 0 such that jz i .s/j < M for all s 2 R. We note that the above conditions imply that there exists positive constants  and such that jz  .s/j > minf jsj; g (5.1) componentwise. In the previous chapter, we investigated the semi-global stabilization problem for a system of the form: xT D Ax C B.u/ (5.2) y D C x: The two basic design methodologies presented in the previous chapter are the low-gain method and the low-and-high-gain method where the feedback gain is computed either via the direct-eigenstructure assignment or via Riccati equations. One of the basic result obtained in the previous chapter for continuous-time systems is as follows:

Theorem 5.1 Consider the system (5.2) with .A; B/ stabilizable and with all the eigenvalues of A in the closed left-half plane. Consider the low-gain state feedbacks F" designed either through the direct-eigenstructure method satisfying:      F" e .ACBF" /t  6 "ˇe "t

5.2 Generalized saturation functions: continuous time

     e .ACBF" /t  6

 "r1

341

e "t

for suitably chosen ˇ > 0 and  > 0 with r an integer less than or equal to n, or designed via the Riccati equation A0 P" C P" A  P" BB 0 P" C Q" D 0 with F" D B 0 P" and Q" ! 0 as " ! 0. Both of these designs have the property that for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " , the feedback u D F" x renders the closed-loop system asymptotically stable with X contained in its domain of attraction. In the case of a generalized saturation function, we have the system xT D Ax C B z .u/ y D Cx

(5.3)

where z satisfies properties (i)–(vi) described above. The next theorem establishes that the Riccati based design is robust in the sense that the low-gain design still works for the generalized saturation function. Theorem 5.2 Consider the system (5.3) with .A; B/ stabilizable and with all the eigenvalues of A in the closed left half plane. Assume that z satisfies properties (i)–(vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. Consider the low-gain state feedbacks F" designed via the Riccati equation A0 P" C P" A  P" BB 0 P" C Q" D 0 with F" D B 0 P" and Q" ! 0 as " ! 0. The system (5.3) has the property that for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " , the feedback u D  1 F" x results in a closed-loop system which is asymptotically stable with X contained in its domain of attraction.

Proof : The basic properties which yield the above result are the gain and phase margin properties of the ARE-based state feedback. We define ˚  V" D x 2 Rn j x 0 P" x < 1 : It is then easy to verify that for " small enough, we have X  V" , and for all x 2 V" , jz  . 1 F" x/j > jF" xj componentwise, while z . 1 F" x/ and F" x have, again componentwise, the same sign.

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5 Robust semi-global internal stabilization

Next, we consider the system (5.3). Let " be chosen satisfying the earlier properties. It is then straightforward to verify that x 0 P" x is a suitable Lyapunov function in the region V" for the system (5.3) and that the domain of attraction will contain the set X. The low-gain design studied in the above two theorems in general might yield slow transient response. For this purpose, in the previous chapter, the low-andhigh-gain design was introduced to have a fast enough transient performance. Later on in this chapter, it also becomes obvious that the high-gain parameter plays an important role in reducing the effect of model uncertainties. In the next chapters, it will become obvious that the low-and-high-gain design also plays a crucial role in the rejection of disturbances. Theorem 5.3 Consider the system (5.2) with .A; B/ stabilizable and with all the eigenvalues of A in the closed left-half plane. Let P" > 0 be the solution of the algebraic Riccati equation and A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" ! 0 as " ! 0. In that case, for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " and ˛ > 0, the feedback u D B 0 P" x  ˛B 0 P" x has the property that the closed-loop system is asymptotically stable with X contained in its domain of attraction. Remark 5.4 In the above, the role of the high-gain parameter is not clarified. Basically, decreasing " will increase the domain of attraction. On the other hand, the high-gain parameter ˛ does not affect the domain of attraction, but it plays a crucial role in improving the transient performance and, as we will see later, in rejecting model uncertainty and disturbances. Theorem 5.5 Consider the system (5.3) with .A; B/ stabilizable and with all the eigenvalues of A in the closed left-half plane. Assume that z satisfies properties (i)–(vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. Let P" > 0 be the solution of the algebraic Riccati equation and A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" ! 0 as " ! 0. In that case, for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " and ˛ > 0, the feedback u D  1 B 0 P" x  ˛B 0 P" x has the property that the closed-loop system is asymptotically stable with X contained in its domain of attraction.

5.3 Generalized saturation functions: discrete time

343

Proof : Property (5.1) guarantees that the generalized saturation function is bounded away from zero. Let " be such that jB 0 P" xj < componentwise. Due to this property and (5.1), we know that jz  . 1 B 0 P" x C ˛B 0 P" x/j > jB 0 P" xj componentwise for an " sufficiently small. Moreover, z . 1 B 0 P" x C ˛B 0 P" x/ and .B 0 P" x/ also have, again componentwise, the same sign. It is then straightforward to verify that x 0 P" x is a suitable Lyapunov function for the system and that the domain of attraction will contain the set X for a sufficiently small ".

5.3 Generalized saturation functions: discrete time In the previous section, we compared a so-called generalized saturation function with the standard saturation function for continuous-time systems. In this section, we make this same comparison for discrete-time systems. We consider a system of the form, x D Ax C B.u/ (5.4) y D Cx with the standard saturation function. The two basic design methodologies presented in the previous chapter are the low-gain method and the low-and-high-gain methods where the feedback gain is computed either via the direct-eigenstructure assignment or via Riccati equations. The basic result obtained in the previous chapter for discrete-time systems is as follows: Theorem 5.6 Consider the system (5.4) with .A; B/ stabilizable and with all the eigenvalues of A in the closed unit disc. Consider the low-gain state feedbacks F" designed either through the direct-eigenstructure method satisfying:      F" .A C BF" /k  6 "ˇ.1  "/k       .A C BF" /k  6 r1 .1  "/k " for suitably chosen ˇ > 0 and  > 0 with r an integer less than or equal to n, or designed via the Riccati equation

with

P" D A0 P" A  A0 P" B.I C B 0 P" B/1 B 0 P" A C Q"

(5.5)

F" D .I C B 0 P" B/1 B 0 P" A

(5.6)

344

5 Robust semi-global internal stabilization

and Q" ! 0 as " ! 0. Both of these designs have the property that for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " , the feedback u D F" x renders the closed-loop system asymptotically stable with X contained in its domain of attraction. In the case of a generalized saturation function, we have the system x D Ax C B z .u/ y D C x;

(5.7)

with z satisfies properties (i)–(vi) described in the previous section. The next theorem establishes that the Riccati-based design is robust in the sense that the low-gain design still works for the generalized saturation function.

Theorem 5.7 Consider the system (5.7) with .A; B/ stabilizable and with all the eigenvalues of A in the closed unit disc. Assume that z satisfies properties (i)–(vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. Consider the low-gain state feedbacks F" designed via the Riccati equation (5.5) and (5.6) with Q" ! 0 as " ! 0. The system has the property that for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " , the feedback u D  1 F" x has the property that the closed-loop system is asymptotically stable with X contained in its domain of attraction.

Proof : We define

˚  V" D x 2 Rn j x 0 P" x < 1 :

It is then easy to verify that for " small enough, X  V" , and jz  . 1 F" x/j > jF" xj

(5.8)

componentwise, while z . 1 F" x/ and F" x have, again componentwise, the same sign for all x 2 V" . Next, we consider the system (5.3). Given the global Lipschitz bound ı of z of property (ii), we can also guarantee that 2 ı <1C 0  kB P" Bk for a sufficiently small ". Define u D  1 F" x v D F" x:

(5.9)

5.3 Generalized saturation functions: discrete time

345

Then (5.8) and (5.9) imply that  jvj 6 z .u/ 6 1 C

 2 jvj kB 0 P" Bk

(5.10)

componentwise, and v and z .u/ have, again componentwise, the same sign. We have: .x/0 P" .x/  x 0 P" x  .u/ D v 0 .I C B 0 P" B/v  x 0 Q" x  2v 0 .I C B 0 P" B/z C z .u/0 B 0 P" B z .u/ D Œv  z .u/0 .I C B 0 P" B/Œv  z .u/  x 0 Q" x  z .u/0 z .u/ 6 .1 C /Œv  z .u/0 Œv  z .u/  x 0 Q" x  z .u/0 z .u/  .u/0 v C .1 C /v 0 v  x 0 Q" x D z  .u/0 z .u/  2.1 C /z 6 z  .u/0 z .u/  2.1 C /z  .u/0 v C .2 C /v 0 v  x 0 Q" x i0 h i h 1C  z .u/  v v  1 v 0 v  x 0 Q" x D  z .u/  1C   6 x 0 Q" x: where  D kB 0 P" Bk. The last inequality follows from the fact that (5.10) implies that v 6 1 v;  1 v 6 z .u/  1C  and hence,

h  z .u/ 

1C  v

i0 h

z .u/ 

1C  v

i



1 0 v v

6 0:

It is then straightforward to verify that x 0 P" x is a suitable Lyapunov function in the region V" for the system (5.3) and that the domain of attraction will contain the set X. The low-gain design studied in the above two theorems in general might yield slow transient response. For this purpose, in the previous chapter, the low-andhigh-gain design was introduced to render the transient performance faster. As in the case of continuous-time systems, later on in this chapter, it also becomes obvious that the high-gain parameter plays an important role in mitigating the effect of model uncertainties. Also, in subsequent chapters, it will become obvious that the low-and-high-gain design also plays a crucial role in the rejection of disturbances. Theorem 5.8 Consider the system (5.2) with .A; B/ stabilizable and with all the eigenvalues of A in the closed unit disc. Let P" > 0 be the solution of the algebraic Riccati equation (5.5) and let F" be defined by (5.6), where Q" ! 0 as " ! 0.

346

5 Robust semi-global internal stabilization

In that case, for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " and 0<˛<

2 kB 0 P" Bk

;

(5.11)

the feedback u D F" x C ˛F" x has the property that the closed-loop system is asymptotically stable with X contained in its domain of attraction.

Remark 5.9 In the above, the role of the high-gain parameter is not clarified. Basically, descreasing " will increase the domain of attraction. On the other hand, the high-gain parameter ˛ does not affect the domain of attraction, but it is important to improve the transient performance and, as we shall see later on, to reject model uncertainty and disturbances. Theorem 5.10 Consider the system (5.3) with .A; B/ stabilizable and with all the eigenvalues of A in the closed unit disc. Assume that z satisfies properties (i)–(vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. Let P" > 0 be the solution of the algebraic Riccati equation (5.5), and let F" be defined by (5.6), where Q" ! 0 as " ! 0. In that case, for an arbitrary compact set X  Rn , there exists an " such that for all " with 0 < " < " and   2 ı 1 1C ; (5.12)  0<˛< ı kB 0 P" Bk  the feedback

u D  1 F" x C ˛F" x

has the property that the closed-loop system is asymptotically stable with X contained in its domain of attraction. Remark 5.11 Note that P" ! 0 as " ! 0. Hence, for small ", we can choose ˛ very large and hence speed up the convergence considerably. Also note that if z D , then ı D  D 1, and we re-obtain the result from Theorem 5.8.

Proof : We define

˚  V" D x 2 Rn j x 0 P" x < 1 :

It is then easy to verify that for " small enough X  V" and jF" xj <

5.3 Systems with saturation and input-additive uncertainty: continuous time

347

componentwise. Due to this property and (5.1), we know that jz  . 1 F" x C ˛F" x/j > jF" xj

(5.13)

componentwise for a sufficiently small ". Moreover, z . 1 B 0 P" x C˛B 0 P" x/ and .B 0 P" x/ also have, again componentwise, the same sign. Using the Lipschitz property of z , we find that   2 1 jz  . F" x C ˛F" x/j < 1 C jF" xj (5.14) kB 0 P" Bk componentwise provided ˛ satisfies (5.12). Moreover, z . 1 B 0 P" x C ˛B 0 P" x/ and B 0 P" x have, again componentwise, the same sign. Define u D  1 F" x C ˛F" x v D F" x: Then (5.13) and (5.14) imply that

 jvj 6 z .u/ 6 1 C

 2 jvj kB 0 P" Bk

(5.15)

componentwise, and v and z .u/ have, again componentwise, the same sign. We obtain, similar to that in the proof of Theorem 5.7, .x/0 P" .x/  x 0 P" x 6 x 0 Q" x: It is then straightforward to verify that x 0 P" x is a suitable Lyapunov function in the region V" for the system (5.7) and that the domain of attraction will contain the set X.

5.4 Systems with saturation and input-additive uncertainty: continuous time We consider a class of nonlinear systems which are obtained by cascading linear systems with memory-free input nonlinearities of saturation type ( x.t/ T D Ax.t/ C B z .u.t/ C g.x; t// (5.16) ˙ud W y.t/ D C x.t/; where x 2 Rn is the state, u 2 Rm is the control input, and y 2 Rp is the measurement output. As before, we assume that z satisfies properties (i)–(vi) on page 340. The uncertain element g W Rn  RC ! Rm represents both the uncertainties and the disturbances. We impose only one requirement that we know an upper bound on its norm. More specifically, we make the following assumption:

348

5 Robust semi-global internal stabilization

Assumption 5.12 The uncertain element g.x; t/ is piecewise continuous in t, locally Lipschitz in x, and its norm is bounded by a known function kg.x; t/k  g0 .kxk/ C D0 ;

8.t; x/ 2 RC  Rn :

(5.17)

where D0 is a known positive constant, and the known function g0 .x/ W RC ! RC is locally Lipschitz and satisfies g0 .0/ D 0 :

(5.18)

We are interested in finding controllers that achieve semi-global stabilization, independent of the specific saturation function z and independent of the precise g that satisfies Assumption 5.12. The main state feedback problem we solve in this section is the following: Problem 5.13 Consider the system (5.16), where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.12 with D0 D 0. The objective is to find, for any compact set X, a feedback gain matrix F such that, for all functions g satisfying Assumption 5.12 with D0 D 0, the closed-loop system ˙ud is asymptotically stable and contains X in its domain of attraction. If D0 ¤ 0, then it is not possible to achieve asymptotic stability without more precise information about the function g. However, in that case, we can still achieve practical stability: Problem 5.14 Consider the system (5.16), where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.12. The objective is to find, for any compact sets X1 and X2 containing 0 in their interior and with X1  X2 , a feedback gain matrix F such that, for all functions g satisfying Assumption 5.12 and initial conditions inside X1 , the closed-loop system ˙ud is such that the state enters and remains in X2 after some finite amount of time.

Remark 5.15 For the case when g0  0 and D0 D 0, as discussed in the previous chapter, the above problem reduces to the semi-global stabilization problem by state feedback control. When g0 6 0, but D0 D 0, it can be called the robust semi-global stabilization problem by state feedback control. When g0 6 0 and D0 > 0, it can be called the robust semi-global practical stabilization problem by state feedback control. The main measurement feedback problem we solve in this section is the following:

5.4 Systems with saturation and input-additive uncertainty: continuous time

349

Problem 5.16 Consider the system (5.16), where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.12 with D0 D 0. The objective is to find, for any compact set X  R2n , a dynamic feedback of the form xT c D Ac xc C Bc y; xc 2 Rn (5.19) u D Cc xc ; such that, for all functions g satisfying Assumption 5.12 with D0 D 0, the closedloop system ˙ud is asymptotically stable and contains X in its domain of attraction. If D0 ¤ 0, then it is again not possible to achieve asymptotic stability without more precise information about the function g. However, in that case, we can still achieve practical stability.

Problem 5.17 Consider the system (5.16), where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.12. The objective is to find, for any pair of compact sets X1 ; X2  R2n containing 0 in their interior and with X1  X2 , a dynamic feedback of the form (5.19) such that for all functions g satisfying Assumption 5.12 and initial conditions inside X1 , the closed-loop system ˙ud is such that the state enters and remains in X2 after some finite amount of time. We note that the requirement that all the eigenvalues have nonpositive parts is necessary for semi-global stabilization as discussed in the previous chapter. However, without such an assumption on the open-loop eigenvalues, interesting local results are still possible and will be pointed out later.

5.4.1 State feedback results Before we discuss the solvability of the above-defined state feedback control problem, we recall below the family of parameterized low-and-high-gain state feedback laws, denoted by u D  1 F" x C ˛F" x;

(5.20)

where F" D B 0 P" , and P" is the positive definite solution of A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" > 0 such that Q" ! 0 as " ! 0. As we discussed in Chap. 4, the parameter " is the low-gain tuning parameter, whereas ˛ is the high-gain tuning parameter.

350

5 Robust semi-global internal stabilization

Theorem 5.18 Consider the system (5.16) and the robust semi-global stabilization problem formulated in Problem 5.13. Assume that .A; B/ is stabilizable and all the eigenvalues of A are in the closed left-half plane. Also, assume that z satisfies properties (i)–(vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. In that case, there exist, for any compact set X, an " and a function ˛  W .0; " / ! RC such that for all " 2 .0; " / and ˛ > ˛  ."/, the feedback (5.20) has the property that for all functions g satisfying Assumption 5.12 with D0 D 0, the resulting closed-loop system is asymptotically stable and contains X in its domain of attraction. Proof : We first choose " such that X  V" WD f x 2 Rn j x 0 P" x < 1 g and jF" xj < componentwise for all x 2 V" and for all " 2 .0; " /. The last condition implies that (5.21) jz  .F" x/j > minf jF" xj; g > jF" xj for  >  1 . For all x 2 V" , there exist M1 and M2 such that kg.x; t/k2 6 g0 .kxk/2 6 M1 kxk2 6 M2 x 0 Q" x;

(5.22)

where the first inequality follows from Assumption 5.12, while the existence of an M1 such that the second inequality is satisfied is a consequence of the fact that g0 is locally Lipschitz and x is in a bounded set. The existence of M2 such that the final inequality is satisfied follows from the fact that Q" is positive definite. Next, we look at the candidate Lyapunov function V" .t/ WD x.t/0 P" x.t/: We obtain  VT" D x 0 Q" x  v 0 v  2v 0 z . 1 v C ˛v C g/  v ; where

(5.23)

v D B 0 P" x:

To analyze further the derivative of our candidate Lyapunov function, we consider two cases. Let vi and gi denote the i th component of v and g, respectively. If j˛vi j > jgi j is satisfied, we then obtain  1 vi C ˛vi C gi D  vi

5.4 Systems with saturation and input-additive uncertainty: continuous time

351

with  >  1 . Using (5.21), we then find that  vi z . 1 vi C ˛vi C gi /  vi > 0: On the other hand, if j˛vi j < jgi j

(5.24)

is satisfied, then we get jz  . 1 vi C ˛vi C gi /  vi j 6 ıj 1 vi C ˛vi C gi j C jvi j 6 M3 jgi j for some constant M3 > 0 (independent of ˛) using (5.24) and the fact that z is globally Lipschitz with Lipschitz constant ı. Here we used, without loss of generality, that ˛ > 1. This implies that  M3 2 g vi z . 1 vi C ˛vi C gi /  vi > M3 jgi jjvi j >  ˛ i where we again used (5.24). If we bring together the above two cases, we find that  M3 M3 M2 0 kgk2 >  x Q" x; 2v 0 z . 1 v C ˛v C g/  v >  ˛ ˛ where we used (5.22). Using this in (5.23), we get M3 M2 0 1 VT" 6 x 0 Q" x  v 0 v C x Q" x <  x 0 Q" x; ˛ 2 provided ˛ > 2M3 M2 . Note that the lower bound for ˛ depends on " since the bound M2 depends on ". We conclude that in V" the Lyapunov function V" is strictly decaying which implies asymptotic stability and, moreover, that V" is positively invariant and contained in the domain of attraction. We consider next the semi-global practical stabilization problem.

Theorem 5.19 Consider the system (5.16) and the robust semi-global practical stabilization problem formulated in Problem 5.14. Assume that .A; B/ is stabilizable, and all the eigenvalues of A are in the closed left-half plane. Also, assume that z satisfies properties (i)–(vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. In that case, there exist, for any pair of compact sets X1 and X2 containing 0 in their interior and with X1  X2 , an " and a function ˛  W .0; " / ! RC such that for all " 2 .0; " / and ˛ > ˛  ."/, the feedback (5.20) has the property that for all functions g satisfying Assumption 5.12, the resulting closed-loop system is such that for all initial conditions in X1 the state enters and remains in the set X2 within a finite amount of time.

352

5 Robust semi-global internal stabilization

Proof : We first choose an " such that X1  V" WD f x 2 Rn j x 0 P" x < 1 g and jF" xj < componentwise for all x 2 V" and for all " 2 .0; " /. The last condition implies that (5.25) jz  .F" x/j > minf jF" xj; g > jF" xj for  >  1 . For all x 2 V" , there exist M1 and M2 such that kg.x; t/k2 6 Œg0 .kxk/ C D0 2 6 M1 kxk2 C 2D02 6 M2 x 0 Q" x C 2D02 ;

(5.26)

where the first inequality follows from Assumption 5.12, while the existence of an M1 such that the second inequality is satisfied is a consequence of the fact that g0 is locally Lipschitz and x is in a bounded set. The existence of M2 such that the final inequality is satisfied follows from the fact that Q" is positive definite. Next we look at the candidate Lyapunov function, V" .t/ WD x.t/0 P" x.t/: We obtain  VT" D x 0 Q" x  v 0 v  2v 0 z . 1 v C ˛v C g/  v ; where

(5.27)

v D B 0 P" x:

To analyze further the derivative of our candidate Lyapunov function, we consider two cases. Let vi and gi denote the i th component of v and g, respectively. If j˛vi j > jgi j is satisfied, we then obtain,  1 vi C ˛vi C gi D  vi with  >  1 . Using (5.21), we find that  vi z . 1 vi C ˛vi C gi /  vi > 0: On the other hand, if j˛vi j < jgi j

(5.28)

5.4 Systems with saturation and input-additive uncertainty: continuous time

353

is satisfied, we get jz  . 1 vi C ˛vi C gi /  vi j 6 ıj 1 vi C ˛vi C gi j C jvi j 6 M3 jgi j for some constant M3 > 0 (independent of ˛) using (5.28) and the fact that z is globally Lipschitz with Lipschitz constant ı. Here we used, without loss of generality, that ˛ > 1. This implies that  M3 2 g ; vi z . 1 vi C ˛vi C gi /  vi > M3 jgi jjvi j >  ˛ i where we again used (5.28). If we bring together the above two cases, we find that  M3 M3 M2 0 2M3 2 kgk2 >  x Q" x  D0 ; 2v 0 z . 1 v C ˛v C g/  v >  ˛ ˛ ˛ where we used (5.26). Using this in (5.27) we get, M3 M2 0 2M3 2 x Q" x C D0 VT" 6 x 0 Q" x  v 0 v C ˛ ˛ 1 2M3 2 D0 ; <  x 0 Q" x C 2 ˛

(5.29)

provided ˛ > 2M3 M2 . Moreover, let 1 ; 2 be such that f x 2 Rn j x 0 Q" x < 1 g  W D f x 2 Rn j x 0 P" x < 2 g  X2 : Choose ˛ > 2M3 M2 such that 4M3 2 D0 < 1 : ˛ Then it is obvious from (5.29) that inside V" , the Lyapunov function V" is decreasing outside W . This implies that the solution will enter and stay in W within a finite amount of time. By construction, this implies that the solution enters and stays in the set X2 after a finite amount of time for all initial conditions in the set X1 .

5.4.2 Measurement feedback results In the measurement feedback case, we use the low-and-high-gain state feedback (5.20) as studied in the previous subsection and introduced in Chap. 4. We combine this with a high-gain observer, i.e., x C K` .y  C xy/ xyT D .A C BF" /y u D  1 F" xy C ˛F" xy; where F" D B 0 P" , and P" is the positive definite solution of A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" > 0 such that Q" ! 0 as " ! 0.

(5.30)

354

5 Robust semi-global internal stabilization

In order to construct a suitable observer, we note that if the system .A; B; C; 0/ is left invertible and minimum phase then there exists a basis transformation s such that ! ! 

L0 C1 A0 0 1 1 s As D ; s B D ; Cs D 0 C1 B1 E1 A1 B1 with A0 asymptotically stable. This follows from Chap. 3 where ! ! x1 xb x2 D ; x1 D xa ; s x D x2 xd in the notation of SCB. Note that xc is missing because the system is left-invertible, and A0 is asymptotically stable because the system is minimum-phase. Since the subsystem .A1 ; B1 ; C1 ; 0/ is observable and its transfer matrix has a polynomial inverse, it has been established in Sect. 4.5.1 of Chap. 4 that there exist K1;` and S1;` such that 1 S1;` .A1  K1;` C1 /S1;` D `Az1 ;

1 S1;` B1 D B1 ;

where there exists an M , independent of `, such that kS1;` k < M for all ` > 1. We define, ! L0 : K` D s K1;` The claim is that the above dynamic observer-based controller can be used to solve Problems 5.16 and 5.17 for " sufficiently small and ˛ and ` sufficiently large. The following two theorems make this result more precise.

Theorem 5.20 Consider the system (5.16) and the robust semi-global stabilization problem formulated in Problem 5.16. Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed left-half plane, and the system .A; B; C; 0/ is left invertible and minimum phase. Also, assume that z satisfies properties (i)– (vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. In that case, there exist, for any compact set Xcl  R2n , an " , a function ˛  W .0; " / ! RC , and a function ` W .0; " /  RC ! RC such that for all " 2 .0; " /, ˛ > ˛  ."/, and ` > ` ."; ˛/, the feedback (5.30) has the property that, for all functions g satisfying Assumption 5.12 with D0 D 0, the resulting closed-loop system is asymptotically stable and contains Xcl in its domain of attraction.

Proof : We decompose xy compatible with the decomposition of x, and we define e1 and e2 as ! xy1 1 .x2  xy2 /: (5.31) ; e1 D x1  xy1 ; e2 D S1;` s xy D xy2

5.4 Systems with saturation and input-additive uncertainty: continuous time

355

The closed-loop system can then be written in terms of these new variables as xyT 1 xT 2 eT1 eT2

D A0 xy1 C L0 C1 x2 D A1 x2 C B1 .z  .u C g/ C E1 .y x1 C e1 // D A0 e1 D `Az1 e2 C B1 .z  .u C g/ C E1 .y x1 C e1 // !

xy1 u D  1 C ˛ F" s : x2  S1;` e2

For ease of presentation, we will define F";1 and F";2 such that

 u D  1 C ˛ F";1 xy1 C F";2 .x2  S1;` e2 / :

(5.32)

(5.33)

Moreover, we define Pz" D s0 P" s ;

! xy1 xz D ; x2

z " D s0 Q" s ; Q

! e1 ez D : e2

(5.34)

Clearly, we can construct compact sets X1 ; X2 ; E1 ; E2 such that .x; xy/ 2 Xcl implies that xy1 2 X1 , x2 2 X2 , e1 2 E1 , and e2 2 E2 . First, we choose ˇ such that ˇ > 2kE1 k2 C 1: Next, let c be such that e< ˇz e 0 Rz

c 2

for all ez 2 E1  E2 and R0 RD 0 where

A00 R0 C R0 A0 C I D 0;

(5.35)

0 R1

! (5.36)

Az01 R1 C R1 Az1 C I D 0:

Finally, choose " such that for any " 2 .0; " /, we have xz0 Pz" xz <

c 2

for all xz 2 X1  X2 and jF";1 xy1 C F";2 x2 j <

(5.37)

componentwise for all .y x1 ; x2 / with xz0 Pz" xz < c. Next, we look at the candidate Lyapunov function L" .t/ D V" .t/ C ˇW .t/;

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5 Robust semi-global internal stabilization

where

V" .t/ WD xz.t/0 Pz" xz.t/;

W .t/ WD ez.t/0 Rz e.t/:

Clearly, for all initial conditions in Xcl , we have L" .0/ 6 1, and (5.37) is satisfied for all t > 0 as long as L" .0/ 6 1. Before we formally prove that L" is a suitable Lyapunov function, we note that, similar to the proof of Theorem 5.18, (5.37) implies that jz  .F";1 xy1 C F";2 x2 /j > jF";1 xy1 C F";2 x2 j

(5.38)

componentwise for  >  1 . Given our assumptions on the function g, there exist M1 , M2 , and M3 such that kg.x; t/k2 6 Œg0 .kxk/2 6 M1 kxk2 z " xz C M3 ke1 k2 : 6 M2 xz0 Q

(5.39)

We obtain

 z " xz  v 0 v  2v 0 z . 1 v C ˛v C h C g/  v C E1 e1 x0 Q VT" D z

where v D F";1 xy1 C F";2 x2 ;

(5.40)

h D . 1 C ˛/F";2 S1;` e2 :

Let vi , gi , and hi denote the i th component of v, g, and h, respectively. If j˛vi j > jgi C hi j is satisfied, we then obtain  1 vi C ˛vi C gi C hi D  vi with  >  1 . Using (5.38), we get  vi z . 1 vi C ˛vi C hi C gi /  vi > 0: On the other hand, if j˛vi j < jgi C hi j

(5.41)

is satisfied, we then use jz  . 1 vi C ˛vi C hi C gi /  vi j 6 ıj 1 vi C ˛vi C hi C gi j C jvi j 6 M4 jgi C hi j for some constant M4 > 0 (independent of ˛) using (5.24) and the fact that z is globally Lipschitz with Lipschitz constant ı. Here we used, without loss of generality, that ˛ > 1. This implies that  vi z . 1 vi C ˛vi C hi C gi /  vi > M4 jgi C hi jjvi j 2M4 2 .gi C h2i /; > ˛

5.4 Systems with saturation and input-additive uncertainty: continuous time

357

where we again used (5.41). If we bring together the above two cases, we find  2v 0 z . 1 v C ˛v C h C g/  v

4M4 kgk2 C khk2 > ˛ 4M4 M3 4M4 4M4 M2 0 z xz Q" xz  ke1 k2  khk2 ; (5.42) > ˛ ˛ ˛ where we used (5.39). Using (5.40) and (5.42), we get z " xz  v 0 v  2v 0 E1 e1 C 4M4 M2 xz0 Q z " xz VT" 6 z x0 Q ˛ 4M4 4M4 M3 ke1 k2 C khk2 C ˛ ˛ 2 z 3ˇ 0 e e1 C M5 e20 e2 ; <  xz0 Q zC "x 3 4 1

(5.43)

provided ˛ > 12M3 M2 and ˛ > 16Mˇ4 M3 , and where M5 is a suitable constant depending on our choice of ˛ but independent of `. For the latter, we need to use that the norm of S1;` is bounded as a function of `. We also used that, based on (5.35), we have  v 0 v  2v 0 E1 e1 6 kE1 e1 k2 6

ˇ ke1 k2 : 2

(5.44)

Next, we consider W . We obtain WT 6 e10 e1  `e20 e2 C 2e20 R1 B1 Œz u C E1 .y x1 C e1 /; where

(5.45)

u z D z . 1 v C ˛v C h C g/:

We obtain ` M6 kz u C E1 .y WT 6 e10 e1  e20 e2 C x1 C e1 /k2 ; 2 ` for a suitable constant M6 independent of ` and ˛. We note that z " xz C M8 ez0 ez kz u C E1 .y x1 C e1 /k2 6 M7 xz0 Q for suitable constants M7 and M8 which depend on ˛ but which are independent of ` and we obtain ` M6 M7 0 z M6 M8 0 WT 6 e10 e1  e20 e2 C xz Q" xz C ez ez: 2 ` ` Combining this with (5.43), we obtain 2 z ˇ ˇ` 0 LT " 6  xz0 Q e e2 z C M5 e20 e2  e10 e1  "x 3 4 2 2 ˇM6 M7 0 z ˇM6 M8 0 xz Q" xz C ez ez C ` ` 1 z ˇ 6  xz0 Q z  ez0 ez "x 3 4

358

5 Robust semi-global internal stabilization

for a sufficiently large `. This immediately implies the required asymptotic stability and the required domain of attraction.

Theorem 5.21 Consider the system (5.16) and the robust semi-global stabilization problem formulated in Problem 5.16. Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed left-half plane, and the system .A; B; C; 0/ is left invertible and minimum phase. Also, assume that z satisfies properties (i)– (vi) on page 340 which implies that there exist  and such that (5.1) is satisfied. In that case, there exist, for any pair of compact sets Xcl;1 and Xcl;2 in R2n containing 0 in their interior and with Xcl;1  Xcl;2 , an " , a function ˛  W .0; " / ! RC , and a function ` W .0; " /  RC ! RC such that for all " 2 .0; " /, ˛ > ˛  ."/, and ` > ` ."; ˛/, the feedback (5.30) has the property that, for all functions g satisfying Assumption 5.12, the resulting closed-loop system is such that for all initial conditions in Xcl;1 the state enters and remains in the set Xcl;2 within a finite amount of time. Proof : Following the proof of Theorem 5.20, we decompose xy compatible with the decomposition of x and we define e1 and e2 as in (5.31), and in terms of these new variables, we obtain the closed-loop system (5.32). We again define F";1 and F";2 such that (5.33) is satisfied and use the definition in (5.34). Clearly, we can construct compact sets X1 ; X2 ; E1 ; E2 such that .x; xy/ 2 Xcl;2 implies that xy1 2 X1 , x2 2 X2 , e1 2 E1 , and e2 2 E2 . First, we choose ˇ such that (5.35) is satisfied, and let c be such that c e< ˇz e 0 Rz 2 for all ez 2 E1  E2 , where R as defined in (5.36). Finally, choose " such that for any " 2 .0; " /, we have c xz0 Pz" xz < 2 for all xz 2 X1  X2 and (5.37) is satisfied componentwise for all .y x1 ; x2 / with xz0 Pz" xz < c. Next, we look at the candidate Lyapunov function, L" .t/ D V" .t/ C ˇW .t/; where V" .t/ WD xz.t/0 Pz" xz.t/;

W .t/ WD ez.t/0 Rz e.t/:

Clearly, for all initial conditions in Xcl;2 , we have L" .0/ 6 1, and (5.37) is satisfied for all t > 0 as long as L" .0/ 6 1. z cl;1 be such that .x; xy/ 2 Xcl;1 if and only if .z z cl;1 . Next, we Let X x ; ez/ 2 X choose ı such that z " xz C ˇ ez0 ez 6 ıD02 xz0 Q 4 z cl;1 . for all .z x ; ez/ 2 X

5.4 Systems with saturation and input-additive uncertainty: continuous time

359

We first obtain as before (5.40). Given our assumptions on the function g, there exist M1 , M2 , and M3 such that kg.x; t/k2 6 Œg0 .kxk/ C D0 2 6 M1 kxk2 C 2D02 z " xz C M3 ke1 k2 C 2D02 : 6 M2 xz0 Q We note that, similar to the proof of Theorem 5.20, we obtain  2v 0 z . 1 v C ˛v C h C g/  v

4M4 kgk2 C khk2 > ˛ 4M4 M2 0 z 4M4 M3 4M4 8M4 2 > xz Q" xz  ke1 k2  khk2  D0 ; ˛ ˛ ˛ ˛

(5.46)

(5.47)

where we used in the last inequality (5.46) instead of (5.39). Using (5.40) and (5.47), we get z " xz  v 0 v  2v 0 E1 e1 C 4M4 M2 xz0 Q z " xz x0 Q VT" 6 z ˛ 4M4 8M4 2 4M4 M3 ke1 k2 C khk2 C D0 C ˛ ˛ ˛ 2 z 3ˇ 0 ı e e1 C M5 e20 e2 C D02 ; <  xz0 Q zC "x 3 4 1 2

(5.48)

4 provided ˛ > 12M3 M2 , ˛ > 16Mˇ4 M3 , and ˛ > 16M , where M5 is a suitable ı constant depending on our choice of ˛ but independent of `. For the latter, we need to use that the norm of S1;` is bounded as a function of `. We also used (5.44). Next, we consider W . We obtain

WT 6 e10 e1  `e20 e2 C 2e20 R1 B1 Œz u C E1 .y x1 C e1 /; where

(5.49)

u z D z . 1 v C ˛v C h C g/:

We obtain ` M6 WT 6 e10 e1  e20 e2 C kz u C E1 .y x1 C e1 /k2 ; 2 ` for a suitable constant M6 independent of ` and ˛. We note that z " xz C M8 ez0 ez C M9 D02 kz u C E1 .y x1 C e1 /k2 6 M7 xz0 Q for suitable constants M7 , M8 , and M9 which depend on ˛ but which are independent of `, and we obtain ` M6 M7 0 z M6 M8 0 M6 M9 2 xz Q" xz C ez ez C D0 : WT 6 e10 e1  e20 e2 C 2 ` ` `

360

5 Robust semi-global internal stabilization

Combining this with (5.48), we obtain z " xz C M5 e20 e2  ˇ e10 e1  ˇ` e20 e2 T " 6  2 xz0 Q L 3 4 2   M6 M9 ˇM6 M7 0 z ˇM6 M8 0 ı xz Q" xz C ez ez C C D02 C ` ` 2 ` 1 z ˇ 6  xz0 Q z  ez0 ez C ıD02 "x 3 4 for a sufficiently large `. This immediately implies that L" will be decaying for .x; xy/ 62 Xcl;2 . This in turn implies that the solution of the closed-loop system will enter the set Xcl;2 after a finite time which completes the proof of the theorem.

5.5 Systems with saturation and matched uncertainty: continuous time We consider a class of nonlinear systems which are obtained by cascading linear systems with memory-free input nonlinearities of saturation type ( x.t/ T D Ax.t/ C B z .u.t// C Bg.x; t/ ˙ud W (5.50) y.t/ D C x.t/; where x 2 Rn is the state, u 2 Rm is the control input, and y 2 Rp is the measurement output. As before, we assume that z satisfies properties (i)–(vi) on page 340. The uncertain element g W Rn  RC ! Rm represents both the uncertainties and the disturbances. We impose only one requirement that we know an upper bound on its norm. More specifically, we make the following assumptions: Assumption 5.22 The uncertain element g.x; t/ is piecewise continuous in t, locally Lipschitz in x, and there exists a > 0 such that its norm is bounded, kg.x; t/k 6 where

 ;

8.t; x/ 2 RC  Rn ;

(5.51)

is such that (5.1) is satisfied for appropriate .

In order to obtain asymptotic stability, we need stronger assumptions on the disturbance g as formulated in the following assumption: Assumption 5.23 Assume z and g satisfy Assumption 5.22. Additionally, assume that g is such that kg.x; t/k 6 g0 .kxk/;

8.t; x/ 2 RC  Rn ;

5.5 Systems with saturation and matched uncertainty: continuous time

361

where the known function g0 .x/ W RC ! RC is locally Lipschitz and satisfies g0 .0/ D 0:

(5.52)

Note that Assumption 5.22 guarantees that z can be made larger than the uncertain element g. If this is not the case, then there exist uncertain elements which cancel the stabilizing effect of u and cause instability (if the nominal system is not yet stable). We are interested in finding controllers that achieve semi-global results independent of the specific saturation function z and independent of the precise g that satisfies Assumption 5.22. The main state feedback problems we solve in this section are the following: Problem 5.24 Consider the system (5.50), where z satisfies properties (i)–(vi) on page 340 and z and g satisfy the properties in Assumption 5.23. The objective is to find, for any compact set X, a feedback gain matrix F such that, for all functions g satisfying Assumption 5.23, the closed-loop system ˙ud is asymptotically stable and contains X in its domain of attraction. If g and z do not satisfy Assumption 5.23 but only Assumption 5.22, then it is not possible to achieve asymptotic stability without more precise information about the function g. However, in that case, we can still achieve practical stability: Problem 5.25 Consider the system (5.50), where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.22. The objective is to find, for any compact set X1 and X2 containing 0 in their interior and with X1  X2 , a feedback gain matrix F such that, for all functions g satisfying Assumption 5.12 and initial conditions inside X1 , the closed-loop system ˙ud is such that the state enters and remains in X2 after some finite amount of time. The main measurement feedback problem we solve in this section is the following: Problem 5.26 Consider the system (5.50), where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.23. The objective is to find, for any compact set X  R2n , a dynamic feedback of the form xT c D Ac xc C Bc y; u D Cc xc ;

xc 2 Rn

(5.53)

such that for all functions g satisfying Assumption 5.23, the closed-loop system ˙ud is asymptotically stable and contains X in its domain of attraction.

362

5 Robust semi-global internal stabilization

If g and z do not satisfy Assumption 5.23 but only Assumption 5.22, then it is again not possible to achieve asymptotic stability without more precise information about the function g. However, in that case we can still achieve practical stability: Problem 5.27 Consider the system (5.50) where z satisfies properties (i)–(vi) on page 340 and g satisfies the properties in Assumption 5.22. The objective is to find, for any pair of compact sets X1 ; X2  R2n containing 0 in their interior and with X1  X2 , a dynamic feedback of the form (5.53) such that, for all functions g satisfying Assumption 5.22 and initial conditions inside X1 , the closed-loop system ˙ud is such that the state enters and remains in X2 after some finite amount of time. We note that the requirement that all the eigenvalues have nonpositive parts is necessary for semi-global stabilization as discussed in the previous chapter. However, without such an assumption on the open-loop eigenvalues, interesting local results are still possible and will be pointed out later.

5.5.1 State feedback results Before we discuss the solvability of the above-defined state feedback control problem, we recall below the family of parameterized low-and-high-gain state feedback laws, denoted by u D  1 F" x C ˛F" x;

(5.54)

where F" D B 0 P" , and P" is the positive definite solution of A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" > 0 such that Q" ! 0 as " ! 0. As we discussed in Chap. 4, the parameter " is the low-gain tuning parameter, whereas ˛ is the high-gain tuning parameter.

Theorem 5.28 Consider the system (5.50) and the robust semi-global stabilization problem formulated in Problem 5.24. Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed left-half plane, and Assumption 5.23 is satisfied. In that case, there exist, for any compact set X, an " and a function ˛  W .0; " / ! RC such that for all " 2 .0; " / and ˛ > ˛  ."/, the feedback (5.54) has the property that, for all functions g satisfying Assumption 5.23, the resulting closed-loop system is asymptotically stable and contains X in its domain of attraction.

5.5 Systems with saturation and matched uncertainty: continuous time

363

Proof : We first choose an " such that X  V" WD f x 2 Rn j x 0 P" x < 1 g; and jF" xj < componentwise for all x 2 V" and for all " 2 .0; " /, where is defined in Assumption 5.23. For all x 2 V" , there exist M1 and M2 such that kg.x; t/k2 6 g0 .kxk/2 6 M1 kxk2 6 M2 x 0 Q" x;

(5.55)

where the first inequality follows from Assumption 5.12, while the existence of an M1 such that the second inequality is satisfied is a consequence of the fact that g0 is locally Lipschitz and x is in a bounded set. The existence of M2 such that the final inequality is satisfied follows from the fact that Q" is positive definite. Next, we look at the candidate Lyapunov function V" .t/ WD x.t/0 P" x.t/: We obtain  VT" D x 0 Q" x  v 0 v  2v 0 z . 1 v C ˛v/ C g  v where

(5.56)

v D B 0 P" x:

To analyze further the derivative of our candidate Lyapunov function, we consider two cases. Let vi and gi denote the i th component of v and g, respectively. If j˛vi j > jgi j is satisfied, we then obtain z . 1 vi C ˛vi / > minf.1 C ˛/jvi j; g > jgi j C jvi j with  >  1 . We then find that  vi z . 1 vi C ˛vi / C gi  vi > 0: On the other hand, if j˛vi j < jgi j

(5.57)

is satisfied, then we get jz  . 1 vi C ˛vi / C gi  vi j 6 ıj 1 vi C ˛vi j C jgi j C jvi j 6 M3 jgi j for some constant M3 > 0 (independent of ˛) using (5.57) and the fact that z is globally Lipschitz with Lipschitz constant ı. Here we used, without loss of generality, that ˛ > 1. This implies that  M3 2 g ; vi z . 1 vi C ˛vi / C gi  vi > M3 jgi jjvi j >  ˛ i

364

5 Robust semi-global internal stabilization

where we again used (5.57). If we bring together the above two cases, we find that  M3 M3 M2 0 kgk2 >  x Q" x; 2v 0 z . 1 v C ˛v/ C g  v >  ˛ ˛ where we used (5.55). Using this in (5.56), we get M3 M2 0 1 x Q" x <  x 0 Q" x; VT" 6 x 0 Q" x  v 0 v C ˛ 2 provided ˛ > 2M3 M2 . Note that the lower bound for ˛ depends on " since the bound M2 depends on ". We conclude that in V" , the Lyapunov function V" is strictly decaying which implies asymptotic stability and, moreover, that V" is positively invariant and contained in the domain of attraction.

Theorem 5.29 Consider the system (5.50) and the robust semi-global practical stabilization problem formulated in Problem 5.25. Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed left-half plane, and Assumption 5.22 is satisfied. In that case, there exist, for any pair of compact sets X1 and X2 containing 0 in their interior and with X1  X2 , an " and a function ˛  W .0; " / ! RC such that for all " 2 .0; " / and ˛ > ˛  ."/, the feedback (5.54) has the property that, for all functions g satisfying Assumption 5.22, the resulting closed-loop system is such that, for all initial conditions in X1 , the state enters and remains in the set X2 within a finite amount of time.

Proof : We first choose an " such that X1  V" WD f x 2 Rn j x 0 P" x < 1 g; and jF" xj < componentwise for all x 2 V" and for all " 2 .0; " /. The last condition implies that (5.58) jz  .F" x/j > minf jF" xj; g > jF" xj for  >  1 . For all x 2 V" , there exist M1 and M2 such that kg.x; t/k2 6 Œg0 .kxk/ C D0 2 6 M1 kxk2 C 2D02 6 M2 x 0 Q" x C 2D02 ;

(5.59)

5.5 Systems with saturation and matched uncertainty: continuous time

365

where the first inequality follows from Assumption 5.12, while the existence of an M1 such that the second inequality is satisfied is a consequence of the fact that g0 is locally Lipschitz and x is in a bounded set. The existence of M2 such that the final inequality is satisfied follows from the fact that Q" is positive definite. Next, we look at the candidate Lyapunov function, V" .t/ WD x.t/0 P" x.t/: We obtain  VT" D x 0 Q" x  v 0 v  2v 0 z . 1 v C ˛v/ C g  v where

(5.60)

v D B 0 P" x:

To analyze further the derivative of our candidate Lyapunov function, we consider two cases. Let vi and gi denote the i th component of v and g, respectively. If j˛vi j > jgi j is satisfied, we then obtain, z . 1 vi C ˛vi / > jvi j C jgi j: We then find that

 vi z . 1 vi C ˛vi / C gi  vi > 0:

On the other hand, if j˛vi j < jgi j

(5.61)

is satisfied, then we get jz  . 1 vi C ˛vi / C gi  vi j 6 ıj 1 vi C ˛vi j C jgi j C jvi j 6 M3 jgi j for some constant M3 > 0 (independent of ˛) using (5.61) and the fact that z is globally Lipschitz with Lipschitz constant ı. Here we used, without loss of generality, that ˛ > 1. This implies that  M3 2 g ; vi z . 1 vi C ˛vi / C gi  vi > M3 jgi jjvi j >  ˛ i where we again used (5.61). If we bring together the above two cases, we find that  M3 2M3 2 2v 0 z . 1 v C ˛v/ C g  v >  kgk2 >  ; ˛ ˛ where we used (5.59). Using this in (5.60), we get 2M3 2 VT" 6 x 0 Q" x  v 0 v C ˛ 2M3 2 : < x 0 Q" x C ˛

(5.62)

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5 Robust semi-global internal stabilization

Moreover, let 1 ; 2 be such that f x 2 Rn j x 0 Q" x < 1 g  W D f x 2 Rn j x 0 P" x < 2 g  X2 : Choose ˛ such that

2M3 2 < 1 : ˛ Then it is obvious from (5.62) that inside V" , the Lyapunov function V" is decreasing outside W . This implies that the solution will enter and stay in W within a finite amount of time. By construction, this implies that the solution enters and stays in the set X2 after a finite amount of time for all initial conditions in the set X1 .

5.5.2 Measurement feedback results In the measurement feedback case, we use the low-and-high-gain state feedback (5.54) as studied in the previous subsection and introduced in Chap. 4. We combine this with a high-gain observer, i.e. x C K` .y  C xy/ xyT D .A C BF" /y 1 u D  F" xy C ˛F" xy;

(5.63)

where F" D B 0 P" , and P" is the positive definite solution of A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" > 0 such that Q" ! 0 as " ! 0. In order to construct a suitable observer, we note that if the system .A; B; C; 0/ is left invertible and minimum phase then there exists a basis transformation s such that ! ! 

L0 C1 A0 0 1 1 ; s B D ; Cs D 0 C1 s As D B1 E1 A1 B1 with A0 asymptotically stable. This follows from Chap. 3 where ! ! x1 xb ; x1 D xa ; s x D x2 D x2 xd in the notation of SCB. Note that xc is missing because the system is left invertible and A0 is asymptotically stable because the system is minimum phase. Since the subsystem .A1 ; B1 ; C1 ; 0/ is observable and its transfer matrix has a polynomial inverse, it has been established in Sect. 4.5.1 of Chap. 4 that there exist K1;` and S1;` such that 1 S1;` .A1  K1;` C1 /S1;` D `Az1 ;

1 S1;` B1 D B1 ;

5.5 Systems with saturation and matched uncertainty: continuous time

367

where there exists an M , independent of `, such that kS1;` k < M for all ` > 1. We define ! L0 : K` D s K1;` The claim is that the above dynamic observer-based controller can be used to solve Problems 5.26 and 5.27 for " sufficiently small and ˛ and ` sufficiently large. The following two theorems make this result more precise:

Theorem 5.30 Consider the system (5.50) and the robust semi-global stabilization problem formulated in Problem 5.26. Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed left-half plane, and the system .A; B; C; 0/ is left invertible and minimum phase. Also, assume that z and g satisfy Assumption 5.23, in addition to the standard properties (i)–(vi) on page 340. In that case, there exist, for any compact set Xcl  R2n , an " , a function  ˛ W .0; " / ! RC , and a function ` W .0; " /  RC ! RC such that, for all " 2 .0; " /, ˛ > ˛  ."/, and ` > ` ."; ˛/, the feedback (5.63) has the property that, for all functions g satisfying Assumption 5.23, the resulting closed-loop system is asymptotically stable and contains Xcl in its domain of attraction.

Proof : We decompose xy compatible with the decomposition of x, and we define e1 and e2 , ! xy1 1 ; e1 D x1  xy1 ; e2 D S1;` s xy D .x2  xy2 /: (5.64) xy2 The closed-loop system can then be written in terms of these new variables: xyT 1 xT 2 eT1 eT2

D A0 xy1 C L0 C1 x2 D A1 x2 C B1 .z  .u/ C g C E1 .y x1 C e1 // D A0 e1 D `Az1 e2 C B1 .z  .u/ C g C E1 .y x1 C e1 // ! 1

xy1 u D  C ˛ F" s : x2  S1;` e2

For ease of presentation, we will define F";1 and F";2 such that

 u D  1 C ˛ F";1 xy1 C F";2 .x2  S1;` e2 / :

(5.65)

(5.66)

Moreover, we define Pz" D

s0 P" s ;

z" D Q

s0 Q" s ;

! xy1 xz D ; x2

! e1 ez D : e2

(5.67)

368

5 Robust semi-global internal stabilization

Clearly, we can construct compact sets X1 ; X2 ; E1 ; E2 such that .x; xy/ 2 Xcl implies that xy1 2 X1 , x2 2 X2 , e1 2 E1 , and e2 2 E2 . First, we choose ˇ such that ˇ > 2kE1 k2 C 1: Next, let c be such that ˇz e 0 Rz e<

c 2

for all ez 2 E1  E2 and R0 RD 0 where A00 R0 C R0 A0 C I D 0;

(5.68)

0 R1

! (5.69)

Az01 R1 C R1 Az1 C I D 0:

Finally, choose " such that for any " 2 .0; " /, we have c xz0 Pz" xz < 2 for all xz 2 X1  X2 , and jF";1 xy1 C F";2 x2 j <

(5.70)

componentwise for all .y x1 ; x2 / with xz0 Pz" xz < c. Next, we look at the candidate Lyapunov function, L" .t/ D V" .t/ C ˇW .t/; where V" .t/ WD xz.t/0 Pz" xz.t/;

W .t/ WD ez.t/0 Rz e.t/:

Clearly, for all initial conditions in Xcl , we have L" .0/ 6 1, and (5.70) is satisfied for all t > 0 as long as L" .0/ 6 1. Given our assumptions on the function g, there exist M1 , M2 , and M3 such that kg.x; t/k2 6 Œg0 .kxk/2 6 M1 kxk2 z " xz C M3 ke1 k2 : 6 M2 xz0 Q

(5.71)

We obtain  z " xz  v 0 v  2v 0 z . 1 v C ˛v C h/ C g  v C E1 e1 ; VT" D z x0 Q where v D F";1 xy1 C F";2 x2 ;

h D . 1 C ˛/F";2 S1;` e2 :

(5.72)

5.5 Systems with saturation and matched uncertainty: continuous time

369

Let vi , gi , and hi denote the i th component of v, g, and h, respectively. Assume that j˛vi j > jgi j C jhi j is satisfied, then there exists an ˛1 such that j˛1 vi > jgi j and j.˛  ˛1 /vi > jhi j: Using this, we obtain z . 1 vi C ˛vi C hi / > minf.1 C ˛1 /jvi j; g > jgi j C jvi j: We then find that  vi z . 1 vi C ˛vi C hi / C gi  vi > 0: On the other hand, if j˛vi j < jgi j C jhi j

(5.73)

is satisfied, then we get jz  . 1 vi C ˛vi C hi / C gi  vi j 6 ıj 1 vi C ˛vi C hi j C jgi j C jvi j 6 M4 .jgi j C jhi j/ for some constant M4 > 0 (independent of ˛) using (5.73) and the fact that z is globally Lipschitz with Lipschitz constant ı. Here we used, without loss of generality, that ˛ > 1. This implies that  vi z . 1 vi C ˛vi C hi / C gi  vi > M4 .jgi j C jhi j/ jvi j 2M4 2 .gi C h2i /; > ˛ where we again used (5.73). If we bring together the above two cases, we find that  2v 0 z . 1 v C ˛v C h/ C g  v

4M4 kgk2 C khk2 > ˛ 4M4 M3 4M4 4M4 M2 0 z xz Q" xz  ke1 k2  khk2 ; (5.74) > ˛ ˛ ˛ where we used (5.71). Using (5.72) and (5.74), we get z " xz  v 0 v  2v 0 E1 e1 C 4M4 M2 xz0 Q z " xz VT" 6 z x0 Q ˛ 4M4 4M4 M3 ke1 k2 C khk2 C ˛ ˛ 2 z 3ˇ 0 e e1 C M5 e20 e2 ; <  xz0 Q zC "x 3 4 1

(5.75)

370

5 Robust semi-global internal stabilization

provided ˛ > 12M3 M2 and ˛ > 16Mˇ4 M3 , and where M5 is a suitable constant depending on our choice of ˛ but independent of `. For the latter, we need to use that the norm of S1;` is bounded as a function of `. We also used that, based on (5.68), we have  v 0 v  2v 0 E1 e1 6 kE1 e1 k2 6

ˇ ke1 k2 : 2

(5.76)

Next, we consider W . We obtain u C g C E1 .y x1 C e1 /; WT 6 e10 e1  `e20 e2 C 2e20 R1 B1 Œz where

(5.77)

u z D z . 1 v C ˛v C h/:

We obtain ` M6 x1 C e1 /k2 kz u C g C E1 .y WT 6 e10 e1  e20 e2 C 2 ` for a suitable constant M6 independent of ` and ˛. We note that z " xz C M8 ez0 ez kz u C g C E1 .y x1 C e1 /k2 6 M7 xz0 Q for suitable constants M7 and M8 which depend on ˛ but which are independent of `, and we obtain ` M6 M7 0 z M6 M8 0 xz Q" xz C ez ez: WT 6 e10 e1  e20 e2 C 2 ` ` Combining this with (5.75), we obtain 2 z ˇ ˇ` 0 e e2 LT " 6  xz0 Q z C M5 e20 e2  e10 e1  "x 3 4 2 2 ˇM6 M7 0 z ˇM6 M8 0 xz Q" xz C ez ez C ` ` ˇ 1 z z  ez0 ez 6  xz0 Q "x 3 4 for a sufficiently large `. This immediately implies the required asymptotic stability and the required domain of attraction.

Theorem 5.31 Consider the system (5.50) and the robust semi-global stabilization problem formulated in Problem 5.26. Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed left-half plane, and the system .A; B; C; 0/ is left invertible and minimum phase. Also, assume that z and g satisfy Assumption 5.22, in addition to the standard properties (i)–(vi) on page 340.

5.5 Systems with saturation and matched uncertainty: continuous time

371

In that case, there exist, for any pair of compact sets Xcl;1 and Xcl;2 in R2n containing 0 in their interior and with Xcl;1  Xcl;2 , an " , a function ˛  W .0; " / ! RC , and a function ` W .0; " /RC ! RC such that for all " 2 .0; " /, ˛ > ˛  ."/, and ` > ` ."; ˛/, the feedback (5.63) has the property that, for all functions g satisfying Assumption 5.22, the resulting closed-loop system is such that, for all initial conditions in Xcl;1 , the state enters and remains in the set Xcl;2 within a finite amount of time.

Proof : Following the proof of Theorem 5.30, we decompose xy compatible with the decomposition of x and we define e1 and e2 as in (5.64), and in terms of these new variables, we obtain the closed-loop system (5.65). We again define F";1 and F";2 such that (5.66) is satisfied and use the definition in (5.67). Clearly, we can construct compact sets X1 ; X2 ; E1 ; E2 such that .x; xy/ 2 Xcl;2 implies that xy1 2 X1 , x2 2 X2 , e1 2 E1 , and e2 2 E2 . First, we choose ˇ such that (5.68) is satisfied, and let c be such that e< ˇz e 0 Rz

c 2

for all ez 2 E1  E2 , where R as defined in (5.69). Finally, choose " such that for any " 2 .0; " /, we have c xz0 Pz" xz < 2 x1 ; x2 / with for all xz 2 X1  X2 , and (5.70) is satisfied componentwise for all .y xz0 Pz" xz < c. Next, we look at the candidate Lyapunov function, L" .t/ D V" .t/ C ˇW .t/; where V" .t/ WD xz.t/0 Pz" xz.t/;

W .t/ WD ez.t/0 Rz e.t/:

Clearly, for all initial conditions in Xcl;2 , we have L" .0/ 6 1, and (5.70) is satisfied for all t > 0 as long as L" .0/ 6 1. z cl;1 . Next, we z cl;1 be such that .x; xy/ 2 Xcl;1 if and only if .z x ; ez/ 2 X Let X choose ı such that z " xz C ˇ ez0 ez 6 ı 2 xz0 Q 4 z cl;1 . for all .z x ; ez/ 2 X As before, we first obtain (5.72). Given our assumptions on the function g, we note that kg.x; t/k2 6 2 :

(5.78)

372

5 Robust semi-global internal stabilization

Similar to the proof of Theorem 5.20, we obtain  2v 0 z . 1 v C ˛v C h/ C g  v

4M4 kgk2 C khk2 > ˛ 4M4 2 4M4 khk2  ; (5.79) > ˛ ˛ where we used in the last inequality (5.78) instead of (5.71). Using (5.72) and (5.79), we get z " xz  v 0 v  2v 0 E1 e1 C 4M4 khk2 C 4M4 2 VT" 6 z x0 Q ˛ ˛ 2 0z 3ˇ 0 ı 2 0 e e1 C M5 e2 e2 C <  xz Q" xz C 3 4 1 2

(5.80)

4 , where M5 is a suitable constant depending on our choice of provided ˛ > 8M ı ˛ but independent of `. For the latter, we need to use that the norm of S1;` is bounded as a function of `. We also used (5.76). Next, we consider W . We obtain

u C g C E1 .y x1 C e1 /; WT 6 e10 e1  `e20 e2 C 2e20 R1 B1 Œz where

(5.81)

u z D z . 1 v C ˛v C h/:

We obtain ` M6 kz u C g C E1 .y WT 6 e10 e1  e20 e2 C x1 C e1 /k2 2 ` for a suitable constant M6 independent of ` and ˛. We note that z " xz C M8 ez0 ez C M9 2 x1 C e1 /k2 6 M7 xz0 Q kz u C g C E1 .y for suitable constants M7 , M8 , and M9 which depend on ˛ but which are independent of `, and we obtain ` M6 M7 0 z M6 M8 0 M6 M9 2 xz Q" xz C ez ez C : WT 6 e10 e1  e20 e2 C 2 ` ` ` Combining this with (5.80), we obtain 2 z ˇ ˇ` 0 e e2 z C M5 e20 e2  e10 e1  LT " 6  xz0 Q "x 3 4 2 2   M6 M9 ˇM6 M7 0 z ˇM6 M8 0 ı xz Q" xz C ez ez C C 2 C ` ` 2 ` 1 z ˇ 6  xz0 Q z  ez0 ez C ı 2 "x 3 4 for a sufficiently large `. This immediately shows that L" will be decaying for .x; xy/ 62 Xcl;2 . This implies that the solution of the closed-loop system will enter the set Xcl;2 after a finite time which completes the proof of the theorem.

5.6 Systems with saturation and uncertainty: discrete time

373

5.6 Systems with saturation and uncertainty: discrete time In the previous two sections, we analyzed both input additive and matched uncertainty for continuous-time systems. The main design tool is a high-gain feedback generated by the low-and-high-gain design methodology. This design methodology is also available for discrete-time systems. However, there is a crucial restriction on the high-gain parameter. This immediately implies that the problems as formulated in the previous sections are not solvable in the discrete-time case. We would like to illustrate this by a simple example. Let us first have a look at practical stabilization:

Example 5.32 Consider the system x.k C 1/ D x.k/ C .u.k/ C g.x; k//; where g.x; k/ is locally Lipschitz in x and its norm is bounded by a known function (5.82) kg.x; k/k 6 g0 .kxk/ C D0 ; 8.k; x/ 2 ZC  R; where D0 is a known positive constant and the known function g0 .x/ W RC ! RC is locally Lipschitz and satisfies g.0/ D 0. Then there exists no feedback u D f .x/ which achieves practical stability in the sense that we cannot guarantee that, for any compact set X1 ; X2 containing 0 in their interior, there exists a feedback u D f .x/ such that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in X2 after some finite amount of time. This is easily verified. The fact that we need to remain in an arbitrarily small region around 0 requires that f .0/ D 0 which is easily seen by choosing g.x; k/ D 0. But then, for initial condition 0, we have to remain in X2 . However, by choosing x.0/ D 0 and g.x; j / D 0 for j < k and g.x; k/ D D0 yields x.k C 1/ D .D0 /, which will not be in X2 if X2 has been chosen sufficiently small. Next, we show that even if D0 D 0 in (5.82), we will not be able to achieve stabilization when g0 is too large.

Example 5.33 Consider the system x.k C 1/ D x.k/ C .u.k/ C g.x; k//; where g.x; k/ is locally Lipschitz in x and its norm is bounded by a known function: kg.x; k/k 6 g0 .kxk/; 8.k; x/ 2 ZC  R;

374

5 Robust semi-global internal stabilization

where the known function g0 .x/ W RC ! RC is locally Lipschitz and satisfies g.0/ D 0. Then for g0 sufficiently large, there exists no feedback u D f .x/ which achieves practical stability in the sense that we cannot guarantee that for any compact set X, there exists a feedback u D f .x/ such the closed-loop system is asymptotically stable with X contained in its domain of attraction. This is easily verified. Choose g0 .x/ such that g0 .kxk/ > 2kxk. We choose g.x; k/ D 0 if f .x/ and x have the same sign and choose g.x; k/ D 2x otherwise. Then it is easily verified that for any x.k/ with jx.k/j < 1=2, we have jx.k C 1/j > jx.k/j, and the origin is therefore clearly not asymptotically stable.

5.7 Saturation with deadzone The saturation function studied in this chapter satisfies the conditions (i)–(vi) on page 340 which implies that the saturation function is bounded away from zero outside the origin as formulated in condition (5.1). However, in practice, we do encounter saturation functions which include a deadzone and hence do not satisfy property (iv) on page 340 and also do not satisfy (5.1). We will study in this section saturation functions with deadzone, denoted by zd , which satisfy the following properties: (i) zd .u/ is decentralized, i.e.,

ˇ z

d;1 .s1 /

zd .s/ D



zd;2 .s2 / : :: : zd;m .sm /:

(ii) zd;i is globally Lipschitz, i.e. for some ı > 0, jz d;i .s1 /  zd;i .s2 /j 6 ıjs1  s2 j: (iii) sz d;i .s/ > 0 and zi .0/ D 0. (iv) lim inf jz d;i .s/j > 0. jsj!1

(v) There exists an M > 0 such that jz d;i .s/j < M for all s 2 R. The above conditions imply that there exist positive constants , that jz d .s/j > minf .jsj  a/; g:

, and a such (5.83)

Graphically, the above conditions imply that the graph of the saturation function is in the hatched area of Fig. 5.1.

5.7 Saturation with deadzone

375

M

µ

−a Ã

Ã

a

µ

−M

Figure 5.1: Saturation with deadzone

5.7.1 Continuous time One approach for controlling a system with a deadzone is using dithering. Consider the system xT D Ax C B zd .u/ y D C x:

(5.84)

We apply a high-frequency sinusoid as a preliminary feedback, u.t/ D v.t/ C r.t/ D v.t/ C A sin.!t/: Then the system can be approximated by xT D Ax C B z .v/ y D Cx

(5.85)

for some z satisfying the classical properties (i)–(vi) on page 340. This approximation does require that A > a and the approximation gets arbitrary accurate as ! ! 1. We will not pursue this approach in the book. We do note that this approach was introduced in [212, 213], although the use of dither signals has a much longer history going back to the work of Schuchman [146]. For recent extensions, we refer to [51, 52]. Our approach will be closer to [68] using low-and-high-gain state feedbacks as already exploited earlier in this chapter. We note that if zd satisfies properties (i)–(v) above, then z .s/ D zd .s  gd .s//;

where

gd .s/ D a sgn.s/

(5.86)

satisfies properties (i)–(vi) on page 340. Using this relationship, we can derive the following theorems:

376

5 Robust semi-global internal stabilization

Theorem 5.34 Consider the system (5.84) with .A; B/ stabilizable and all eigenvalues of A in the closed left-half plane. Assume that zd satisfies properties (i)–(v) on page 374, and let positive constants a, , and be such that jz d .s/j > minf .jsj  a/;

g

(5.87)

componentwise. Let P" > 0 be the solution of the algebraic Riccati equation A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" ! 0 as " ! 0. In that case, there exist, for any pair of compact sets X1 and X2 containing 0 in their interior and with X1  X2 , an " and a function ˛  W .0; " / ! RC such that for all " 2 .0; " / and ˛ > ˛  ."/, the feedback u D  1 B 0 P" x  ˛B 0 P" x

(5.88)

has the property that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in the set X2 within a finite amount of time.

Remark 5.35 Note that the above theorem only yields practical stability. It is easily verified that any continuous feedback can only achieve practical stability of the equilibrium point in zero. After all, a continuous feedback u D f .x/ will result either in a nonzero equilibrium or in a saturated input which is equal to zero in a neighborhood of the origin. The latter implies that the feedback will only yield asymptotic stability if the system is already asymptotically stable.

Proof : Let " and the function ˛  W .0; " / ! RC be such that the controller (5.88) solves the robust semi-global practical stabilization problem for the system (5.16) for all " 2 .0; " /, and ˛ > ˛  ."/ with respect to the compact sets X1 and X2 , where z is given by (5.86), while g satisfies the properties in Assumption 5.12 with D0 > a. Then the same controller applied to the system (5.84) has the property that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in the set X2 within a finite amount of time. This follows from the fact that

g D gd .u/ D gd  1 B 0 P" x  ˛B 0 P" x satisfies the conditions of Theorem 5.12, and after setting g D gd , we note that the system (5.16) with controller (5.88) yields the same closed-loop system as the system (5.84) with the same controller (5.88). The rest is then a direct application of Theorem 5.19.

5.7 Saturation with deadzone

377

Theorem 5.36 Consider the system ( xT D Ax C B zd .u/ ˙ud W y D C x:

(5.89)

Assume that .A; B/ is stabilizable, all the eigenvalues of A are in the closed lefthalf plane, and the system .A; B; C; 0/ is left invertible and minimum phase. Also, assume that zd satisfies the standard properties (i)–(v) on page 374, which guarantees the existence of positive constants a, , and such that (5.87) is satisfied componentwise. In that case, there exist, for any pair of compact sets Xcl;1 and Xcl;2 in R2n containing 0 in their interior and with Xcl;1  Xcl;2 , an " , a function ˛  W .0; " / ! RC , and a function ` W .0; " /  RC ! RC such that for all " 2 .0; " /, ˛ > ˛  ."/, and ` > ` ."; ˛/, the feedback (5.30) has the property that the resulting closed-loop system is such that for all initial conditions in Xcl;1 the state enters and remains in the set Xcl;2 within a finite amount of time. Proof : Let " and the functions ˛  W .0; " / ! RC and ` > ` ."; ˛/ be such that the controller (5.30) solves the robust semi-global practical stabilization problem for the system (5.16) for all " 2 .0; " /, ˛ > ˛  ."/ and ` > ` ."; ˛/ with respect to the compact sets X1 and X2 , where z is given by (5.86), while g satisfies the properties in Assumption 5.12 with D0 > a. Then the same controller applied to the system (5.84) has the property that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in the set X2 within a finite amount of time. This follows from the fact that

g D gd .u/ D gd  1 B 0 P" xy  ˛B 0 P" xy satisfies the conditions of Assumption 5.12, and after setting g D gd , we note that the system (5.89) with controller (5.30) yields the same closed-loop system as the system (5.84) with the same controller (5.30). The rest is then a direct application of Theorem 5.21. The above two theorems only consider the case of stabilization in case of a saturation with a deadzone. If we have model uncertainty as studied before in Sect. 5.4, then the above two theorems can be trivially expanded. Consider the system, ( x.t/ T D Ax.t/ C B zd .u.t/ C gz.x; t// ˙ud W (5.90) y.t/ D C x.t/; where gz satisfies the following assumption: Assumption 5.37 The uncertain element gz.x; t/ is piecewise continuous in t, locally Lipschitz in x and its norm is bounded by a known function z0; kz g .x; t/k  g0 .kxk/ C D

8.t; x/ 2 RC  Rn ;

(5.91)

378

5 Robust semi-global internal stabilization

z 0 is a known positive constant, and the known function g0 .x/ W RC ! where D C R is locally Lipschitz and satisfies g0 .0/ D 0:

(5.92)

We then obtain the following two theorems: Theorem 5.38 Consider the system (5.90) with .A; B/ stabilizable and all eigenvalues of A in the closed left-half plane. Assume that zd satisfies properties (i)–(v) on page 374, and let positive constants a, , and be such that jz d .s/j > minf .jsj  a/;

g

(5.93)

componentwise, while gz satisfies the conditions of Assumption 5.37. Let P" > 0 be the solution of the algebraic Riccati equation and A0 P" C P" A  P" BB 0 P" C Q" D 0 with Q" ! 0 as " ! 0. In that case, there exist, for any pair of compact sets X1 and X2 containing 0 in their interior and with X1  X2 , an " and a function ˛  W .0; " / ! RC such that for all " 2 .0; " / and ˛ > ˛  ."/, the feedback u D  1 B 0 P" x  ˛B 0 P" x has the property that the closed-loop system is such that for all initial conditions in X1 and all possible functions gz satisfying Assumption 5.37, the state enters and remains in the set X2 within a finite amount of time.

Proof : Let " and the function ˛  W .0; " / ! RC be such that the controller (5.88) solves the robust semi-global practical stabilization problem for the system (5.16) for all " 2 .0; " / and ˛ > ˛  ."/ with respect to the compact sets X1 and X2 , where z is given by (5.86), while g satisfies the properties in z 0 C a. Then the same controller applied to the sysAssumption 5.12 with D0 > D tem (5.84) has the property that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in the set X2 within a finite amount of time. This follows from the fact that

g D gz C gd .u/ D gz C gd  1 B 0 P" x  ˛B 0 P" x satisfies the conditions of Assumption 5.12, and after setting g D gz Cgd , we note that the system (5.16) with controller (5.88) yields the same closed-loop system as the system (5.84) with the same controller (5.88). The rest is then a direct application of Theorem 5.19.

5.7 Saturation with deadzone

379

Theorem 5.39 Consider the system (5.90) with .A; B/ stabilizable, with all the eigenvalues of A in the closed left-half plane, and with the system .A; B; C; 0/ left invertible and minimum phase. Assume that zd satisfies the standard properties (i)–(v) on page 374, which guarantees the existence of positive constants a, , and such that (5.93) is satisfied componentwise, while gz satisfies the conditions of Assumption 5.37. In that case, there exist, for any pair of compact sets Xcl;1 and Xcl;2 in R2n containing 0 in their interior and with Xcl;1  Xcl;2 , an " , a function ˛  W .0; " / ! RC , and a function ` W .0; " /  RC ! RC such that for all " 2 .0; " /, ˛ > ˛  ."/, and ` > ` ."; ˛/, the feedback (5.30) has the property that the resulting closed-loop system is such that for all initial conditions in Xcl;1 and all possible functions gz satisfying Assumption 5.37, the state enters and remains in the set Xcl;2 within a finite amount of time.

Proof : Let " and the functions ˛  W .0; " / ! RC and ` > ` ."; ˛/ be such that the controller (5.30) solves the robust semi-global practical stabilization problem for the system (5.16) for all " 2 .0; " /, ˛ > ˛  ."/ and ` > ` ."; ˛/ with respect to the compact sets X1 and X2 where z is given by (5.86) while g satisfies the z 0 C a. Then the same controller properties in Assumption 5.12 with D0 > D applied to the system (5.84) has the property that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in the set X2 within a finite amount of time. This follows from the fact that

g D gz C gd .u/ D gz C gd  1 B 0 P" xy  ˛B 0 P" xy satisfies the conditions of Theorem 5.12, and after setting g D gz C gd , we note that the system (5.89) with controller (5.30) yields the same closed-loop system as the system (5.84) with the same controller (5.30). The rest is then a direct application of Theorem 5.21.

5.7.2 Discrete time Consider the system x.k C 1/ D Ax.k/ C B zd .u.k// y.k/ D C x.k/:

(5.94)

The approach based on dithering mentioned in the previous subsection clearly does not work for discrete-time systems since we are intrinsically limited in our use of high-frequency signals by the sampling rate of the system. But also practical stabilization is simply not achievable in the presence of a deadzone. This is illustrated in the following example which has the same structure as the examples in Sect. 5.6.

380

5 Robust semi-global internal stabilization

Example 5.40 Consider the system, x.k C 1/ D x.k/ C .u.k/ C g.x; k//: There exists saturation functions zd with a deadzone satisfying properties (i)– (v) on page 374 for which there exists no feedback u D f .x/ which achieves practical stability in the sense that we cannot guarantee that, for any compact set X1 ; X2 containing 0 in their interior, there exists a continuous feedback u D f .x/ such that the closed-loop system is such that for all initial conditions in X1 the state enters and remains in X2 after some finite amount of time. This can be seen by choosing X2 such that x 2 X2 implies jxj 6 ˛=2. Moreover, choose zd such that zd .x/ D 0 when x satisfies kxk < ˛. This is clearly consistent with properties (i)–(v). In that case, we find that for all x.k/ 62 X2 with kx.k/k < ˛, we have that x.k/ first has to increase in amplitude before it can enter X2 . This structure to achieve attractivity of X2 is however impossible to achieve by a continuous feedback.

6 Control magnitude and rate saturation

6.1 Introduction Chapter 4 considered global and semi-global stabilization of linear systems with actuators subject to magnitude saturation alone. In this chapter, we revisit the same internal stabilization, however, with actuators subject to both magnitude and rate saturation. Rate saturation refers to the case when actuator outputs cannot change faster than a certain value. In contrast with the amount of literature that exists when there are only magnitude bounds, not much literature exists when both magnitude and rate saturation are present. If we have only rate saturation, we can approach the study of the given system for stabilization by viewing the derivative of the input signal as a new fictitious input signal which is then bounded only in magnitude, and hence, we can readily apply the development given in the previous chapter. However, if we have simultaneous bounds on the rate as well as on the magnitude, then such a simple approach does not work out. We would like to point out right at the outset that, unlike magnitude saturation which is a static nonlinearity, the rate saturation is a dynamic nonlinearity.

Figure 6.1: Actuator In modeling magnitude and rate saturation for actuators, one can basically choose one of the following two approaches:  A natural way is to write down first the linear dynamic equations of an actuator (see block diagram of Fig. 6.1) and then impose on such equations both the magnitude and rate saturation as shown in the following equation for continuous-time systems: xT a D 2 .Aa xa C Ba u/ ua D 1 .Ca xa /; A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__6, © Springer Science+Business Media New York 2012

(6.1)

381

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6 Control magnitude and rate saturation

where 1 ./ and 2 ./ are standard saturation functions as defined in Definition (2.19). Also, u 2 Rm is the input signal, xa 2 Rna is the state of the actuator, and ua 2 Rm is the output of the actuator which is applied to the plant. We would like to point out that it is rather difficult to incorporate the “nice” external stability behavior of actuators into a state space model characterized by the matrix triple .Aa ; Ba ; Ca /. Anyway, having modeled the actuator as in (6.1), the next obvious step is to augment (6.1) with the plant model in order to obtain the model for both the actuator and the plant. It is well known that it is hard to analyze and design dynamical systems which are modeled as such. However, if one imposes a certain strong mathematical structure on the dynamics of the actuator given in (6.1), one can avoid the complexity in analysis and design. The required mathematical structure is typically to assume that Aa , Ba , and Ca are diagonal matrices. Essentially, such a mathematical structure implies that the actuator dynamics for each component of the input is a first-order or scalar dynamics. This approach is taken in [6, 69, 72, 73]. We note that [6, 73] deal with rate saturation while [69, 72] deal with magnitude as well as rate saturation. It is obvious to see that in [73] with the imposed structure of diagonality of the matrices Aa , Ba , and Ca , the control of linear systems with rate saturation reduces to the control of the augmented plant with only input magnitude saturation. However, we would like to point out two interesting but undesirable aspects of this approach. First, it yields the necessity of using the state of the actuator for control feedback. Secondly if the system is in rate saturation for a long time, xa might become very large. But that implies that ua is saturated in amplitude as well, but we cannot get ua out of saturation for a long time since we first have to make xa small which, due to the rate saturation, cannot be achieved quickly.  The second approach is to model the constraints in such a way that they can be incorporated as a part of the controller and then to design the controller so that its output is always in agreement with the constraints as dictated by the actuator. Thus, this method avoids overloading of the actuator. By incorporating the actuator constraints in the design of controllers, this method essentially sidesteps the shortcomings of the first method. The work of [1] takes this approach to model the rate saturation. The block diagram in Fig. 6.2 depicts the philosophy of the method.

Figure 6.2: Constraint model, actuator, and plant

6.2 Modeling issues: standard magnitude C rate saturation operator

383

We take the second approach here, and model the constraints by introducing a nonlinear operator that captures both magnitude and rate constraints. We refer to the new nonlinear operator as a standard magnitudeCrate operator (see Fig. 6.3). Such an operator has a “deadbeat stability” property. With such a property being valid, we study and examine the state space realizations of this operator. It turns out that, although one could obtain a useful state space realization in discretetime systems, one cannot do so in continuous-time systems. This indicates that a framework that includes functional differential equations for modeling the plant and magnitude as well as rate saturation constraints of the actuator is indeed a natural framework.

Figure 6.3: AmplitudeCrate saturation operator Utilizing this functional differential framework and knowing that it satisfies a “deadbeat stability” property, we redefine the notions of semi-global stabilization. We then proceed to show that the same low-gain design methodology that was successfully used in the previous chapter to design controllers for linear systems having only input magnitude saturation can also successfully be used for linear systems with both magnitude and rate saturation on the control input. In fact, we present here explicit controller design methods via low-gain design methodology in order to semi-globally stabilize linear systems with both input magnitude and rate saturation. It will be clarified why we cannot expect in case of rate and amplitude constraints that scheduling the low-gain parameter will result in global stability. As illustrated in the previous chapter, controllers designed via low-gain design methodology exhibit unacceptably slow transient behavior. For that reason, we also utilize low-and-high-gain controllers where the high-gain component does not affect the stability and its associated domain of attraction. On the other hand, the high-gain component greatly improves the transient behavior. However, this low-and-high-gain controller cannot be obtained in the same way as in the previous chapter owing to the specific dynamic structure of a rate limiter. We consider both continuous- and discrete-time systems together in this chapter. This chapter is based completely on the work of the authors in [164].

6.2 Modeling issues: standard magnitude C rate saturation operator In this section, we present modeling aspects of actuators with both magnitude and rate saturation. This will first be done for discrete-time systems, and then we will present the continuous-time result which contains some more subtleties.

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6 Control magnitude and rate saturation

6.2.1 Discrete time We will first consider a discrete-time system of the form, x.k C 1/ D Ax.k/ C B1 ;2 .u/.k/:

(6.2)

Here 1 ;2 is a diagonal operator with identical nonlinear elements on the diagonal given by  x1 ;2 which is uniquely defined by the following properties:  We have 1 ;2 .u/.k C 1/   x1 ;2 .u/.k/j 6 2 jx 1 ;2 .u/.k/j 6 1 ; and jx for all k.  If u.k/ >  x1 ;2 .u/.k/, then either ? u.k/ > 1 and x1 ;2 .u/.k/ D 1 or ? x1 ;2 .u/.k/ D  x1 ;2 .u/.k  1/ C 2 .  If u.k/ <  x1 ;2 .u/.k/, then either ? u.k/ < 1 and x1 ;2 .u/.k/ D 1 , or x1 ;2 .u/.k  1/  2 . ? x1 ;2 .u/.k/ D  Obviously,  x1 ;2 is a dynamic nonlinearity. We can also describe this operator by a state space model x1 .k C 1/ D 2 sgn.1 .u.k C 1//  x1 .k//;

x1 .0/ D 1 .u.0//; (6.3)

where  x1 ;2 .u/ D x1 . This is a good model for our magnitudeCrate operator which is consistent with our earlier description. It is easy to see that x1 ;2 is dynamic and has initial conditions. Also, it is not difficult to see that x1 ;2 .u/.k/ can be viewed as the state of this system at time k. For our purpose, it will in general be sufficient to note that x1 ;2 is deadbeat. We even have the stronger property that if u is such that ku.k/k1 < 1 and ku.k/  u.k  1/k1 < 2 for k > K; then  x1 ;2 .u/.k/ D u.k/ for k > K C 1 =2 : If we refer to arbitrary initial conditions of x1 ;2 at time 0, then we mean an arbitrary input signal u in the interval Œ1 =2 ; 0. In our definitions, we will refer to the initial conditions of x1 ;2 as xxs , and we will refer to the space of all possible initial conditions for the operator  x1 ;2 , namely, the space of all signals x s . Similarly, for the operator  ; , we defined on the interval Œ1 =2 ; 0, as X 1 2 denote the initial conditions by xs and the space of all initial signals as Xs .

6.2 Modeling issues: standard magnitude C rate saturation operator

385

6.2.2 Continuous time We consider a continuous-time system of the form x.t/ T

D Ax.t/ C B1 ;2 .u/.t/:

(6.4)

Here again, 1 ;2 is a diagonal operator with identical nonlinear elements on the diagonal given by  x1 ;2 . We seek an operator x1 ;2 with the following properties:  For any continuously differentiable u, x1 ;2 .u/ is differentiable and jx 1 ;2 .u/.t/j 6 1 ; and j dtd x1 ;2 .u/.t/j 6 2 for all t.  If u.t/ > x1 ;2 .u/.t/, then either ? u.t/ > 1 and x1 ;2 .u/.t/ D 1 , or ?

d  x .u/.t/ dt 1 ;2

D 2 .

 If u.t/ < x1 ;2 .u/.t/, then either ? u.t/ < 1 and x1 ;2 .u/.t/ D 1 , or ?

d  x .u/.t/ dt 1 ;2

D 2 .

However, in the above case of continuous-time systems, it is not clear whether this uniquely determines the operator  x1 ;2 . Moreover, for instance due to measurement noise, we might have an input signal which is not smooth but might only be piecewise continuous, and for this general class of signals, the above definition is clearly not sufficient. We now consider a different way of looking at x1 ;2 . Consider the class of models, xT  D 2 ..1 .u/  x //; x .0/ D 1 .u.0//:

(6.5)

It is well known that this differential equation has a unique solution for any measurable input signal u. Next, we define x1 ;2 by x1 ;2 .u/ D lim x : !1

(6.6)

The following lemma shows that the operator as defined by (6.6) has all the required properties.

Lemma 6.1 For any piecewise continuous function u, the limit in (6.6) exists in x1 ;2 .u/ has an L1 norm less than 1 and is Lipschitz L1 , and the limit  continuous with Lipschitz constant 2 .

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6 Control magnitude and rate saturation

Proof : Let  > 0. For any 1 ; 2 >  , we have x1 .0/  x2 .0/ D 0. Moreover, if x1 .t/  x2 .t/ > 22 = , we have xT 1 .t/  xT 2 .t/ 6 0. After all, we have only two possibilities:  x1 .t/ > 1 .u/.t/ C 2 = in which case xT 1 .t/ D 2 and xT 2 .t/ > 2 . Therefore, xT 1 .t/  xT 2 .t/ 6 0.  x2 .t/ < 1 .u/.t/2 = in which case xT 1 .t/ 6 2 and xT 2 .t/ D 2 . Therefore, xT 1 .t/  xT 2 .t/ 6 0. Similarly, if x1 .t/  x2 .t/ < 22 = , we have xT 1 .t/  xT 2 .t/ > 0. This shows that for all 1 ; 2 >  , we have kx1  x2 k1 6

22  :

Therefore, by definition, fx g is a Cauchy sequence, and it has a limit which we call x1 2 L1 . We know that x .t/ > 1 implies that xT  .t/ 6 0, and x .t/ 6 1 implies that xT  .t/ > 0. Combined with kx .0/k 6 1 , we find then that kx k1 6 1 . This obviously implies that kx1 k D lim kx k 6 1 : !1

Finally, we have kx .t2 /  x .t1 /k 6 2 jt2  t1 j for any t1 ; t2 > 0. By letting  ! 1, we find that kx1 .t2 /  x1 .t1 /k 6 2 jt2  t1 j

for all t1 ; t2 > 0;

and hence, x1 is Lipschitz continuous with Lipschitz constant 2 . Note that a Lipschitz continuous function is absolutely continuous, and hence, it is easy to see that  x1 ;2 .u/ is differentiable almost everywhere, and there exists an L1 function w with L1 norm less than 2 such that Zt  x1 ;2 .u/.t/ D x1 ;2 .u/.0/ C

w.t/ dt: 0

However, x1 ;2 .u/ need not be differentiable everywhere. An example is given by the function, ( 0 t D0 1 u.t/ D elsewhere; t sin t for which  x1 ;2 .u/ is not differentiable in 0. Obviously, with the more precise definition given in (6.6),  x1 ;2 is uniquely determined. Moreover, as soon as u is sufficiently smooth, it is easy to verify that the mathematically precise definition given in (6.6) is consistent with our intuitive definition given initially.

6.2 Modeling issues: standard magnitude C rate saturation operator

387

Note that we might define the state model for x1 ;2 as, xT 1 D 2 sgn.1 .u/  x1 /;

x1 .0/ D 1 .u.0//;

(6.7)

with  x1 ;2 .u/ D x1 . This is consistent with our intuitive description, and it looks like the appropriate model given the state space models for x . However, note that if u satisfies the rate and saturation bounds, then we expect that u D x1 (this can also be formally shown), but then the above differential equation shows that xT 1 D 0 which obviously need not be the case. Therefore, the model given in (6.7) is incorrect. Like in discrete time, we see that  x1 ;2 is dynamic and has initial conditions. We note that again x1 ;2 .u/.t/ can be viewed as the state of this system at time t. For our purpose, it will in general be sufficient to note that x1 ;2 is deadbeat. We again have the stronger property that if u is such that ku.t/k1 < 1 and ku.t/k T 1 < 2 for t > t1 ; then x1 ;2 .u/.t/ D u.t/ for t > t1 C 1 =2 : If we refer to arbitrary initial conditions of x1 ;2 at time 0, then we mean an arbitrary input signal u in the interval Œ1 =2 ; 0. As in discrete-time systems, we will refer to the initial conditions of  x1 ;2 as xxs , and we will refer to the space of all possible initial conditions for the operator x1 ;2 , namely, the space of all x s . Similarly, for the operator signals defined on the interval Œ1 =2 ; 0, as X 1 ;2 , we denote the initial conditions by xs , and the space of all initial signals as Xs . In the literature, there have been many different models for a rate limit in combination with a saturation. All other models use a form of modeling of the form xT r D f .xr ; u/;

xr 2 Rk :

We do not model the actuator with its rate and magnitude limits. We model these limits and constraints and view them as part of the controller. Namely, we use an operator as part of the controller, which guarantees that the control signal satisfies the bounds in the actuator and avoids overloading the actuator. This is the important difference, but also the fact that our operator only has a state space model in discrete time and can only be approximated by state space models in continuous time yields differences in the analysis, while leading to the fact that its state space equals Œ1 ; 1 . Our approach is really different but, as we will see, very powerful since all results we have obtained in the previous chapter for control magnitude saturation alone can be easily extended to the case with rate limits including the low-and-high-gain design which is difficult to analyze for a state space model with xr 2 Rk .

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6 Control magnitude and rate saturation

In summary, in view of the above discussions, the functional differential equations (6.2) and (6.4) along with the definition for the constraint operator 1 ;2 given in (6.3), (6.5) and (6.6) are the appropriate models for discrete- and continuous-time systems, respectively, whenever the actuators are constrained by both magnitude and rate saturation.

6.3 Preliminaries and problem statements In view of the modeling aspects of actuators with both magnitude and rate saturation as discussed in Sect. 6.2, the given system is modeled by functional difference equations (6.2) in discrete time and by functional differential equation (6.4) in continuous time. Clearly, this includes the definition for the constraint operator 1 ;2 given in (6.3) (discrete time) and in (6.5) and (6.6) (continuous time). Thus, we consider a dynamic system of the form (  x D Ax C B1 ;2 .u/ ˙W (6.8) y D Cy x C Dy u; where x 2 Rn ; u 2 Rm ; andy 2 Rr are respectively state, input, and measurefor continuous-time case and x.k C 1/ for ment output. Also,  x denotes dx dt discrete time. Moreover, 1 ;2 is a diagonal operator with identical nonlinear elements on the diagonal given by  x1 ;2 which is uniquely defined as discussed in Sect. 6.2. The space of all possible initial conditions for the operator 1 ;2 , namely, the space of all functions from Œ1 =2 ; 0 to Rm , is referred as Xs . We give below a precise definition of the concept of semi-global stabilization for the above system, at first via linear state feedback laws and then via measurement feedback laws.

Problem 6.2 Consider a continuous- or discrete-time system of the form (6.8) along with the definition for the constraint operator 1 ;2 given in (6.3) (discrete) or (6.5) and (6.6) (continuous). The problem of semi-global stabilization via linear state feedback is to find, if possible, a family of feedback gains F" parameterized by " > 0 such that for any a priori given (arbitrarily large) bounded set X0  Rn , there exists an " such that for all " < " , the linear static feedback law u D F" x is such that the equilibrium x D 0; xs D 0 of the continuous-time system x.t/ T D Ax.t/ C B1 ;2 .F x/.t/ (6.9) or the discrete-time system x.k C 1/ D Ax.k/ C B1 ;2 .F x/.k/

(6.10)

is locally exponentially stable with X0  Xs contained in its basin of attraction.

6.3 Preliminaries and problem statements

389

Problem 6.3 Consider a continuous- or discrete-time system of the form (6.8) along with the definition for the constraint operator 1 ;2 given in (6.3) (discrete) or (6.5) and (6.6) (continuous). The problem of semi-global stabilization via observer-based measurement feedback is defined as follows. For any a priori given (arbitrarily large) bounded sets X0  Rn and Z0  Rn , find, if possible, a measurement feedback law of the form   y x D Ay x C B1 ;2 .u/ C K y  Cy xy  Dy u (6.11) u D F xy such that the equilibrium .x; xs ; xy/ D .0; 0; 0/ of x D Ax C B1 ;2 .F xy/ y x D Ay x C B1 ;2 .F xy/ C KCy .x  xy/ is asymptotically stable with X0  Xs  Z0 contained in its basin of attraction.

Remark 6.4 We would like to emphasize that our definitions of the above semiglobal stabilization problems do not view the set of initial conditions of the plant and the initial conditions of the controller dynamics as given data. The given data is simply the model of the plant. Therefore, the solvability conditions must be independent of the set of initial conditions of the plant X0  Xs , and the set of initial conditions for the controller dynamics, Z0 . The standard approach to address the above problems is the use of a low-gain feedback. The low-gain parameter " guarantees that F" x.k C 1/  F" x.k/ is sufficiently small when " is small enough and hence satisfies the rate limitations (as well as the amplitude constraints) on the input. Let us rewrite the above when the low-gain parameter is scheduled:   F".x.kC1//  F".x.k// x.k C 1/ C F".x.k// Œx.k C 1/  x.k/ : The second term can be made sufficiently small to satisfy the rate limitations. However, the first term might cause violation of the rate limitations, and hence, it is quite hard to establish whether such design would result in global stability in the presence of rate and amplitude constraints. Except for these scheduled low-gain approaches, there are basically no techniques available to design a globally stabilizing static state feedback in case of rate and amplitude constraints. Although not presented here in detail, we should note that the dynamic state feedbacks of the form (6.30) (even for ˛ D 0) studied in Sect. 6.5 do allow for a scheduling to yield global stabilization for systems subject to rate and amplitude saturation.

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6 Control magnitude and rate saturation

6.4 Semi-global stabilization via low-gain feedback We have the following necessary and sufficient conditions for the solvability of the semi-global stabilization problem via linear state feedback laws utilizing low gain. We first present the continuous-time result. Theorem 6.5 Consider the continuous-time system (6.8) along with the definition for the constraint operator 1 ;2 given in (6.5) and (6.6). The semi-global stabilization Problem 6.2 via linear state feedback laws is solvable if and only if .A; B/ is stabilizable and the eigenvalues of A are in the closed left half plane. Moreover, in that case, the semi-global stabilization problem via linear state feedback laws is solved by the family of feedback laws u D F" x D B 0 P" x where 0 D A0 P" C P" A  P" BB 0 P" C Q" ;

(6.12)

and where Q" is a continuously differentiable matrix-valued function such that " > 0 for any " 2 .0; 1, and lim"!0 Q" D 0. Q" > 0, dQ d" Proof : As we have seen in Chap. 4, the conditions that, .A; B/ is stabilizable and the eigenvalues of A are in the closed left half plane, are necessary for semi-global stabilization even if we only have magnitude saturation but not rate saturation. Therefore, obviously, they are still necessary when we have magnitude saturation and rate limits. To prove that these conditions are also sufficient, it is obviously sufficient to verify that the given family of feedback laws has the desired properties. In other words, while utilizing the given family of feedback laws, we need to show that for each given set X0  Xs , there exists an " > 0 such that, for all " 2 .0; " , we have local asymptotic stability with X0 Xs contained in its domain of attraction. In view of Theorem 4.21, we have kF" e .ACBF" /t k 6 " e " t :

(6.13)

Here F" D B 0 P" where  and  depend continuously on " and are positive for " > 0. Moreover 0 D 0 D 0. Note that we also find kF" .A C BF" /e .ACBF" /t k1 6 x" e " t ;

(6.14)

where x also depends continuously on ", is positive for " > 0, and satisfies x0 D 0. The latter follows from the fact that kF" .A C BF" /e .ACBF" /t k1 D kF" e .ACBF" /t .A C BF" /k1 6 k.A C BF" /k" e " t :

6.4 Semi-global stabilization via low-gain feedback

391

Also, we can rewrite (6.9) as xT D Ax C B1 ;2 .F" x/:

(6.15)

In the absence of saturation elements, the above system takes the form, xT D .A C BF" /x:

(6.16)

It then follows from (6.13) and (6.14) that there exists an "1 > 0 such that for all " 2 .0; "1 , we have T 1 6 2 for all x.0/ 2 X0 and xs 2 Xs : kF" xk1 6 1 ; kF" xk This shows that for all " 2 .0; "1  and for all x.0/ 2 X0 and xs 2 Xs , system (6.15) operates in the linear regions of saturation elements, and hence, we can conclude that the equilibrium x D 0 and xs D 0 of the system (6.15) is asymptotically stable with X0  Xs contained in its basin of attraction. Next, we present the discrete-time version of the above result.

Theorem 6.6 Consider the discrete-time system (6.8) along with the definition for the constraint operator 1 ;2 given in (6.3). The semi-global stabilization Problem 6.2 via linear state feedback laws is solvable if and only if .A; B/ is stabilizable and the eigenvalues of A are in the closed unit disc. Moreover, in that case, the semi-global stabilization problem via linear state feedback is solved by the family of feedback laws u D F" x D .B 0 P" B C I /1 B 0 P" Ax where P" D A0 P" A  A0 P" B.B 0 P" B C I /1 B 0 P" A C Q" ;

(6.17)

and where Q" is a continuously differentiable matrix-valued function such that " Q" > 0, dQ d " > 0 for any " 2 .0; 1, and lim"!0 Q" D 0.

Proof : It follows directly using the same arguments as in the proof of Theorem 6.5 and is based on Theorem 4.25. The solvability conditions for the semi-global stabilization problem via measurement feedback are given in the following theorem.

Theorem 6.7 Consider a continuous- or discrete-time system (6.8) along with the definition for the constraint operator 1 ;2 given in (6.3), (6.5), and (6.6).

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6 Control magnitude and rate saturation

The semi-global stabilization Problem 6.3 via linear measurement feedback laws is solvable if and only if .A; B/ is stabilizable, A has all its eigenvalues in the closed left half plane (continuous time) or in the closed unit disc (discrete time), and the pair .Cy ; A/ is detectable. Moreover, in that case, a suitable family of linear static measurement feedback laws is given by y x D Ay x C B1 ;2 .u/ C KCy .x  xy/ u D F" xy;

(6.18)

where F" D B 0 P" with P" defined by (6.12) in continuous time, while in discrete time F" D .B 0 P" B C I /1 B 0 P" A with P" defined by (6.17). The gain K is chosen such that the matrix A  KCy is Hurwitz stable for continuous-time systems and Schur stable for discrete-time systems.

Proof : We prove this theorem only for continuous time. The discrete-time version can be derived similarly. Consider the family of feedback laws given in (6.18). We know that (6.13) and (6.14) are satisfied for F" D B 0 P" where " ; x" and " are continuous, positive-valued function which are equal to zero for " D 0. The closed-loop system consisting of the given system (6.8) and the given family of feedback laws can be written as xT D Ax C B1 ;2 .F" xy/ xyT D Ay x C B1 ;2 .F" xy/ C KCy .x  xy/:

(6.19)

As usual, we then adopt the invertible change of variable e D x  xy and then rewrite the closed-loop system (6.19) as xT D Ax C B1 ;2 .F" x  F" e/ eT D .A  KCy /e:

(6.20)

Recalling that the matrix A  KCy is Hurwitz stable, it readily follows that there exists a T1 > 0 such that, for all possible initial conditions e.0/, kF" ek1;T1 6

1 2 T 1;T1 6 ; kF" ek ; 4 4

(6.21)

for all " 2 .0; 1. We next consider the first equation of (6.20). Note that x.T1 / belongs to a bounded set independent of " since x.0/ is bounded and since x

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393

is determined via a linear differential equation with bounded input 1 ;2 .u/. Hence, there exists an M1 such that for all possible initial conditions, kx.T1 /k 6 M1 ; for all " 2 .0; 1:

(6.22)

Let us now assume that, from time T1 onward, the saturation elements are nonexistent. In this case, the first equation of (6.20) can be written as xT D .A C BF" /x  BF" e:

(6.23)

Since e ! 0 exponentially with a decay rate independent of " as t ! 1, it follows trivially from (6.13) and (6.14) that there exist an "1 > 0 and an M2 > 0 such that for any possible initial condition e.0/, Z1 ke "  BF" e. /kd 6 M2 :

(6.24)

T1

This in turn shows that for t > T1 ,     Zt     kF" x.t/k D F" e .ACBF" /t x.T1 /  F" e .ACBF" /.t / BF" e. /d      T1 Z1 6 " M 1 C "

ke "  BF" e. /kd T1

6 " .M1 C M2 /: Choose "2 2 .0; "1  such that for all " 2 .0; "2 , kF" xk1;T1 6

1 : 4

(6.25)

Similarly, we can show that there exists an "3 2 .0; "2  such that for all " 2 .0; "3 , T 1;T1 6 kF" xk

2 : 4

(6.26)

These two bounds, together with (6.21), show that the system (6.20) will operate linearly after time T1 and local exponential stability of this linear system follows from the separation principle. In summary, we have shown that there exists an "3 > 0 such that, for all " 2 .0; "3 , the equilibrium point .0; 0; 0/ of the system (6.20) is asymptotically stable, with .X0 ; Xs ; Z0 / contained in its basin of attraction. This completes our proof.

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6 Control magnitude and rate saturation

As in the previous chapter, the low-gain technique presented in this section basically avoids saturation by squeezing the gain. This of course results in a very slow transient response. We present next an additional high gain that greatly improves the transient response.

6.5 Semi-global stabilization via low-and-high-gain feedback As already seen in the previous chapter, low-gain-based designs underutilize the available control capacity, and the resulting convergence of the state to zero is very slow. Clearly, in the case of continuous time, the state feedback law u D B 0 P" x utilizes a low gain since P" as given by (6.12) converges to zero as " becomes small. The same holds true for the measurement feedback designs which are based on the same low-gain state feedback. Similar discussion holds also for discrete time. Our next goal is to recall another design methodology which incorporates a significant improvement to the low-gain design method and leads to a better utilization of the available control capacity and hence better closed-loop performance. The improved design utilizes the concepts of low-and-high-gain feedback as presented in the previous two chapters. Let us consider first continuous-time systems. Clearly, as mentioned before, the low-gain feedback u D B 0 P" x for the continuous-time system (6.8) achieves stability, and the resulting domain of attraction is arbitrarily large for " small enough. When only magnitude saturation is present, the modified feedback u D .˛ C 1/B 0 P" x was shown to achieve stability and the same domain of attraction for any ˛ > 0 and, moreover, has improved transient performance. However, such a modified feedback cannot be applied here because it is easy to construct examples to show that, in the case of rate limits, for ˛ large, the domain of attraction can become arbitrarily small. The main problem is the fact that the rate limiter has memory. As such, if u was large for some time, then it takes a while before the input can become negative again and this delay causes the instability for large ˛. Therefore, at first, present here a different low-gain design which is more suited for this low-and-high-gain methodology. Consider the continuous-time system (6.8). We introduce the following modified system: x.t/ T D Ax.t/ C Bu.t/ (6.27) u.t/ T D 2 .v.t//: Then, for this system, we derive a low-gain state feedback that solves the semiglobal stabilization problem. Let P"; be the solution of the following continuoustime algebraic Riccati equation (CARE): A B 0D 0 0

!0

! A B 0 P CP P 0 0 0

! 0 Q" PC I 0

! 0 :  2I

(6.28)

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395

Then, the feedback law   x v D .˛ C 1/ 0 I P"; u

! (6.29)

for any fixed  solves the semi-global stabilization problem for the system (6.27) in the sense that the closed-loop system is asymptotically stable, and for " small enough, the domain of attraction can be chosen arbitrarily large. Hence, by choosing ˛ large, we can improve the transient performance without affecting the domain of attraction. Then, we can apply the following dynamic state feedback to the original system (6.8): !!   x : (6.30) uT D 2 .˛ C 1/ 0 I P"; u Obviously, this interconnection works beautifully if we only have rate constraints and no magnitude constraints because the interconnection of (6.8) and (6.30) for 1 D 1 is equal to the interconnection of (6.27) and (6.29). In general, this is not the case because of the magnitude saturation. However, we will show that for a suitable choice for " and , the above feedback (6.30) has the desired properties when applied to the given system (6.8). We have the following result.

Theorem 6.8 Consider the continuous-time system (6.8) along with the definition for the constraint operator 1 ;2 given in (6.5) and (6.6). Let the solvability conditions for semi-global stabilization as in Theorem 6.5 prevail, i.e., let .A; B/ be stabilizable and the eigenvalues of A be in the closed left half plane. Consider the family of controllers (6.30). Then, for any a priori given (arbitrarily large) bounded set X0  Rn and any  2 .0; 1/, there exists an " > 0 such that for each " 2 .0; "  and for each ˛ > 0, the controller (6.30) solves the semi-global stabilization Problem 6.2, i.e., the interconnection of the controller (6.30) and (6.8) is locally exponentially stable with X0  Xs  Œ1 ; 1 m contained in its basin of attraction. Remark 6.9 Note that for ˛ D 0,  ! 0, and for a fixed ", the controller converges to the low-gain feedback as presented in Theorem 6.5.

Proof : There exists a compact set X1 such that x.t/ 2 X1 for all t 6 1 =2 , any x.0/ 2 X0 , any input u, and any initial condition for the rate limiter (because the input to the system is bounded).

396

6 Control magnitude and rate saturation

Choose the Lyapunov function 

V" .x; u/ D x 0



u0 P";

! x u

and let c > 0 be such that sup f V" .x; u/ j x 2 X1 ; u 2 Œ1 ; 1 m ; " 2 .0; 1 g 6 c: Next, we note that there exists an "1 2 .0; 1 such that  !   x     0 I P";  < 1  u  1

for all x; u such that V .x; u/ < c and " !#   x >0 0 I P"; u i

for any i D 1; : : : ; m and all x; u such that V .x; u/ < c and such that ui > 1 where Œi denotes the i th element of a vector. Because of symmetry, we then also have, " !#   x <0 0 I P"; u i

for any i D 1; : : : ; m and all x; u such that V .x; u/ < c and such that ui 6 1 . The existence of "1 is guaranteed by the fact that ! 0 0 P"; ! (6.31) 0 I as " ! 0. The above properties imply that u.0/ 2 Œ1 ; 1 m and V .x.t/; u.t// < c for all t 2 Œ0; T  guarantee that u.T / 2 Œ1 ; 1 m for any T > 0. After all, if the i th coefficient of u becomes 1 , then the derivative is negative, and if the i th coefficient of u becomes 1 , then the derivative is positive. Since ku.t/k1 < 1 and ku.t/k T 1 < 2 for all t 2 Œ0; 1 =2 , we find from the characteristics of the rate limiter that .1 ;2 .u//.1 =2 / D u.1 =2 / independent of the initial conditions for u and the rate limiter. We also know that x.1 =2 / 2 X1 . Consider the interconnection of (6.27) and (6.29) with the same initial conditions as the interconnection of (6.8) and (6.30) at time t D 1 =2 . We can easily prove that the interconnection of (6.27) and (6.29) is stable while V .x.t/; u.t// < c for all t 2 Œ1 =2 ; 1/. Therefore, the interconnection is such that ku.t/k1 is

6.5 Semi-global stabilization via low-and-high-gain feedback

397

bounded by 1 for all t > 1 =2 . The latter then implies that the solution of the interconnection of (6.27) and (6.29) is equal to the solution of the stable interconnection of (6.8) and (6.30) for all t > 1 =2 . This clearly implies stability and the required domain of attraction. Next, we focus on discrete-time systems. Consider the discrete-time system (6.8). We introduce the following modified system: x.k C 1/ D Ax.k/ C Bu.k/ u.k C 1/ D u.k/ C 2 .v.k//:

(6.32)

Then for this system, we derive a low-gain state feedback law that solves the semi-global stabilization problem. Let P"; be the solution of the discrete-time algebraic Riccati equation (DARE) ! ! 0 A B Q" P C 0  2I 0 I !0 !0 !" ! #1 !   0 A B 0 0 A B  P CI P : 0 I P I 0 I I I 0 I

A B P D 0 I

!0

Then the feedback law, v D .1 C ˛/F";

! x ; u

(6.33)

(6.34)

for a fixed , where "

F"; and where

! #1 !0 !   0 0 A B D 0 I P"; P"; CI ; I I 0 I 2

 !1 3   0   5  ˛ 2 4 0; 2  0 I P";   I 

(6.35)

solves the semi-global stabilization problem for the system (6.32) in the sense that the closed-loop system is asymptotically stable, while for " small enough, the domain of attraction can be chosen arbitrarily large. Moreover, by choosing ˛, we can improve the transient performance without affecting the domain of attraction. Then, we can apply the following dynamic state feedback to the original system (6.8): !! x : (6.36) u D u C 2 .F"; C ˛K"; / u

398

6 Control magnitude and rate saturation

Obviously, this interconnection works beautifully if we only have rate constraints and no magnitude constraints because the interconnection of (6.8) and (6.36) for 1 D 1 is equal to the interconnection of (6.32) and (6.34). In general, this is not the case because of the magnitude saturation. However, we will show that for a suitable choice for , the above feedback (6.36) has the desired properties when applied to the system (6.8). We have the following result. Theorem 6.10 Consider the discrete-time system (6.8) along with the definition for the constraint operator 1 ;2 given in (6.3). Assume that B is injective. Let the solvability conditions for semi-global stabilization as in Theorem 6.6 prevail, i.e., let .A; B/ be stabilizable and the eigenvalues of A be in the closed unit disc. Consider the family of controllers (6.36). Then, for any a priori given (arbitrarily large) bounded set X0  Rn and any  2 .0; 1/, there exists an " > 0 such that for each " 2 .0; "  and for each ˛ satisfying (6.35), the controller (6.36) solves the semi-global stabilization Problem 6.2, i.e., the interconnection of the controller (6.36) and (6.8) is locally exponentially stable with X0 Xs Œ1 ; 1 m contained in its basin of attraction. Remark 6.11 Note that for ˛ D 0,  ! 0, and for a fixed ", the controller converges to the low-gain feedback as presented in Theorem 6.6.

Proof : The proof of this theorem can be obtained using the same kind of arguments as in the proof of Theorem 6.8. We now proceed to discuss measurement feedback controllers while using lowand-high-gain feedback. In connection with continuous-time systems, it turns out that we can apply the same argument as before to improve the performance of measurement feedback controllers by combining the observer used in (6.18) with the low-and-high-gain state feedback controller presented in (6.30). To start with, we define the following family of linear dynamic measurement feedback laws:  Dy u/ xyT D Ay x C B1 ;2 .u/ C K.y  Cy xy!!   xy uT D 2 .˛ C 1/ 0 : I P"; u

(6.37)

However, we will see that we need stronger conditions on the observer. It is no longer sufficient to choose a fixed observer such that AKCy is stable. Therefore, we choose the observer gain parameterized by `. Let R` be the solution of the dual algebraic Riccati equation, 0 D .A C `I /R` C R` .A C `I /0  R` Cy0 Cy R` C I:

(6.38)

6.5 Semi-global stabilization via low-and-high-gain feedback

399

This Riccati equation has been used before in this book, and a desirable property of this Riccati equation has been obtained in Lemma 4.42. We choose the following observer gain: K` D R` Cy0 : We have the following result. Theorem 6.12 Consider the continuous-time system (6.8) along with the definition for the constraint operator 1 ;2 given in (6.5) and (6.6). Under the solvability conditions of Theorem 6.7, there exists, for any a priori given (arbitrarily large) bounded sets X0  Rn and Z0  Rn and any  2 .0; 1/, an " > 0 such that for all ˛  0 and for all " 2 .0; " , there exists an ` such that for ` > ` , the interconnection of (6.8) and (6.37) with K D K` is locally exponentially stable with X0  Z0  Xs  Œ1 ; 1 m contained in its basin of attraction.

Proof : The proof basically uses the same arguments as the proof of Theorem 6.8 in combination with the measurement feedback arguments of Theorem 4.43. In connection with discrete-time systems, we use the combination of the observer used in (6.18) with the low-and-high-gain state feedback controller presented in (6.36). We define the following family of linear dynamic measurement feedback laws:   y x D Ay x C B1 ;2 .u/ C K y  !!Cy xy  Dy u (6.39) xy u D u C 2 .1 C ˛/F"; : u We choose the observer gain K such that A  KCy has all its eigenvalues in the origin. We have the following result. Theorem 6.13 Consider the discrete-time system (6.8) with B injective, along with the definition for the constraint operator 1 ;2 given in (6.3). Under the solvability conditions of Theorem 6.7 , there exists, for any a priori given (arbitrarily large) bounded sets X0  Rn and Z0  Rn and any  2 .0; 1/, an " > 0 such that for each " 2 .0; "  and ˛ satisfying (6.35), the interconnection of (6.8) and (6.39) is locally exponentially stable with X0  Z0  Xs  Œ1 ; 1 m contained in its basin of attraction.

Proof : The proof basically uses the same arguments as the proof of Theorem 6.10 in combination with the measurement feedback arguments of Theorem 4.46.

7 State and input constraints: Semi-global and global stabilization in admissible set

7.1 Introduction Chapter 4 considers internal stabilization of linear systems subject to control magnitude constraints, while Chap. 6 considers the same, however, with both control magnitude and rate constraints. Although such constraints on control variables occur prominently, magnitude and rate constraints on state variables are also of a major concern in many plants. Nearly every application imposes constraints on state as well as control variables. We observe that dynamic models of physical systems are often nonlinear. Linear approximations of such nonlinear systems are obviously valid only in certain constraint regions of state and control spaces. In process control, state and control constraints arise from economic necessity of operating the plants near the boundaries of feasible regions. In connection with safety issues, state and control constraints are a major concern in many plants. In certain possibly hazardous systems, such as a nuclear power plant, safety limits on some variables are often imposed. The violations of such predetermined safety measures may cause system malfunction or even damage. This implies that magnitude constraints or bounds on states must be taken as integral parts of any control system design. In the literature on internal stabilization, there have been some efforts to deal with state and input constraints utilizing the concept of positive invariant sets. Blanchini [10] gives a good overview of these efforts. The available tools presented in this line of work, however, are computationally very demanding and yield highly complex controllers. Model predictive control, which is a popular design technique for industrial processes [17, 93], also has been used to deal with constraints on states as well as inputs [95]. However, this technique is also intrinsically computationally intensive and therefore not suitable for systems with fast dynamics. Secondly, it is fundamentally a numerical tool and gives only limited insight into the structural properties and effects of constraints on a system. In recent years, we and our students focused on stabilization of linear systems with both state and control magnitude and rate constraints [124, 125, 137, 167]. The emphasis in our work has been on identifying the structural properties of linear plants under which the semi-global and global stabilization problems are solvable. Whenever the required structural properties are satisfied, design A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__7, © Springer Science+Business Media New York 2012

401

402

7 State and input constraints

methodologies for semi-global and global stabilization follow from the constructive methods of proving the obtained results. These aspects of our work distinguish us from other works dealing with state and input constraints. In this chapter, we impose constraints on both the input and state variables. Such constraints are modeled in terms of what is called a constrained output with its magnitude and rate of change (or increment in discrete-time case) required to be in some prescribed constraint sets. It follows then that the initial state of the system must also obviously be restricted since we cannot satisfy the constraints if the initial state of the system is arbitrary. For this reason, we then define what can be called as an admissible set of initial conditions which is the set of initial conditions that do not violate the constraints at the initial time. This leads us to formulate precisely both the semi-global and global stabilization problems in the admissible set. It is logical to expect that the solvability conditions as well as the design of appropriate controllers to achieve semi-global and global stabilization in the admissible set depend very much on certain innate structural properties of the given linear system along with the constrained output. Indeed, certain structural properties of the mapping from the input vector to the constrained output vector play dominant roles in dictating what kind of stabilization is feasible and what is not feasible under what conditions. This leads us to develop here a taxonomy of constraints that categorizes and as such delineates the structural properties in different directions. Such a categorization of constraints paves the architecture of our development as given in subsequent chapters.

7.2 Problem formulations In this section, we consider a general linear time-invariant system of the form, 8 ˆ <  x D Ax C Bu (7.1) ˙W y D Cy x C Dy u ˆ : z D Cz x C Dz u; where  x denotes dx dt for continuous-time case and x.k C1/ for discrete-time. We discuss next the nature of constraints we impose on state and control variables and then formulate precisely both the semi-global and global stabilization problems in the admissible set. As usual, the general linear time-invariant system we deal with has x 2 Rn as its state, u 2 Rm as its control input, and y 2 Rr as its measured output. Besides these variables, we introduce here another new variable z 2 Rp termed as constrained output. This constrained output has as its components certain control inputs and certain state variables. That is, all the control inputs and state variables that need to be constrained are collected together to form the constrained output z. We model all the prescribed constraints by imposing that the magnitude of the

7.2 Problem formulations

403

constrained output z lies in some prescribed constraint set S, and the rate of change (or increment in discrete-time case) of z lies in some other prescribed constraint set T . In this way, the constrained output z and the constraint sets S and T , as their names imply, replicate or reflect all the constraints. Thus, we consider a linear time-invariant system as depicted in the block diagram of Fig. 7.1. Without loss of generality, we assume that the matrices, !   B ; Cz Dz and Dz are surjective and injective, respectively.

Figure 7.1: Linear system with control, measurement, and constrained output shown For the system ˙ of (7.1), our interest here and in subsequent chapters is on stabilization via state as well as measurement feedback. Namely, for two a priori given sets S  Rp and T  Rp which we alluded to as constraint sets, we are interested in the stabilization of the plant ˙ subject to the requirement that the constrained output z remains in the set S, while the derivative of the constrained output z (that is, zT ) remains in the set T for continuous time or the increment z.k C 1/  z.k/ remains in the set T for k > 0 for discrete time. In particular, we will be first interested in obtaining necessary and sufficient conditions for the existence of a feedback controller that achieves such a stabilization, and then designing appropriate controllers that achieve such a stabilization. We discuss next the nature of the constraint sets S  Rp and T  Rp . In general, the constraint sets S and T when discussed in the literature are nearly always bounded and convex. In fact, typically they are hypercubes. In this book as well, we essentially make the same assumption. However, one can slightly generalize the constraint sets to a broader class of convex sets which are not necessarily bounded. This generalization is possible in the light of an observation that any convex set can be uniquely projected to a bounded convex set. Thus, we assume that S and T are only convex sets, and we make the following fundamental assumptions on the nature of these constraint sets:

Assumption 7.1 The following conditions on S and T are satisfied: (i) The sets S and T are closed, convex, and contain 0 as an interior point. (ii) S \ T is bounded.

404

7 State and input constraints

(iii) We have Cz0 Dz D 0 and S D .S \ im Cz / ˚ .S \ im Dz / T D .T \ im Cz / ˚ .T \ im Dz / : Remark 7.2 The decomposition of S and T as required in (iii) implies simply that we have constraints on states and/or inputs, and we have no mixed constraints where allowable inputs depend on the current state and conversely. As such, we observe that im Cz reflects the state constraints while im Dz reflects the input constraints. Remark 7.3 The special cases when we have only magnitude constraints or only rate constraints can be simply obtained by setting, respectively T D Rp or S D Rp . Whenever T D Rp , Assumption 7.1 simplifies as given below. Assumption 7.4 The following conditions on S are satisfied: (i) The set S is compact, convex, and contains 0 as an interior point. (ii) S is bounded. (iii) We have Cz0 Dz D 0 and S D .S \ im Cz / ˚ .S \ im Dz /. It is clear that the initial state of the system must obviously be restricted since we cannot satisfy the constraints if the initial state of the system is arbitrary. For this reason, we define an admissible set of initial conditions which is the set of initial conditions that do not violate the constraints at the initial time. It is straightforward to show that if the initial state does not belong to this set, then we can never satisfy our constraint requirements. Definition 7.5 Consider the system (7.1) along with the constraint sets S  Rp and T  Rp . We define V.S; T / WD f x0 2 Rn j 9 u0 such that Cz x0 C Dz u0 2 S; and Cz .Ax0 C Bu0 / 2 T g as the admissible set of initial conditions for continuous-time case. Similarly, we define V.S; T / WD f x 2 Rn j 9 u0 such that Cz x0 C Dz u0 2 S; and ŒCz .Ax0 C Bu0 /  Cz x0  2 T g as the admissible set of initial conditions for the discrete-time case.

7.2 Problem formulations

405

Remark 7.6 For continuous-time case, in the derivative at time 0, we might expect a term Dz u.0/ T since the derivative of the input affects the derivative of the output z. However, we can omit this term because part (iii) of Assumption 7.1 implies T 2 T if and only if Cz .Ax0 C Bu0 / 2 T and that Cz .Ax0 C Bu0 / C Dz u.0/ Dz u.0/ T 2 T . However, at time 0, we do not impose rate constraints. Due to continuity, we still need to have Cz .Ax0 C Bu0 / 2 T , but we do not need to impose a condition on the derivative of u since that need not be continuous. Similarly, for discrete-time case, in the increment at time 0, we might expect a term Dz .u.1/  u.0// since the increment of the input affects the increment of the output z. However, we can omit this term because part (iii) of Assumption 7.1 implies that Cz .Ax0 C Bu0 / C Dz .u.1/  u.0// 2 T if and only if Cz .Ax0 C Bu0 / 2 T and Dz .u.1/  u.0// 2 T . Since we can assign the input at time 0, we can trivially guarantee Dz .u.1/  u.0// 2 T and it can be omitted from the above definition.

Remark 7.7 Consider the case when there are no rate constraints, that is, when T D Rp . Then, in view of Assumption 7.1, the admissible set of initial conditions V.S; Rp / can be rewritten as V.S; Rp / WD f x0 2 Rn j Cz x0 2 Sg : We proceed now to formulate precisely the internal stabilization problems either in semi-global or global setting. In a semi-global setting, we assume that the initial conditions are in some arbitrary compact set contained in the interior of the set of admissible initial conditions, and in the global setting, we consider arbitrary initial conditions in the set of admissible initial conditions. We consider both state and measurement feedback. The following two problems pertain to state feedback controllers.

Problem 7.8 Consider the system (7.1) along with the constraint sets S  Rp and T  Rp . The semi-global stabilization in the admissible set via state feedback is to find, if possible, for any a priori given compact set W contained in the interior of V.S; T /, a state feedback (possibly nonlinear and time varying) u.t/ D f .x.t/; t/ or u.k/ D f .x.k/; k/ such that the following conditions hold: (i) The equilibrium point x D 0 of the closed-loop system is asymptotically stable with W contained in its basin of attraction. (ii) In the case of continuous-time systems, for any x0 2 W , we have z.t/ 2 S for all t  0 and zT .t/ 2 T for all t > 0. In the case of discrete-time systems, for any x0 2 W , we have z.k/ 2 S for all k > 0 and .z.k C1/z.k// 2 T for all k > 0.

406

7 State and input constraints

Problem 7.9 Consider the system (7.1) along with the constraint sets S  Rp and T  Rp . The global stabilization in the admissible set via state feedback is to find, if possible, a state feedback (possibly nonlinear and time varying) u.t/ D f .x.t/; t/ or u.k/ D f .x.k/; k/ such that the following conditions hold: (i) The equilibrium point x D 0 of the closed-loop system is asymptotically stable with V.S; T / contained in its basin of attraction. (ii) In the case of continuous-time systems, for any x0 2 V.S; T /, we have z.t/ 2 S for all t  0 and zT .t/ 2 T for all t > 0. In the case of discretetime systems, for any x0 2 V.S; T /, we have z.k/ 2 S for all k > 0 and .z.k C 1/  z.k// 2 T for all k > 0. The following two problems pertain to measurement feedback controllers.

Problem 7.10 Consider the system (7.1) along with the constraint sets S  Rp and T  Rp . The semi-global stabilization in the admissible set via measurement feedback is to find, if possible, an integer q and, for any (arbitrarily large) a priori given compact sets W contained in the interior of the set V.S; T /  Rq , a measurement feedback controller of the form, p.t/ T D `.p.t/; y.t/; t/; u.t/ D g.p.t/; y.t/; t/

p.t/ 2 Rq

(7.2)

for continuous-time case or of the form, p.k C 1/ D `.p.k/; y.k/; k/; u.k/ D g.p.k/; y.k/; k/

p.k/ 2 Rq

(7.3)

for discrete-time case, such that the following conditions hold: (i) The equilibrium point .x; p/ D .0; 0/ of the closed-loop system comprising of the given system (7.1) and either the controller (7.2) (for continuous-time case) or the controller (7.3) (for discrete-time case) is asymptotically stable with W contained in its basin of attraction. T 2 T for (ii) For any .x0 ; p0 / 2 W , we have z.t/ 2 S for all t > 0 and z.t/ all t > 0 (for continuous-time case), or for any .x0 ; p0 / 2 W , we have z.k/ 2 S for all k > 0 and .z.k C 1/  z.k// 2 T for all k > 0 (for discrete-time case).

Problem 7.11 Consider the system (7.1) along with the constraint sets S  Rp and T  Rp . The global stabilization in the admissible set via measurement

7.3 A taxonomy of constraints

407

feedback is to find, if possible, an integer q and a measurement feedback controller of the form p.t/ T D `.p.t/; y.t/; t/; u.t/ D g.p.t/; y.t/; t/

p.t/ 2 Rq

(7.4)

for continuous-time case or of the form p.k C 1/ D l.p.k/; y.k/; k/; u.k/ D g.p.k/; y.k/; k/

p.k/ 2 Rq

(7.5)

for discrete-time case, such that the following conditions hold: (i) The equilibrium point .x; p/ D .0; 0/ of the closed-loop system comprising of the given system (7.1) and either the controller (7.4) (for continuous-time case) or the controller (7.5) (for discrete-time case) is asymptotically stable with V.S; T /  Rq contained in its basin of attraction. (ii) For any .x0 ; p0 / 2 V.S; T /  Rq , we have z.t/ 2 S for all t > 0 and zT .t/ 2 T for all t > 0 (for continuous-time case), or for any .x0 ; p0 / 2 V.S; T /  Rq , we have z.k/ 2 S for all k > 0 and .z.k C 1/  z.k// 2 T for all k > 0 (for discrete-time case).

Remark 7.12 In (7.1), if Cz D 0, the above problems are referred to as inputconstrained stabilization problems, while if Dz D 0, the above problems are referred to as state-constrained stabilization problems.

7.3 A taxonomy of constraints The taxonomy of constraints described in this section emerged and evolved over a number of years from various efforts and attempts we made to solve the semiglobal and global stabilization problems for linear systems with both input and state constraints. We learned that the solvability and controller design for the above posed stabilization problems in the admissible set depend very much on the structural properties of the mapping from input u to the constrained output z of the given system (7.1). The mapping from input u to the constrained output z (denoted by ˙uz ) is characterized by the quadruple (A, B, Cz , Dz ). The taxonomy of constraints developed in this section categorizes and as such delineates the structural properties of ˙uz in three different directions, and it forms a basis in subsequent chapters for stating clearly the solvability conditions and accordingly designing appropriate stabilizing controllers. The first category in the taxonomy of constraints is based on whether the system ˙uz is right invertible or not.

408

7 State and input constraints

Definition 7.13 The constraints are said to be:  Right invertible constraints if the system ˙uz is right invertible.  Non-right-invertible constraints if the system ˙uz is non-right invertible. The following remark points out one important special case of right-invertible constraints, namely, the case of having constraints only on actuators.

Remark 7.14 Let us assume that we have both magnitude and rate constraints only on actuators, i.e., constraints only on the control variable u. For this special case, we have z D u, implying that Cz D 0 and Dz D Im . Since ˙ characterized by .A; B; 0; Im / can easily be verified to be right invertible, we note that the magnitude and rate constraints only on actuators are indeed right-invertible constraints.

Remark 7.15 In view of the above remark, it is clear that non-right-invertible constraints arise inherently due to magnitude and rate constraints on the state x. As we shall see in subsequent chapters, in order to study the posed semi-global and global stabilization problems, a further elaboration on the non-right-invertible constraints is needed.

Definition 7.16 The constraints are said to be weakly non-right invertible if the constraints are non-right invertible and are such that Cz1 im Dz  V  .˙uz / C S  .˙uz /;

(7.6)

where V  .˙uz / and S  .˙uz / are respectively the weakly unobservable subspace and the strongly controllable subspace as defined in Definition 3.22 with Cg being the entire complex plane C. If the condition (7.6) does not hold, then the constraints are said to be strongly non-right invertible.

Remark 7.17 In the SCB of ˙uz (see Theorem 3.1), the condition (7.6) is equivalent to the matrix Cb being injective. Knowing this fact will be very helpful in understanding the design methodology to be developed later on. Also, note that for the case of right-invertible constraints, we always have V  .˙uz / C S  .˙uz / D Rn ; and as such, (7.6) is always satisfied.

7.3 A taxonomy of constraints

409

The second category in the taxonomy of constraints is based on the location of the invariant zeros of the system ˙uz . Because of its importance, we specifically label the invariant zeros of the system ˙uz as the constraint invariant zeros of the plant. Definition 7.18 The invariant zeros of the system ˙uz are called the constraint invariant zeros of the plant associated with the constrained output z.

Definition 7.19 The constraints are said to be:  Minimum-phase constraints if all the constraint invariant zeros are in the open left-half complex plane C for continuous-time systems or within the unit circle C for discrete-time systems.  Weakly minimum-phase constraints if all the constraint invariant zeros are in the closed left-half complex plane C0 for continuous-time systems or within as well as on the unit circle C˝ for discrete-time systems with one restriction that at least one such constraint invariant zero is on the imaginary axis (continuous time) or on the unit circle (discrete time) and any such constraint invariant zero is simple.  Weakly non-minimum-phase constraints if all the constraint invariant zeros are in the closed left half complex plane C0 for continuous-time systems or within as well as on the unit circle C˝ for discrete-time systems, and at least one constraint invariant zero which is on the imaginary axis (continuous time) or on the unit circle (discrete time) is not simple.  Strongly non-minimum-phase constraints if one or more of the constraint invariant zeros are in the right hand complex plane CC for continuous-time systems or outside the unit circle C˚ for discrete-time systems.

Remark 7.20 Whenever we say that the constraints are at most weakly nonminimum phase, we mean that either the constraints are minimum phase, or weakly minimum phase, or weakly non-minimum phase, but not strongly nonminimum phase. The third categorization is based on the order of the infinite zeros of the system ˙uz . Because of its importance, we specifically label the infinite zeros of the system ˙uz as the constraint infinite zeros of the plant.

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7 State and input constraints

Definition 7.21 The infinite zeros of the subsystem ˙uz are called the constraint infinite zeros of the plant associated with the constrained output z.

Definition 7.22 The constraints are said to be type one constraints if the order of all constraint infinite zeros is less than or equal to one. The impact of the taxonomy of constraints as developed above in solving the posed semi-global and global stabilization problems in the admissible set is explored in subsequent chapters which clearly display what is feasible under (1) right- or non-right-invertible constraints, (2) minimum- and non-minimum-phase constraints, and (3) the type of infinite zero order.

8 Solvability conditions and design for semi-global and global stabilization in the admissible set

8.1 Introduction In Chap. 7, we formulated two important problems, (1) the semi-global stabilization problem in the admissible set and (2) the global stabilization problem in the admissible set. Moreover, based on the structural properties of the mapping from the control input to the constrained output, a taxonomy of constraints was developed there. In view of such a taxonomy, this chapter concentrates on semi-global as well as global stabilization problems in the admissible set. The nature and solvability of these stabilization problems as well as appropriate design of controllers differ profoundly for the two different cases of right and non-right-invertible constraints. Because of this, we consider here these two cases separately. In particular, we consider the case of right-invertible and non-right-invertible constraints, respectively, in Sects. 8.2 and 8.3 for continuous-time systems. Similarly, we consider the same in Sects. 8.4 and 8.5 for discrete-time systems. This chapter is primarily based on our work in [124, 125, 137].

8.2 Semi-global and global stabilization in admissible set for right-invertible constraints: continuous time In this section, for continuous-time linear system ˙ as described in (7.1), we study in detail both the semi-global and global stabilization in the admissible set as formulated in Problems 7.8 and 7.9 for state feedback and in Problems 7.10 and 7.11 for measurement feedback. We provide here the necessary and sufficient conditions for the solvability of Problems 7.8 and 7.9 and sufficient conditions for the solvability of Problem 7.10 whenever the constraints are right invertible, as defined in Definition 7.13. The global measurement feedback problem 7.11 will not be discussed in this book because the solvability conditions are extremely restrictive. Once the solvability conditions are formulated, we also develop here constructive methods of designing appropriate controllers that achieve semi-global or global stabilization as required. A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__8, © Springer Science+Business Media New York 2012

411

412

8 Semi-global and global stabilization in admissible set

We have the following theorem which is concerned with the semi-global stabilization Problem 7.8 via state feedback.

Theorem 8.1 Consider the continuous-time system ˙ as given by (7.1) and constraint sets S and T that satisfy Assumption 7.1. Assume that the constraints are right invertible. Then, the semi-global stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable if and only if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed left-half complex plane, i.e., the system ˙ has at most weakly non-minimumphase constraints. We have the following theorem which is concerned with the global stabilization Problem 7.9 via state feedback.

Theorem 8.2 Consider the continuous-time system ˙ as given by (7.1) and constraint sets S and T that satisfy Assumption 7.1. Assume that we only have amplitude constraints, i.e., T D Rp and that the constraints are right invertible. Then the global stabilization problem in the admissible set via state feedback as defined in Problem 7.9 is solvable if and only if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed left-half complex plane, i.e., the system ˙ has at most weakly non-minimumphase constraints. (iii) The constraints are of type one, i.e., the given system ˙ has no constraint infinite zeros of order greater than one.

Remark 8.3 In case of rate constraints, the above problem is an open problem. This should not be surprising since even the global stabilization problem by static state feedback with amplitude and rate constraints on the input is basically open. We now move on to the case of measurement feedback that concerns with the semi-global stabilization. We have the following theorem.

Theorem 8.4 Consider the continuous-time system ˙ as given by (7.1) and constraint sets S and T that satisfy Assumption 7.1. Assume that the constraints are

8.2 Right invertible constraints – continuous time

413

right invertible. Then, the semi-global stabilization problem in the admissible set via measurement feedback as defined in Problem 7.10 is solvable if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed left-half plane, i.e., the system ˙ has at most weakly non-minimum-phase constraints. (iii) The pair .Cy ; A/ is observable. Moreover, conditions (i) and (ii) are necessary for the solvability of the semiglobal stabilization problem in the admissible set via measurement feedback. The following remark addresses the need for condition (iii).

Remark 8.5 Some discussion regarding the condition (iii) in Theorem 8.4 is in order. Clearly, condition (iii) is sufficient but not necessary. Also, obviously, the detectability of the pair .Cy ; A/ is necessary to solve the posed problem. On the other hand, if the pair .Cy ; A/ is not observable, we can have a problem with unobservable dynamics which we cannot observe but which might result in violation of our constraints. Relaxing the condition (iii) and developing a set of necessary and sufficient conditions are not very difficult but highly technical and not that interesting. The following remark points out that the specific features of the given constraint sets S and T do not have any role in the solvability of semi-global and global stabilization in the admissible set for right-invertible constraints.

Remark 8.6 We emphasize here a fundamental aspect of solvability conditions as given by Theorems 8.1, 8.2, and 8.4, namely, that they are independent of any specific features of the given constraint sets S and T . That is, for the case of rightinvertible constraints, if the semi-global and global stabilization problems in the admissible set are solvable for some given constraint sets S and T satisfying Assumption 7.1, then such semi-global and global stabilization problems are also solvable for all constraint sets satisfying Assumption 7.1. Remark 7.14 dictates that the constraints are right invertible whenever we have constraints only on actuators. The following remark exemplifies several aspects of having constraints only on actuators.

414

8 Semi-global and global stabilization in admissible set

Remark 8.7 Consider the case when we have constraints only on actuator magnitude and rate, i.e., the case when Cz D 0. In other words, there are no state constraints, and only a subset of the input channels is subject to magnitude and rate constraints. Then, as Remark 7.14 points out, the constraints are right invertible. Also, in this case, it is straightforward to show that the constraint invariant zeros of ˙ (i.e., the invariant zeros of the system ˙ characterized by .A; B; 0; Dz /) coincide with a subset of the eigenvalues of A. This observation implies that the requirement of at most weakly non-minimum-phase constraints in Theorems 8.1, 8.2, and 8.4 is equivalent to requiring that a particular subset of eigenvalues of A lies in the closed left-half plane. Obviously, such a condition is always satisfied if we are dealing with critically unstable systems. Let us next assume that the given system ˙ is controllable via the unconstrained input channels, it is then straightforward to see that the system characterized by .A; B; 0; Dz / does not have any invariant zeros, i.e., ˙ does not have any constraint invariant zeros. Thus, for this special case, obviously, there will not be any constraints on the eigenvalues of A as can be expected. It is worthwhile to consider another special case of the above when all the input channels are subject to magnitude and rate constraints which is the case considered in Chap. 6. In this case, Cz D 0 and Dz D Im . For this special case, we observe that the admissible set of initial conditions V.S; T / is indeed Rn . Moreover, then the constraint invariant zeros of ˙ coincide with all the eigenvalues of A. As such, the requirement of at most weakly non-minimum-phase constraints in Theorems 8.1, 8.2, and 8.4 is equivalent to requiring that the given system be critically unstable. Furthermore, for this special case, it is easy to see that there are no constraint infinite zeros of order greater than 1, and hence, the condition (iii) of Theorem 8.2 is automatically satisfied. In view of the above observations, for this special case when Cz D 0 and Dz D Im , the conditions of Theorems 8.1, 8.2, and 8.4 can be restated as follows: Under the assumptions of Theorem 8.1, the necessary and sufficient conditions for semi-global stabilization via state feedback are indeed (1) .A; B/ is stabilizable and (2) all the eigenvalues of A lie in the closed left-half plane (i.e., the given system is critically unstable). Under the assumptions of Theorem 8.4, for semi-global stabilization via measurement feedback, the sufficient conditions are (1) .A; B/ is stabilizable, (2) all the eigenvalues of A lie in the closed left-half plane (i.e., the given system is critically unstable), and (3) the pair .Cy ; A/ is observable. All the above results coincide with what has been reported earlier in Chaps. 4 and 6.

Let us next recall one of the fundamental and important facts that emerged in Chap. 4. Namely, for systems with only input saturation, in general global stabilization requires nonlinear feedback laws, while semi-global stabilization can be achieved whenever it can be done by utilizing simply linear time-invariant feedback laws. Then, a question that arises naturally is whether an analogous result is valid under a broad framework of state as well as input constraints that are being considered in this chapter. The following theorem answers this question:

8.2 Right invertible constraints – continuous time

415

Theorem 8.8 Consider the continuous-time system ˙ as given by (7.1) and constraint sets S and T that satisfy Assumption 7.1. Assume that the constraints are right invertible. Then the following hold: (i) Under the condition that im Cz  T (i.e., no rate constraints on states), if a semi-global stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable, then it is also solvable via a linear time-invariant state feedback law. (ii) If im Cz 6 T (i.e., rate constraints on states are present), whenever a semiglobal stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable, in general it might not be solvable via a linear time-invariant state feedback law. That is, there exist a system ˙ as given by (7.1) and constraint sets S and T 6 im Cz that satisfy Assumption 7.1 for which the semi-global stabilization problem is solvable via a nonlinear feedback law but for which there exists no linear feedback law that solves the problem.

8.2.1 Proofs and construction of controllers The proofs of all theorems as well as construction of appropriate controllers rely on one specific decomposition of the system. This decomposition is nothing else than the decomposition related to the special coordinate basis (SCB) as presented in Chap. 3 (see Theorem 3.1). However, for the presentation of the results here, a compact form of SCB suffices and is given below. For the right-invertible constraints considered in this section, by considering the SCB for the system ˙uz characterized by the quadruple .A; B; Cz ; Dz /, one can find suitable transformation matrices s and u such that (7.1) can be rewritten in a compact form as ! ! ! ! ! xT 1 A11 x1 0 K1 0 D C u zC z xT 2 A22 x2 K2 B2 A21 ! (8.1)   x 1 z z D 0 C Dz u z; Cz;2 x2 where x1 x2

! D xz D s1 x and u z D u1 u:

Here x1 2 Rn1 and x2 2 Rn2 with n1 C n2 D n. Note that no transformation is done on the constrained output z in order to preserve the constraint sets S and T . We observe also that xa in the SCB is renamed here as x1 , xb is nonexistent for systems with right-invertible constraints, while the rest of the states xc and xd form x2 .

416

8 Semi-global and global stabilization in admissible set

We emphasize that many submatrices given in (8.1) have definite structure which we judiciously point out as the need arises. At this time, we point out z z / is strongly that the subsystem characterized by the quadruple .A22 ; B2 ; Cz;2 ; D 1 controllable and has no constraint invariant zeros. Also, there exists a matrix H z z H D 0. Moreover, the eigenvalues of A11 are such that A21 D B2 H and D equal to the constraint invariant zeros of the system ˙. We can extract from (8.1) two subsystems. The first subsystem is given by xT 1 D A11 x1 C K1 z;

x1 2 Rn1 :

(8.2)

The second subsystem extracted from (8.1) is given by u C H x1 / C K2 z; xT 2 D A22 x2 C B2 .z z z: z D Cz;2 x2 C Dz u

x2 2 Rn2 I

(8.3)

The above two subsystems (8.2) and (8.3) form the system ˙uz . However, in view of (8.1), it is important to point out that the state and input constraints exist only on the second subsystem (8.3) and there are no constraints whatsoever on subsystem (8.2). As such, the admissible set of initial conditions V.S; T / for the given system ˙ can simply be redefined as V2 .S; T / for the subsystem (8.3): V2 .S; T / D f x2;0 2 Rn2 j 9 u0 such that z0 2 S and Cz;2 .A22 x2;0 C B2 u0 C K2 z0 / 2 T g ; (8.4) z z u0 . Note that x1 has no effect on the class of admissible where z0 D Cz;2 x2;0 CD z z H being zero, initial conditions for the second subsystem since, in view of D H x1 can be exactly canceled by a suitable choice of u0 . We emphasize that the subsystem (8.2) represents the zero dynamics of the system ˙uz characterized by the quadruple (A, B, Cz , Dz ). Moreover, as mentioned above, the eigenvalues of A11 are equal to the constraint invariant zeros of the given system ˙. Both for construction of controllers and the proofs of the stated results, we use the decomposition in the two subsystems (8.2) and (8.3) as defined above. We observe clearly that we can control the first subsystem (8.2) only through z. Also, from the SCB decomposition (see Theorem 3.1), as we alluded to earlier, it follows that the second subsystem characterized by the quadruple (A22 , B2 , z z ) has no finite invariant zeros and is right invertible. This implies that we Cz;2 , D can guarantee by a suitable choice of u z that z is arbitrarily close to any desired signal as will be evident soon. Therefore, we basically design a controller in two phases:

1 Definition

3.28 discusses strong controllability.

8.2 Right invertible constraints – continuous time

417

 First, design a desired feedback for the first subsystem (8.2) using z as the (constrained) input signal such that the first subsystem exhibits a desired closed-loop behavior.  Second, design a feedback for the second subsystem (8.3) with state x2 , input u z, and output z such that (i) The output z is close to the desired feedback for the first subsystem. (ii) The output satisfies the constraints. (iii) The state x2 of the second subsystem exhibits a desirable behavior. All feedback designs here are constructed in accordance with this two-phase design. We need to discuss next what kind of initial conditions can be considered for the first subsystem (8.2). In fact, since we have no state constraints on this subsystem, we can have arbitrary initial conditions for it. Hence, we consider arbitrary initial conditions in W1 D Rn1 in the global case, while in the semi-global case we consider initial conditions in some arbitrary compact set W1 . Similarly, the initial conditions for the second subsystem must be in some set W2 . In the global case, we have W2 D V2 .S; T / using the definition in (8.4), while in the semi-global case we have W2 as an arbitrary compact set contained in the interior of V2 .S; T /. Proof of Theorem 8.1 In view of the decomposition given in (8.2) and (8.3), the following lemma is obvious: Lemma 8.9 Let the system (7.1) and constraint sets S and T be given. There exists a state feedback that solves the semi-global stabilization problem for the system (7.1) only if the system (8.2) is semi-globally stabilizable by a state feedback, i.e., for any compact set W1 , there exists a state feedback z D f .x1 / such that (i) The equilibrium point x1 D 0 of the closed-loop system is asymptotically stable with W1 contained in its basin of attraction. (ii) For any x1 .0/ 2 W1 , we have z.t/ 2 S and zT .t/ 2 T for all t > 0. Note that (8.2) is semi-globally stabilizable by a state feedback only if A11 has all its eigenvalues in the closed left-half plane. Secondly, if the given system ˙ has right-invertible constraints (the case we are considering in this section), then the eigenvalues of A11 are the constraint invariant zeros of the system, and hence the above proves necessity of Theorem 8.1. We can hence assume from now on that A11 has all its eigenvalues in the closed left-half plane. It remains to prove sufficiency of the conditions in Theorem 8.1. We prove sufficiency by

418

8 Semi-global and global stabilization in admissible set

an explicit design of a suitable controller. We begin with the design of a state feedback controller as needed for Theorem 8.1. The basic philosophy of our controller design as said earlier is as follows. We first design a suitable stabilizing controller z D f1 .x1 / for the subsystem (8.2). Next, we consider the subsystem (8.3). We need to design an input u such that the output z tracks the desired feedback for the first subsystem while avoiding constraint violation and while guaranteeing stability of the second subsystem. State feedback controller design for semi-global stabilization For the semi-global design, we need to guarantee stability for all initial conditions for the first subsystem in some compact subset W1  Rn1 and for all initial conditions of the second subsystem in a compact subset W2 where W2 is such that there exists a  2 .0; 0:5/ such that W2  .1  2/V2 .S; T /. Our design has a larger domain of attraction for smaller  but at the expense of the need for a higher feedback gain in the second subsystem. Obviously, there exists a compact z T /. We assume that S z and T still satisfy z  S such that W2  .1  /V2 .S; set S Assumption 7.1 (this is always possible). We actually design a feedback such that z for all t > 0. Because we are proving sufficiency, this restriction is z.t/ 2 S without loss of generality and enables a simplification in the proof. z and T as Assumption 7.1 enables us to decompose S z1 ; S z \ im Dz D S z2 ; z \ im Cz D S S T \ im Cz D T1 ; T \ im Dz D T2 : Step 1 (Controller design for the zero dynamics) We now focus our design for the first subsystem (8.2) while viewing z as an input variable. At first, we let z D z0 C v and rewrite subsystem (8.2) as xT 1 D A11 x1 C K1 z0 C K1 v:

(8.5)

We note that the conditions of the theorem imply that all the eigenvalues of A11 are in the closed left-half plane. As will become transparent in the design for our second subsystem, we need to choose a ı2 such that

where

x1   T1 ; ı2 S 3

(8.6)

x1 D f z1  z2 j z1 2 S z1 ; z2 2 S z1 g: S

(8.7)

x1 is bounded. Clearly, such a ı2 exists since S Our objective is to design a stabilizing feedback z0 D f .x1 / such that the equilibrium point of the closed-loop system of (8.5) and z0 D f .x1 / with v D 0 is asymptotically stable. Moreover, for all v satisfying the bound kv.t/k 6 M e ı2 t

(8.8)

8.2 Right invertible constraints – continuous time

419

for all t > 0, and for all initial conditions in some arbitrarily large but compact subset W1  Rn1 , we satisfy x1 .t/ ! 0 as t ! 1. Finally, we need to guarantee also that ı2 z  z1 ; z0 .t/ 2 .1  /S zT0 .t/ 2 1 S (8.9) 1 \ T1 2e 3 for all t > 0. Again, it will become clear in our design for our second subsystem why it is desirable to guarantee that z0 satisfies these bounds. Following the method of design given in Chap. 6, we can design such a suitable feedback law f .x1 / as a linear state feedback law as described below. Let P be the solution of the continuous-time algebraic Riccati equation, A011 P C P A11  P K1 K10 P C 2 I D 0: As discussed in Chap. 4, lim P D 0:

!0

Also, for any compact subset W1 , there exists a  such that for all  2 .0;  , we have (i) z0 D K10 P x1 is a stabilizing controller for the system (8.5) with W1 contained in the domain of attraction. (ii) (8.9) is satisfied for all t and for all v satisfying (8.8). Hence we can choose f .x1 / D F x1 D K10 P x1 for some  2 .0;   to obtain a suitable feedback for this first subsystem. In particular, (8.8) implies that Zt w .t/ WD

e .A11 CK1 F /.t / K1 v./ d

0

is uniformly bounded for  small enough. But this implies that z0 .t/ D f .x1 .t// D F x1 .t/ D F e .A11 CK1 F /.t / C F w .t/ will respect our constraints (8.9) for  sufficiently small. In the rest of the proof, we assume in fact that f is a linear function of the state as presented above. Step 2 (Controller design for the second subsystem) Our next design objective is to find a suitable input u z to the second subsystem (8.3) such that (8.8) is satisfied where v.t/ D z.t/  f .x1 .t//

420

8 Semi-global and global stabilization in admissible set

for all t > 0 and where z0 .t/ D f .x1 .t// has been designed to satisfy (8.9) z for provided v satisfies (8.8). Obviously, we must guarantee also that z.t/ 2 S all t  0 and zT .t/ 2 T for all t > 0 while assuring the stability of the resulting closed-loop system with the desired domain of attraction. At this stage, in order to proceed further with our design, we need to reveal from SCB certain finer structure of the matrices A22 , B2 , and Cz;2 . Indeed, we have: ! ! C 0 1 zz D and D A22 D Az22 C Bz2 G; B2 H D Bz2 H1 C Bz3 H2 ; Cz;2 D 0 D1



 



for some compatible matrices G, H1 , and H2 while A1 0 :: : 0

Az22 D

0 :: ::

0 :: :

As 0

0 Ac

:



ˇ0 :: : 0 Bc

Bz3 D



:

 :: :



Ai D

1

0

:: ::

:

: 0 :: : : : : 0 

0 :: : 0

C1 D

and for i D 1; 2;    ; s, 0

::

:

::

:

 :: : :: :



0

C11

;

0 :: : :: : :: :

 :: : :: : :: :

0

0  D 1

C1i

0 :: : 0

Bz2 D

;



B2;1

0

0 ::

:

::

:

0 



 0 :: :

0 :: :

0 C1s

0 0

2 Rki ki ; B2;i D

1 0

0 :: :

B2;s 0

0 :: : 0

 :: :

;

0 0

;

 0 :: : 0 0 1

;

 0 :

Here Ac and Bc are matrices of appropriate dimension such that the pair .Ac ; Bc / is controllable. In view of the above and in view of (8.21), the system of equations given in (8.3) can be rewritten as z u2 C H1 x1 C Gx2 / C Bz3 .H2 x1 C u z3 / C K2 z; xT 2 D Az22 x !2 C B2 .z ! z1 C1 x2 z D D z2 D1 u z1

(8.10)

8.2 Right invertible constraints – continuous time

421

 

with D1 invertible. Next, we partition K2 , x2 , z1 , u z2 , and f .x1 / in conformity with the partitioning of the other matrices. We have

ˇK  2;1

:: :

K2 D

; x2 D

K2;s K2;c

ˇu  2;1

u z2 D

ˇf

u2;2 :: : u2;s

1;1 .x1 /

f1 .x1 / D

x2;1 x2;2 :: : x2;s xc

ˇz  1;1

; z1 D

z1;2 :: : z1;s

;

! f1 .x1 / ; f .x1 / D ; f2 .x1 /



f1;2 .x1 / ; H1 D :: : f1;s .x1 /

H ˘ 1;1

:: : H1;s

; GD

G ˘ 1

:: : : Gs

z3 . We choose We are now ready to design u z. We will first focus on u z1 and u z3 , we choose first a matrix Fc such that the eigenvalues u z1 D D11 f2 .x1 /. To get u of Acc C Bc Fc are all at desired locations in the open left-half plane. Such a z3 D selection of Fc is possible since .Acc ; Bc / is controllable. We then choose u Fc xc  H2 x1 . We need to choose u z2 . To do so, let us study the system (8.10). By substituting z3 as chosen, we can rewrite (8.10) as for u z1 and u xT 2;i D Ai x2;i C B2;i .u2;i C H1;i x1 C Gi x2 / C K2;i z z1;i D C1i x2;i ;

(8.11)

for i D 1; 2;    ; s, and xT c D .Acc C Bc Fc /xc C K2;c z: Now our objective in designing u z2 is to guarantee that z1;i  f1;i .x1 / converges to zero exponentially while making sure that the state constraints are satisfied. To proceed further, we define functions mi;j .x/, i D 1;    ; s; j D 1;    ; ki C 1 as follows: mi;1 .x/ WD f1;i .x1 /; and for i D 1; : : : ; s; j D 2; : : : ; ki C 1,   d mi;j .x/ WD K2;i;j 1 z  ıj x2;i;j 1  mi;j 1 .x/ C mi;j 1.x/; dt

422

8 Semi-global and global stabilization in admissible set

where the parameter ıj is such that ı2 is as chosen before while ı3 > 0; : : : ; ıki C1 > 0 are to be chosen subsequently. We would like to point out that mi;j .x/ as defined above are linear functions of x. We define next certain variables, "i;j , i D 1;    ; s; j D 2;    ; ki such that "i;j .t/ WD x2;i;j  mi;j .x/: We are now ready to choose the components of u z2 , namely, u2;i , i D 1;    ; s. If ki > 1, we choose u2;i D H1;i x1  Gi x2 C mi;ki C1 .x/:

(8.12)

If ki D 1 for some i , say i D ˛, then u2;˛ is chosen as u2;˛ D H1;˛ x1  G˛ x2 C m˛;2 .x/ C "˛;2 .t/;

(8.13)

where "˛;2 .t/ is to be chosen soon. We note that if ki ¤ 1 for any i D 1;    ; s, obviously, the system (8.11) with the choice of u2;i as chosen in (8.12) results in x2;i;j .t/  mi;j .t/ ! 0 as t ! 1 for j D 1; : : : ; ki . We define next

"

1;2 .t/

˘

:: :

"2 .t/ WD

:

"s;2.t/ Let us next focus on the behavior of the constraints under the feedback laws chosen above. We observe that z2 satisfies the constraints due to the choice of u z1 . Hence we focus on z1 . We have z1 D C1 x2 .t/ D e ı2 t C1 x2 .0/ C f1 .x1 .t// e

ı2 t

Zt f1 .x1 .0// C

e ı2 .t / "2 ./d

0

  D e ı2 t C1 x2 .0/ C 1  e ı2 t f1 .x1 .t// C e ı2 t

Zt

Zt d f .x .//d  dt 1 1

0

C

e ı2 .t / "2 ./d:

0

Since z0 D f1 .x1 / satisfies (8.9), we get e

ı2 t

Zt d dt f1 .x1 .//d  0

z1 : 2 2 S

8.2 Right invertible constraints – continuous time

423

z1 and f1 .x1 .t// 2 .1  /S z1 . Therefore, if we Moreover, C1 x2 .0/ 2 .1  /S guarantee that Zt z1 ; e ı2 .t / "2 ./d  2 2 S (8.14) 0

z1 as required. then we obtain C1 x2 .t/ 2 S Next, we need to consider the rate constraint on z1 . We have zT1 D

d d C1 x2 D ı2 .C1 x2  f1 .x1 // C f1 .x1 / C "2 .t/: dt dt

(8.15)

d f1 .x1 / 2 3 T1 . Since ı2 satisfies (8.6), combined with We know from (8.9) that dt x1 , we find that ı2 .C1 x2 f1 .x1 // 2  T1 . Hence, the fact that .C1 x2 f1 .x1 // 2 S 3 d we obtain that dt C1 x2 2 T1 if we guarantee that   "2 .t/ 2 1  2 (8.16) 3 T1 :

Therefore, if we can guarantee (8.14) and (8.16), then we satisfy our constraints. We still need to show that the difference between z and f .x1 /, which is equal to the disturbance v in the first subsystem, satisfies (8.8). We have ! v1 ; vD v2 where v2 D 0, and rewriting (8.15), we get vT 1 .t/ D ı2 v1 .t/ C "2 .t/ x1 . Therefore, v satisfies (8.8) if "2 satisfies with v1 .0/ 2 S Zt

z1 : e ı2  "2 ./d  2 S

(8.17)

0

We will next consider how we can guarantee that "2 .t/ satisfies (8.14), (8.16), and (8.17). It is easy to see that these three conditions are satisfied if for all t > 0 we have   "2 .t/ 2 e ı3 t 1 

2 3

T1

for ı3 large enough. For ease of notation, we define A D f i j i D 1; : : : ; s; ki D 1 g; Ac D f i j i D 1; : : : ; s; ki > 1 g:

(8.18)

424

8 Semi-global and global stabilization in admissible set

With i 2 Ac , we have "i;2 .t/ D e ı3 t "i;2 .0/ C

Zt

e ı3 .t / "i;3 ./d 

0

with "i;3 .t/ D 0 if ki D 2. For i 2 A, we can obtain arbitrary "i;2 by choosing u2;i as in (8.13). Assume that for i 2 A, we choose "i;2 .t/ D e ı3 t "i;2 .0/

(8.19)

with "i;2.0/ still to be chosen. If we guarantee: (i) "2 .0/ 2 .1  /T1 , Zt e ı3 t "i;3./d  small enough for i with ki > 3,

(ii) 0

then (8.18) is satisfied. We will see later how, by choosing ı4 ; ı5 ;    , we can guarantee item (ii). Let us next consider item (i). We have "2 .0/ D zT1 .0/ C ı2 .z1 .0/  f1 .x1 .0/// 

d f .x .0//: dt 1 1

We have x1   T1 ı2 .z1 .0/  f1 .x1 .0/// 2 ı2 S 3 d f .x .0// dt 1 1

2 3 T1 ;

and hence, as soon as we guarantee that zT1 .0/ 2 .1  2/T1 , we know that item (i) is satisfied. However, because x2 .0/ 2 .1  2/V2 .S; T /, there exists a u.0/ such that zT1 .0/ 2 .1  2/T1 . It is easily verified that the only components of u.0/ which affect zT1 .0/ are exactly the u2;i .0/ with i 2 A which, according to (8.13), is equivalent to choosing "i;2.0/ with i 2 A appropriately. This yields a system with the desired properties, but the feedback is partially determined in open loop due to our choice in (8.19) and therefore not acceptable. Choose instead for each t, "i;2 .t/ with i 2 A to minimize the criterion: minf  j "2 .t/ 2  T1 g:

(8.20)

Note that the existence of "i;2 .t/ with i 2 A that minimize this criterion is a consequence of the fact that the set T1 is bounded. Clearly, the optimal "i;2.t/ with i 2 A becomes a function of "i;2 .t/ with i 2 Ac . But for i 2 Ac , the "i;2.t/ are a function of the state, and hence the "i;2 .t/ with i 2 A are determined according to a state feedback. Note that (8.19) is a suboptimal choice for the optimization in (8.20) yielding (8.18), and therefore we have    6 e ı3 t 1  2 3 ;

8.2 Right invertible constraints – continuous time

425

and hence, the choice for "i;2 .t/ according to the optimization is a state feedback which also satisfies (8.18). Note that in general, the dependence of "i;2 with i 2 A on the "i;2 with i 2 Ac is nonlinear. There are a few instances where we can guarantee a linear feedback. Clearly, if either the set A or the set Ac is empty, then this mapping is automatically linear since either its domain or its range is zero dimensional. Moreover, if im Cz  T , then T1 is equal to the whole space, and we get an optimal value  D 0 by choosing "i;2 .t/ D 0 for i 2 A which clearly also yields a linear feedback. Finally, we still need to choose ı4 ; ı5 ; : : :. We note that we have the following structure when ki > 2: ( "Ti;j D ıj "i;j C "i;j C1 for j D 1; : : : ; ki  1; for j D ki : "Ti;j D ıj "i;j From the above structure, it should be obvious that we can make the "i;j small by a suitable design of the ıj . We have to make sure that Zt e ı3 t "i;3 ./d 0

is small enough for those i with ki > 3. By making ı4 large enough, we can make this arbitrarily small provided that Zt e ı4 t "i;4 ./d 0

is small enough. If ki D 4, this is actually equal to zero, and otherwise, we can use a similar argument to make this small enough by choosing ı5 large enough. In this way, we can recursively determine ı4 ; ı5 ; : : : ; ıki C1 . Finally, note that all the "i;j .t/ converge to zero exponentially, and therefore, for i D 2, this implies that "i;2 .t/ converges to zero exponentially, and hence, the difference between xi;1 and f1;i .x1 / converges to zero exponentially. Since f1 .x1 / also converges to zero exponentially, we find that xi;1 converges to zero exponentially. This also implies that z converges to zero exponentially. Moreover, it implies that mi;2.x/ converges to zero exponentially. Similarly, since "i;3 .t/ converges to zero exponentially, we have the difference between xi;1 and mi;2 .x/ converging to zero exponentially. Hence, if ki > 1, mi;2 .x/ converges to zero exponentially, and we find that xi;2 converges to zero exponentially. As before, this also implies that mi;3 .x1 / converges to zero exponentially. Continuing with this recursive argument, we find that all states converge to zero exponentially, and therefore, the constructed feedback has the desired attractivity as well as stability.

426

8 Semi-global and global stabilization in admissible set

Proof of Theorem 8.2 We first show that the conditions of Theorem 8.2 are necessary. The necessity of condition (i) of Theorem 8.2 is trivial. As in the semi-global case, the necessity of condition (ii) of Theorem 8.2 is a consequence of the results obtained in Chap. 4 and the following lemma which is a direct consequence of the decomposition given in (8.2) and (8.3). Lemma 8.10 Let the system (7.1) and constraint sets S and T D Rp be given. There exists a state feedback that solves the global stabilization problem for the system (7.1) only if the system (8.2) is globally stabilizable by a state feedback z D f .x1 /, i.e., (i) The equilibrium point x1 D 0 of the closed-loop system is globally asymptotically stable. (ii) For any initial condition, we have z.t/ 2 S for all t > 0. In order to complete the proof that the conditions of Theorem 8.2 are necessary, we need to prove the following lemma which states that condition (iii) is also a necessary condition for the solvability of Problem 7.9. Lemma 8.11 Consider the system ˙ as given by (7.1). Let the assumptions of Theorem 8.2 be satisfied. Then, the global stabilization problem as defined in Problem 7.9 is solvable only if the given system has no constraint infinite zeros of order greater than one. Proof : First, note that, since the system is right invertible, having no infinite zeros of order greater than one is equivalent to .Cz B Dz / being surjective. Therefore, if the system has infinite zeros of order greater than one, then there exists a vector c ¤ 0 such that c 0 Dz D 0 and c 0 Cz B D 0. Let z0 2 S be such that hz; ci 6 hz0 ; ci for all z 2 S. Since S is convex as well as compact, such a z0 always exists. Next, because the given system has right-invertible constraints, there exist x such that the output z satisfies z.0/ D z0 initial condition x0 and input function u and zT .0/ D c, i.e., z0 D Cz x0 C Dz u x.0/ 2 S: Clearly, x0 2 V.S; Rp /. But if we start at time 0 in x0 , then we have for any input signal u hc; z.0/i D hc; Cz x0 i D hc; z0 i; d hc; z.t/i j t D0 dt

D hc; Cz Ax0 i D hc; ci > 0:

Therefore, hc; z.t/i > hc; z0 i for small t > 0 and for any input u. By definition of z0 , this implies that z.t/ 62 S for small t > 0 and for any input u. Therefore, there

8.2 Right invertible constraints – continuous time

427

exist initial conditions in V.S; Rp / which cannot be stabilized without violating our constraints which yields the required contradiction. This establishes the necessity of our conditions. The next step is to prove sufficiency by explicitly designing a suitable feedback. Before we do so, in view of SCB, we need to recall a finer structure of (8.1), namely, ! !   C1 0 0 0 zz D ; D ; B2 D 0 Bz2 Bz3 ; (8.21) Cz;2 D 0 D1 0 0 with D1 invertible. Since we have no constraint infinite zeros of order greater than 1, we have the additional structure that C1 Bz2 is invertible. Also, we decompose u z and z to be compatible with the above: ! u z1 z1 ; and u zD u (8.22) zD z2 : z2 u z3 We observe that the assumptions on the set S guarantees that we can decompose the set S compatible with the decomposition of z:

 

S D S1  S 2 ;

(8.23)

such that z 2 S if and only if z1 2 S1 and z2 2 S2 . State feedback controller design for global stabilization For the design for the first subsystem, we choose an input z which satisfies the constraints such that z.t/ 2 .1 z/S where the parameter z 2 .0; 1/. By choosing z close to 1, we have limited control effort for the first subsystem, but in our design for u z to track the desired output z, we have more flexibility. Conversely, choosing z small gives us more control effort for the first subsystem, but in our design for u z, we need to track the desired output z quite accurately. Based on these arguments, we fix the parameter z 2 .0; 1/. We now focus our design for the first subsystem (8.2) while viewing z as an input variable. At first, we let z D z0 C v and rewrite subsystem (8.2) as xT 1 D A11 x1 C K1 z0 C K1 v:

(8.24)

We note that the conditions of the theorem imply that all the eigenvalues of A11 are in the closed left-half plane. Next, we would like to construct a state feedback law z0 D f .x1 / such that it satisfies the constraints z0 .t/ 2 .1  z/S for all t > 0 while rendering the zero equilibrium point of the closed-loop system of (8.24) and z0 D f .x1 / globally attractive (i.e., x1 .t/ ! 0 as t ! 1) in the presence of signals v satisfying the bound kv.t/k 6 M e ıt

(8.25)

for some M > 0. Moreover, the feedback law z0 D f .x1 / should render the zero equilibrium point of the closed-loop system when v D 0 locally exponentially

428

8 Semi-global and global stabilization in admissible set

stable. Such a nonlinear feedback law z0 D f .x1 / can be obtained from the adaptive-low-gain design based on the H1 ARE as discussed in Chap. 4. Note that the effect of the exponentially decaying signal v can then be handled in the same way as the effect of the exponentially decaying observer error e in the proof of Theorem 4.53. Next, we consider the second subsystem, namely, (8.3). The main design objective is to find a suitable input u z to the second subsystem (8.3) such that for any initial condition in W2 of the first subsystem (8.3) and for any initial condition of the second subsystem (8.2), we have kz.t/  f .x1 .t//k 6 M e ıt

(8.26)

for all t > 0 and for any function f satisfying f .x1 .t// 2 .1  z/S for all t > 0. Obviously, we must also guarantee that z.t/ 2 S for all t > 0. To proceed further, let us next partition f .x1 / to be compatible with the partitioning of z: ! f1 .x1 / : f .x1 / D f2 .x1 / We are now ready to construct the required feedback laws for u z. Our objective in designing it is to guarantee that v WD u z f .x1 / satisfies (8.25) while z satisfies the constraints. Knowing the properties of SCB, it can be shown that one can choose z1 and u z2 and output z is u z3 D F x2 such that the system (8.1) with inputs u invertible and moreover, the additional invariant zeros introduced by the feedback u z3 D F x2 are placed in a desired location in the open left-half plane. With this choice of u z3 , we obtain z1 D C1 x2 ; z2 D D1 u z1 ; z2 : zT1 D C1 .B2 H x1 C Bz2 Gx2 C Bz3 F x2 C K2 z/ C C1 Bz2 u Then choose the feedback laws, u z1 D D11 f2 .x1 /;  u z2 D .C1 Bz2 /1 C1 .B2 H x1 C Bz2 Gx2 C Bz3 F x2 C K2 z/  ı .z1  f1 .x1 // C .1  e ıt /

 d f1 .x1 .t// ; dt

where ı > 0 is a positive constant. We emphasize that the above feedback laws are time-varying nonlinear state feedback laws. These feedback laws guarantee that z2 D f2 .x1 / and that z1 .t/ ! f1 .x1 .t// as t ! 1 for all initial conditions in the set of admissible set of initial conditions V.S; T /. We show next that z1

8.2 Right invertible constraints – continuous time

429

and z2 with the above feedback laws satisfy all the constraints. We observe first d that f .x1 / 2 S and dt f .x1 / 2 Tz which guarantees that z2 D f2 .x1 / 2 S2 and d zT2 D dt f2 .x1 / 2 Tz2 . This implies that z2 satisfies all the constraints. We focus next on showing that z1 satisfies all the constraints, i.e., z1 .t/ 2 S1 and zT1 .t/ 2 Tz1 for all t > 0. We have zT1 .t/ D ı .z1 .t/  f1 .x1 .t/// C .1  e ıt /

d f1 .x1 .t//: dt

(8.27)

Integrating this equation, we obtain, z1 .t/ D e ıt z1 .0/ C .1  e ıt /f1 .x1 .t//:

(8.28)

Since f1 .x1 / 2 S1 and z1 .0/ 2 S1 , we find, using the convexity of S1 , that z1 .t/ 2 S1 . Note that v1 .t/ D z1 .t/  f1 .x1 .t// satisfies according to (8.28): x1 v1 .t/ D e ıt z1 .0/  e ıt f1 .x1 .t// 2 e ıt S for any t > 0, and hence, the error signal v D z  f .x1 / satisfies kv.t/k 6 M e ıt for all t > 0 where M is some positive constant. This immediately shows that, for all initial conditions in V.S; Rp /, x1 .t/ ! 0 as t ! 1 which in turn guarantees that z.t/ ! 0 as t ! 1. Moreover, it is straightforward to show that x2 .t/ ! 0 as t ! 1 for all initial conditions in V.S; Rp /. Thus, we conclude that the zero equilibrium point of the closed-loop system is attractive for all initial conditions in V.S; Rp /. Finally, it is obvious that the zero equilibrium point of the closed-loop system is locally asymptotically stable. This concludes our proof. Proof of Theorem 8.8 : The first statement of Theorem 8.8 follows from Theorem 8.1. The second statement follows from the following counterexample. Consider the system



xT D

0 0 0 1 0 0 0

˙0 zD

0 0 0

0 0 0 0 1 0 0 0 0 0 0

0 0 0 0 0 1 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 3 0 3=2 3=2 3 3 0 0 0 0 3 1 0 0 0

0 1 0 0

0 0 1 0



0 0 x 0 1

˘ 

0 0 0 0 0 0 0

xC

1 0 0 0 0 0 0

0 1 0 0 0 0 0

0 0 1 0 0 0 0

0 0 0 1 1 1 1

˘

u;

430

8 Semi-global and global stabilization in admissible set

with no magnitude constraints; however, the rate constraint T is given by T D f z 2 R4 j kzk1 < 3 g:

˘  ˘  ˘  ˘

Consider the following four possible initial conditions:

x1 D

0 0 0 1 1 1 0

;

x2 D

0 0 0 1 1 1 0

;

x3 D

0 0 0 1 1 1 0

;

x4 D

0 0 0 1 1 1 0

:

These initial conditions are all feasible. But in order to satisfy the rate constraint at time 0, we see that u4 .0/ must be equal to 0; 0; 0, and 3 for x.0/ D x1 ; x.0/ D x2 ; x.0/ D x3 , and x.0/ D x4 , respectively. One can show easily that this can, however, never be done via a linear feedback. Note that this also excludes solvability of the semi-global problem by linear feedback because that still requires that for initial conditions close to x1 , we must have u.0/ close to 0, and similarly for the other three initial conditions. This is not possible with arbitrary accuracy with a linear feedback. It remains to show that we can solve the semi-global stabilization problem for this system. This is, however, a direct consequence of Theorem 8.1. Note that the constructed system has no finite constraint invariant zeros. Finally, that we can find a linear feedback in case rate constraints are not present is clear from the construction of a controller in the proof of Theorem 8.1.

Proof of Theorem 8.4 : It remains to prove Theorem 8.4. This is straightforward given the solution of the state feedback problem. We have a solution for the measurement feedback case for input rate and amplitude saturation in Chap. 6. Basically by exploiting the fact that we have a bounded input, we can find t0 > 0 small such that x.t0 / is bounded away from the boundary of V.S; T / since we start at time 0 in the interior of V.S; T /. This t0 is independent of the input signal and only exploits some upper bound on the size of the input. Next, since the system is observable, we can find for any arbitrarily small and arbitrarily large

an observer such that ky x .t/  x.t/k < e  t for all t > t0 . If we then start our design at time t0 with the same state feedback as before but with x replaced by xy, then it is easy to check that this will yield stability provided is small enough and is large enough.

8.3 Non-right invertible constraints – continuous time

431

8.3 Semi-global and global stabilization in admissible set for non-right-invertible constraints: continuous time For continuous-time systems subject to right-invertible constraints, Sect. 8.2 considers both semi-global and global stabilization in the admissible set. In this section, we consider the same, however, for non-right-invertible constraints. It is worth to recall here that non-right-invertible constraints arise inherently due to state constraints as Remark 7.15 points out. It is clearly evident from Sect. 8.2 that, for right-invertible constraints, if a stabilization problem is solvable for a pair of constraint sets S and T satisfying Assumption 7.1, the same stabilization problem is solvable for any pair of constraint sets S and T satisfying Assumption 7.1 irrespective of their shape. In general this is not so for non-right-invertible constraints. This adds a layer of complexity and renders the case of non-right-invertible constraints profoundly different from the case of right-invertible constraints. Because of such complexity, we need to examine carefully the posed semi-global and global stabilization problems based on the type of constraint sets S and T that are prescribed, that is, whether we need stabilization results for fixed sets S and T or for all sets S and T , etc. In this section, at first, for a given pair of constraint sets S and T that satisfy Assumption 7.1, we present the necessary and sufficient conditions under which semi-global stabilization is solvable for non-right-invertible constraints. Such conditions depend on the shape of the given pair of constraint sets S and T . Such a dependence gives rise to two important questions that need to be answered. Suppose we consider strengthened versions of Problems 7.8–7.11 in which all possible pairs of constraint sets S and T that satisfy Assumption 7.1 are considered. Then, the first question that needs to be answered is this. Given a system ˙ with non-right-invertible constraints, for such a ˙, what are the solvability conditions for such enhanced stabilization Problems 7.8–7.11 in which all possible pairs of constraint sets S and T that satisfy Assumption 7.1 are considered instead of just one given pair of constraint sets S and T ? The second important question that needs to be answered is this. Given a system ˙ with non-right-invertible constraints, for such a ˙, does there exist a pair of constraint sets S and T that satisfy Assumption 7.1 for which semi-global and global stabilization problems as formally formulated in Problems 7.8–7.11 are solvable? Answers to both of the above questions will definitely shed light on the complexities involved with non-right-invertible constraints. Section 8.3.1 answers these questions. In this section, we often focus only on amplitude constraints on the constrained output as expressed by z.t/ 2 S for all t > 0. To proceed with our development, we need to recall the SCB of the system ˙uz characterized by the quadruple .A; B; Cz ; Dz /. Consider the state, input, and constrained output transformation matrices, s , u , and z , and let

432

8 Semi-global and global stabilization in admissible set

x D s xx; u D u u x; and z D z x z so that ˙uz is in its SCB as given by Theorem 3.1. That is, 8 ˆ z ˆ xT a D Aaa xa C Ka x ˆ ˆ ˆ xT b D Abb xb C Kb x z ˆ ˆ ˆ ˆ ˆ xT c D Acc xc C Bc .uc C Ha xa / C Kc x z ˆ ˆ ˆ < xT D A x C B .u C G xx/ C K x d dd d d d dz xW ˙ ˆ x x C D u x y D C y y ˆ ˆ ˆ ˆ ˆ z Cb xb b ˆ ˆ ˆ ˆ z D z0 D ; u0 ˆ x ˆ ˆ : zd Cd xd

  

˙x 

where

u 

a

xb xc xd

xx D



z 

0

;

u xD

uc ; ud

(8.29)

0

zx D

zb ; zd

x D T 1 S and G xx D Ga xa CGb xb CGc xc CGd xd . We define the constraint set S z x so that under the SCB for ˙uz , we have x z .t/ 2 S; 8 t > 0. Because of its x consisting of the state variables xa importance, we extract a subsystem from ˙ and xb : 8 xT a D Aaa xa C Kab Cb xb C Ka2  ˆ ˆ ˆ < xT D .A C K C / x C K  b bb! bb b ! b b2 (8.30) ˙1 W ˆ C 0 b ˆ ˆ xb C z D ; : x 0 I where in the first two equations we rewrote zx in terms of Cb xb and . One can view  as the input and x z as the output of this subsystem. Apparently, both the input and output are constrained. We let xab D .xa0 ; xb0 /0 2 Rn1 and xcd D .xc0 ; xd0 /0 2 Rnn1 , where n1 D na C nb . The admissible set for ˙1 is defined by x D Rna ˚ Vb .S/; x Vab .S/ where

( x WD Vb .S/

xb 2 R

nb

Cb xb j 9  such that 

!

) x 2S :

(8.31)

x basically represents the admissible set of the subsystem of ˙1 obHere Vb .S/ tained by leaving out the zero dynamics. For semi-global stabilization with non-right-invertible constraints, a characterx is crucial. For this purpose, ization of the boundary of the admissible set Vb .S/

8.3 Non-right invertible constraints – continuous time

433

x (the boundary of Vb .S/), x the set of normals to this we define for any  2 @Vb .S/ convex set (for further properties of this set, see [119]). Let ˚  x ; (8.32) N./ WD 2 Rnb j k k D 1 and h 0  ; i 6 0; 8  0 2 Vb .S/ and n

T ./ WD  2 R

nb

Cb  j  D Azb  C Kb2  with 

! x 2S

o and h; i 6 0; 8 2 N./ ;

(8.33)

where Azb D Abb C Kbb Cb . Note that N./ is the normalized normal vectors at x By corollary 11.6.1 in [119], this set is guaranteed the boundary point  of Vb .S/. to be nonempty. On the other hand, T ./ is the collection of directions at the x remains invariant under boundary point  along which the admissible set Vb .S/ the dynamics of ˙1 . We have the following theorem which is concerned with the semi-global stabilization Problem 7.8 via state feedback.

Theorem 8.12 Consider the continuous-time system ˙ as given by (7.1) and constraint set S that satisfies Assumption 7.1. Suppose the system ˙uz is represented in its SCB. Then, the semi-global stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable if and only if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed left-half complex plane, i.e., the system ˙ has at most weakly non-minimumphase constraints. (iii) The constraints are either right invertible or weakly non-right invertible.2 (iv) If the constraints are weakly non-right invertible, then the set T ./ is nonx empty for all  2 @Vb .S/. We note that the constraint sets for most systems are polyhedral. In this case, the necessary and sufficient conditions stated in Theorem 8.12 can be simplified, that is, we only need to check a finite number of corner points for the condition (iv) of Theorem 8.12.

2 Weakly

non-right-invertible constraints are defined in Definition 7.16.

434

8 Semi-global and global stabilization in admissible set

Theorem 8.13 Let the assumptions stated in Theorem 8.12 hold and moreover assume that the constraint set S is polyhedral. Then we have: x is also polyhedral; moreover, it has no more corner points (i) The set Vb .S/ x than the set S. x provided that T ./ is nonempty for (ii) T ./ is nonempty for all  2 @Vb .S/ x all corner points of Vb .S/. We now move on to the case of measurement feedback that concerns with the semi-global stabilization. We have the following theorem.

Theorem 8.14 Let the assumptions stated in Theorem 8.12 hold. Then, the semiglobal stabilization via measurement feedback problem is solvable if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed left-half complex plane, i.e., the system ˙ has at most weakly non-minimumphase constraints. (iii) The constraints are either right invertible or weakly non-right invertible. (iv) If the constraints are not right invertible, then the set T ./ is nonempty for x all  2 @Vb .S/. (v) The pair .Cy ; A/ is observable. Moreover, the first four conditions are necessary.

Remark 8.15 We observe that for semi-global stabilization, the conditions for the case of right-invertible constraints remain necessary even for the case of non-right-invertible constraints. However, these conditions by themselves are no longer sufficient. In fact, as seen above, an intricate set of additional conditions are required.

Proofs and construction of controllers We proceed now to prove Theorems 8.12–8.14 and to construct appropriate controllers. We first need some definitions. We will be dealing extensively with recoverable regions or sets and their computation in Chap. 9; however, at this time, the following definition will enhance our presentation.

8.3 Non-right invertible constraints – continuous time

435

Definition 8.16 Let a system ˙ as in (7.1) and a constraint set S that satisfies Assumption 7.1 be given. Then, the recoverable region R.˙; S/ is defined to be the set of all initial states x.0/ in the set of admissible initial conditions V.S/ (where V.S/ D V.S; Rp /) for which there exists a control input u such that x.t/ ! 0 as t ! 1 while z.t/ 2 S for all t > 0. For brevity, it is beneficial to define the domain of attraction Rf .˙; S/ of a given system ˙ with a feedback control law u D f .x; t/.

Definition 8.17 Let a system ˙ as in (7.1) and a constraint set S that satisfies Assumption 7.1 be given. Assume u D f .x; t/ is a control law for the system ˙. The domain of attraction Rf .˙; S/ is defined to be the set of all x.0/ 2 Rn such that the state trajectory of the closed-loop system satisfies x.t/ ! 0 as t ! 1 while z.t/ 2 S for all t > 0. In this case, we say that the controller f achieves the domain of attraction Rf .˙; S/. We present next a reduction procedure that reduces the posed stabilization of the given system ˙ to that of a lower order system having a special structure. Then, we establish semi-global stabilization for the reduced system. Reduction of the stabilization problem We first establish a relationship between the semi-global stabilization of the original system ˙ and that of the subsystem ˙1 in (8.30). Let ˘ab be the projection operator from Rn to Rn1 containing states xa and xb . We have the following result.

Theorem 8.18 Let the given system ˙ as in (7.1) satisfy Assumption 7.1. Suppose the system ˙uz is represented in its SCB. Then we have: x given in (8.29) (i) If u x D f .x x / is a stabilizing control law for the system ˙ x then, for any z 2 Œ0; 1/, there is x ; S/, with the domain of attraction Rf .˙ a control law  D f1 .xab / for the system ˙1 such that n o x  Rf1 .˙1 ; S/: x x S/ ˘ab zRf .˙; (8.34) (ii) If  D f1 .xab / is a stabilizing law for the system ˙1 with the domain of x then for any z 2 Œ0; 1/, there is a stabilizing law attraction Rf1 .˙1 ; S/, x such that u x D f .x x / for the system ˙ n o x  ˘ab Rf .˙ x : x ; S/ zRf1 .˙1 ; S/ (8.35)

436

8 Semi-global and global stabilization in admissible set

For the proof of this theorem, we need to recall the following important result from [167] which is a consequence of Theorem 9.18 which will be presented in the next chapter. Lemma 8.19 Let the given system ˙ in (7.1) satisfy Assumption 7.1. Assume that there exists a state feedback f (discontinuous or dynamic) with a domain of attraction Rf .˙; S/. Then, for any z 2 Œ0; 1/, there exists a globally Lipschitz static controller g such that zRf .˙; S/  Rg .˙; S/ while guaranteeing uniform exponential convergence to the origin for all initial conditions in the set zRf .˙; S/.

Proof of Theorem 8.18 : The proof is carried out assuming that ˙uz is in its x with a domain of attraction SCB. Let u x D f .x x / be a stabilizing controller for ˙ f x x R .˙ ; S/. If we view the following dynamics 8 xT c D Acc xc C Bc .uc C Ha xa / C Kc x z ˆ ˆ ˆ < xT D A x C B .u C G xx/ C K x d d d !d d !d ! dz ˙F W (8.36) ˆ z I 0 0 ˆ ˆ  WD u0 D xd C : 0 Cd zd with input xa and xb and output  as a controller for the subsystem ˙1 , it is obvious that this controller is stabilizing and achieves a domain of attraction x By Lemma 8.19, there is a static controller f1 which achieves a dox ; S/. R f .˙ main of attraction satisfying (8.34). This proves part (i). x be Conversely, let a controller for ˙1 with a domain of attraction Rf1 .˙1 ; S/ given. Then, according to Lemma 8.19, we can get a globally Lipschitz controller for ˙1 that achieves exponential stability and achieves a domain of attraction x for any z1 2 .z containing z1 Rf1 .˙1 ; S/ ; 1/. If we add a disturbance to the system, 8 xT a D Aaa xa C Kab Cb xb C Ka2 . C d / ˆ ˆ ˆ < xT D .A C K C / x C K . C d / b bb! bb b ! b b2 ˙1d W (8.37) ˆ 0 C b ˆ ˆ xb C ; z D : x 0 I with d satisfying kd.t/k 6 M e  t for all t > 0, then the fact that the controller achieves exponential stability guarantees that for  large enough we have, for x with z2 2 .z ; z1 /, that the constraints are all initial conditions in z2 Rf1 .˙1 ; S/ satisfied for all time and the state converges to zero as time tends to infinity. Given a controller for ˙1 which can handle exponentially decaying disturx the technique used bances and achieves a domain of attraction z2 Rf1 .˙1 ; S/,

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in Step 2 on page 419 gives an explicit design for the full system with a domain of attraction satisfying (8.35). Theorem 8.18 leads to the following corollary immediately. Corollary 8.20 Let the given system ˙ in (7.1) satisfy Assumption 7.1. Suppose the system ˙uz is represented in its SCB. Then the system ˙ is semi-globally stabilizable if and only if the system ˙1 is semi-globally stabilizable. In view of the above corollary, the semi-global stabilization problem of system ˙ can be studied by that of subsystem ˙1 . We pursue below a further reduction of subsystem ˙1 under the condition that the constraints are at most weakly nonminimum phase. For this purpose, we extract the following subsystem from ˙1 , 8 / xb C Kb2 ; ˆ < xT b D .Abb!C Kbb Cb ! (8.38) ˙b W 0 Cb ˆ xb C  z D : x 0 I which contains only the dynamics of xb . Analogously, we can establish a connection between the semi-global stabilization of the subsystems ˙1 and ˙b . Let ˘b be the projection operator from Rn1 to Rnb containing only state xb . We have the following result. Theorem 8.21 Let the given system ˙ in (7.1) satisfy Assumption 7.1 and the system ˙uz be represented in its SCB. Assume that the constraints are non-right invertible and at most weakly non-minimum phase. Then (i) If  D f .xab / is a stabilizing controller for the system ˙1 with a domain x then for any z 2 Œ0; 1/, there is a stabilizing of attraction Rf .˙1 ; S/, controller  D fb .xb / for the system ˙b such that n o x  Rfb .˙b ; S/: x ˘b zRf .˙1 ; S/ (8.39) (ii) If  D fb .xb / is a stabilizing controller for the system ˙b with a domain x then for any z 2 Œ0; 1/ and any compact set of attraction Rfb .˙b ; S/, na Ka  R , there is a stabilizing controller  D f .xab / for the system ˙1 such that x  Rf .˙1 ; S/: x (8.40) Ka  zRfb .˙b ; S/ Proof : The proof of part (i) is similar to that of part (i) of Theorem 8.18. Given a stabilizing controller  D f .xab / for ˙1 which achieves a domain of attraction x the following dynamics Rf .˙1 ; S/, n ˙a W xT a D Aaa xa C Kab Cb xb C Ka2 ; (8.41)

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8 Semi-global and global stabilization in admissible set

where  D f .xab /, can be viewed as a dynamic controller for ˙b . This x We can controller is stabilizing and achieves a domain of attraction Rf .˙1 ; S/. find a static controller to achieve a domain of attraction satisfying (8.39) according to Lemma 8.19. Conversely, given a controller  D fb .xb / for ˙b which achieves a domain of x according to Lemma 8.19, we can get a globally Lipschitz attraction Rfb .˙b ; S/, x controller  D fb .xb / for ˙b that achieves exponential stability with a domain of x Therefore, we have attraction containing zRfb .˙b ; S/. kxb .t/k 6 M e "t kxb .0/k :

(8.42)

Next, let P0 be the semi-stabilizing solution of the algebraic Riccati equation, A00 P0 C P0 A0  P0 B0 B00 P0 C C00 C0 D 0; where Aaa A0 D 0

! Kab Cb ; Azb

! Ka2 B0 D ; Kb2

It is clear to see that P0

xa 0

  C0 D 0 Cb :

! D0

(8.43)

for all xa 2 Rna . Let c>0 be such that for all  2 V0 .c/ WD f 2 Rn1 j  0 P0 6 cg, ! C0 x  2 S=3: B00 P0 Equations (8.42) and (8.43) together imply that with the feedback  D fxb .xb / x we there exists a T > 0 such that for all initial conditions in the set zRf1 .˙1 ; S/ have ! xa .T / 2 V0 .c/: (8.44) xb .T / Furthermore, for all initial conditions ! xa .0/ x 2 Ka  zRfb .˙b ; S/; xb .0/ there exists a compact set M  Ka such that xa .T / 2 M. Define P" as the stabilizing solution of the algebraic Riccati equation, A00 P" C P" A0  P" B0 B00 P" C C00 C0 C "I D 0: We have P" ! P0 as " ! 0. Let V" .c/ WD f 2 Rn1 j  0 P"  6 cg. Then (8.44) and xa .T / 2 M with M compact implies that there exists an " > 0 such that the

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x state is in the set 2V" .c/ at time T for any initial condition in Ka  zRfb .˙b ; S/. Moreover, for " small enough, it holds that ! C0 x 2S B00 P" for any initial condition  2 2V" .c/. Let  D B00 P"  be the feedback for  2 2V" .c/, which is an asymptotically stabilizing law for the system ˙1 . Moreover, this feedback makes the set 2V" .c/ invariant thus, the set 2V" .c/ is in the domain of attraction. Consequently, we have constructed a composite controller, ( xab 62 2V" .c/; fx.xb /;  D f .xab / WD 0 xab 2 2V" .c/; B0 P" xab ; with its domain of attraction satisfying (8.40). The following corollaries are direct consequences of Theorems 8.18 and 8.21.

Corollary 8.22 Let the given system ˙ in (7.1) satisfy Assumption 7.1. Suppose xb the projection from xx the system ˙uz is represented in its SCB. Denote by ˘ to xb . Assume that the constraints are at most weakly non-minimum phase and non-right invertible. Then x with a domain of at(i) If  D f .x x / is a stabilizing controller for the system ˙ x then for any z 2 Œ0; 1/, there is a stabilizing controller x S/, traction Rf .˙;  D fb .xb / for the system ˙b such that o n x  Rfb .˙b ; S/: x x S/ xb zRf .˙; (8.45) ˘ (ii) If  D fb .xb / is a stabilizing controller for the system ˙b with a domain x then for any z 2 Œ0; 1/, there is a stabilizing of attraction Rfb .˙b ; S/, x such that controller  D f .x x / for the system ˙ o n x ˘ x : x b R f .˙ x ; S/ (8.46) zRfb .˙b ; S/

Corollary 8.23 Let the given system ˙ in (7.1) satisfy Assumption 7.1. Suppose the system ˙uz is represented in its SCB. Then the system ˙ is semi-globally stabilizable if and only if the system ˙b is semi-globally stabilizable. In summary, if the constraints are at most weakly non-minimum phase and non-right invertible, whether or not the semi-global stabilization of ˙ is possible is determined by the subsystem ˙b .

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8 Semi-global and global stabilization in admissible set

Semi-global stabilization of ˙b We proceed now to semi-globally stabilize ˙b . We first establish an auxiliary lemma.

Lemma 8.24 Consider a strictly proper linear time-invariant system ( xT D Ax C Bu z D Cx which is left invertible with no invariant zeros in C [ C0 and subject to the constraint ! z 2B u for all t > 0 with B compact, convex, and containing a neighborhood of 0. Then the recoverable set for this system is bounded.

Proof : If all the eigenvalues of A are in the open right-half plane, then due to the fact that the input is bounded, the recoverable set is bounded. Otherwise, in a suitable basis, the system can be written as ! ! ! xu Bu 0 Txx D Au C u xs Bs 0 As !  x  u z D Cu ; Cs xs where the eigenvalues of Au are antistable and the eigenvalues of As are in the closed left-half plane. Since the system is assumed left invertible, all unobservable eigenvalues are invariant zeros. Since there are no stable invariant zeros, we find that .Cs ; As / is observable. Obviously, xu must be bounded by the same reason stated at the beginning. On the other hand, xs has to be bounded as well. This follows from Zt As t z.t/ D Cu xu .t/ C Cs e xs0 C Cs e As .t / Bs u./d: 0

If xs0 is unbounded, then there exists a xs0 such that the above equation fails to hold because all other terms z.t/, xu .t/ and the integral are bounded and .Cs ; As / is observable. It follows from Lemma 8.24 that the recoverable set of ˙b is bounded because ˙b is left invertible and has no invariant zeros in the closed left-half plane.

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A necessary and sufficient condition for semi-global stabilization is that the closure of the recoverable set is equal to the closure of the admissible set. Hence, a necessary condition for semi-global stabilization of ˙b is that the admissible set is bounded. This requires that Cb be injective since all the components of xb have to be constrained. We obtain the following lemma.

Lemma 8.25 Let the given system ˙ in (7.1) satisfy Assumption 7.1. Suppose the system ˙uz is represented in its SCB. If the system ˙b is semi-globally stabilizable, then Cb is injective, i.e., (7.6) holds. The next lemma gives a necessary and sufficient condition for the semi-global stabilization of the system ˙b .

Lemma 8.26 Semi-global stabilization for the system ˙b given by (8.38) is posx the set T ./ defined in (8.33) sible only if Cb is injective and for all  2 @Vb .S/, is nonempty. On the other hand, semi-global stabilization for the system ˙b given by (8.38) x is polytopic and defined by is possible if additionally S x D f xb j Lxb 6 c componentwise g; S where L has rows Li and c has elements such that if for any row Li we have Li Kb2 D 0, then we have x with Li xb D ci Li Azb xb < 0 for all xb 2 Vb .S/ x implies Remark 8.27 The fact that T ./ is nonempty on the boundary of Vb .S/ that, if for any row Li we have Li Kb2 D 0, then we have x with Li xb D ci : Li Azb xb 6 0 for all xb 2 Vb .S/ In other words, the sufficient conditions are only slightly stronger since they only replace an inequality by a strict inequality for those rows satisfying the specific property that Li Kb2 D 0.

Proof : The proof of this lemma uses the set-valued mapping techniques which will be presented in Chap. 9. (Necessity) If semi-global stabilization is possible, the closure of the admissible set is equal to the closure of the recoverable set. By Lemma 9.21, for any initial x there exists an input  such that the trajectory stays in the condition in @Vb .S/, closure of the admissible set. Hence T1 ./ is nonempty.

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8 Semi-global and global stabilization in admissible set

(Sufficiency) Let ˙b; denote the system ˙b defined in (8.38) with Azb replaced by Azb C I where > 0. Let N; ./ and T; ./ be the sets defined as N./ and x replaced T ./ in (8.32) and (8.33) but with Azb replaced by Azb C I and Vb .S/ x by the recoverable set Vb .S/. Due to the extra condition, it should be noted that not only T0; ./ is nonempty x when  < 1 but also that we can actually choose  such for all  2 @Vb .S/ x (i.e., we have h; i < 0 for that the derivative actually points inside Vb .S/ all 2 N./ where  as defined in the definition of T ./). This implies that T0; ./ is lower semicontinuous and also that the set-valued mapping T; ./ is x provided is sufficiently small. Then, by also nonempty for all  2 @Vb .S/ x Theorem 9.33, there exists a continuous mapping  D f .xb / defined on @Vb .S/ x we have xT b 2 Nz.xb / (using Azb C I instead of such that for all xb 2 z@Vb .S/, Azb ). Moreover, since xT b can be actually chosen to point inside and not just along x we can modify this feedback slightly without affecting the boundary of Vb .S/, 2 the property that xT b Nz.xb / to ensure that the feedback becomes Lipschitz continuous. This feedback can be extended to the whole state space by imposing that the feedback be homogeneous (which uniquely determines the feedback). Then, x invariant by Theorem 9.31, we conclude that this feedback makes the set Vb .S/ using Azb C I instead of Azb . Then it is easily verified that for the original system x invariant but additionally the state converging to zero exponenwe have Vb .S/ x Since we can choose  arbitrarily tially for all initial conditions inside Vb .S/. close to 1, we note that we can in this way achieve semi-global stabilization in the admissible set. Proof of Theorem 8.12 : This theorem is a completion of Theorem 8.1 where the right-invertible constraints are considered. If the constraints are weakly non-right invertible, the condition (iv) follows from Lemma 8.26. Proof of Theorem 8.13 : Part (i) can be easily checked from the definition of the x after noting that a linear transformation does not increase the number set Vb .S/ of corner points. Regarding part (ii), we note that the crucial aspect is that if T .1 / and T .2 / are both nonempty, then T . 1 C .1  /2 / is also nonempty for any

2 Œ0; 1. Since a polyhedral set is the convex hull of its corner points, the result thus follows. In order to prove Theorem 8.14, we need two lemmas. Lemma 4.62 has already been presented earlier in the book. This lemma is the first preparatory step toward an observer design. However, if we adopt a fast observer to make an extremely accurate estimation of the state, there is an unavoidable annoying phenomenon called peaking associated with high-gain observer design. The peaking phenomenon must be taken care of seriously, for we are facing a control system with constraints. Fortunately, we have another lemma which provides us a mechanism to avoid the negative effect of peaking. As the second step, we recall the lemma here because it is instrumental to the high-gain observer design.

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Lemma 8.28 Consider the system

T D .A  LC /

(8.47)

where A 2 Rnn and .C; A/ is observable. Then, for any N > 0, " > 0, r > 0, and  > 0, there exists a matrix L such that A  LC C rI is Hurwitz stable and k .t/k 6 "e rt

(8.48)

for all t >  and for all initial conditions .0/ 2 Rn satisfying k .0/k 6 N . Remark 8.29 Note that the high-gain observers designed in Chap. 4 based on either the direct method or on Riccati equations will satisfy the above property for ` sufficiently large.

Proof : This lemma follows from the results in Izma˘ılov [53, 54] and Theorem 8.2 in Sussmann and Kokotovic [172]. Since .C; A/ is observable, for any  > r, there exists a matrix L such that A  LC C 2I is Hurwitz stable. Let be the largest observability index of the pair .C; A/. Then according to Theorem 8.2 in [172], the state has a peaking exponent  1. In other words, there exists a constant ˛ > 0 independent of  such that k .t/k 6 ˛k .0/k.2/ 1 e 2t for all t > 0. For any given " > 0,  > 0, and r > 0, we choose  > r large enough so that ˛k .0/k.2/ 1 e t 6 " for t > . Then this choice of L which guarantees Hurwitz stability of A  LC C 2I leads to satisfying (8.48) for all t >  and for any initial condition .0/ 2 Rn satisfying k .0/k 6 N . So far, we have prepared enough tools for the observer design. As the last step in the observer design, we construct the observer-based controller in the proof of Theorem 8.14. Proof of Theorem 8.14 : The necessity of the first four conditions is a consequence of the state feedback design. The sufficiency of the conditions are proven by an explicit design as presented below. We need a high-gain observer to estimate the state. The observer takes the standard form xyT D Ay x C Bu C L.y  Cy xy/: By the assumption that .Cy ; A/ is observable, we can choose a gain matrix L such that the eigenvalues of the matrix Aobs WD A  LCy can be assigned anywhere in the left-half complex plane. The estimation error e WD xy  x satisfies eT D Aobs e:

(8.49)

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8 Semi-global and global stabilization in admissible set

Our goal is to devise a measurement feedback such that the set X  V is contained in the domain of attraction; meanwhile, for all initial states in this set, the constraints are satisfied. Due to the possible peaking of the state estimate caused by the high-gain observer, the state estimate during the short period at the beginning of time is not useful. To insure that the constraints are not violated, we need to borrow an idea from Esfandiari and Khalil [35], and saturate the control so that the peaking signal does not enter the plant. The appropriate level of saturation is to be specified below. In this way the control law always generates bounded control signal, regardless of the peaking. Then, the design objective is to guarantee that the control law is functioning as closely as the state feedback law after the peaking is over. But during the short period of peaking, the state starting b because we are not controlling the plant, from X may drift to a larger set, say X, although the input is kept bounded. For this reason, we need two components in our design. One is to design from the beginning a state feedback u D F x for a b which satisfies X  int X, b and make sure larger set of initial condition, say set X b is contained in the domain of attraction and for all initial conditions in the that X b the output z.t/ 2 S for some  2 .0; 1/. One can use the design technique set X provided in [124] for this task. The other component is a saturation element, the level of which is specified below. Consider the following system: xT D .A C BF /x C BF e; where e is the estimation error. It follows from Lemma 4.62 that if e.t/ satisfies ke.t/k 6 "e rt

(8.50)

for certain " 2 .0; 1/, r > 0 and for all t > 0, then for all initial conditions in the b the constraints on z are satisfied; meanwhile, the state trajectory remains set X, b  int A.S/ and the state converges to zero. Hence, there in a compact set ˝.X/ b and for all e exists an M1 > 0 such that kF xk1 6 M1 for all x.0/ 2 X satisfying (8.50), where M1 D sup kF xk: x2˝.b X/ Define M2 D "kF k. Let  > 0 be such that xT D Ax C Bu b for all t 2 Œ0;  for all u satisfying ku.t/k 6 M1 C M2 and for satisfies x.t/ 2 X b Then, we can choose the observer gain matrix L so that all x.0/ 2 X  int X. the error-bound (8.50) holds for t > , where , ", and r are as specified above. Consequently, the combination of the observer and the state feedback u D satM1 CM2 .F xy/ ;

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where satM ./ is a standard saturation function with saturation level M , has the b for following properties: For any given initial state x.0/ 2 X, we have x.t/ 2 X all t 2 Œ0; , and for t > , we have u.t/ D satM1 CM2 .F xy.t// D F xy.t/ D F x.t/ C F e.t/: Then stabilization follows from Lemma 8.28.

8.3.1 Exploration of complexity of non-right-invertible constraints In this subsection, we proceed to answer the questions we posed earlier in order to shed some light on the complexities inherent in dealing with systems having non-right-invertible constraints. The two questions are as follows: (i) Given a system ˙ with non-right-invertible constraints, for such a ˙, what are the solvability conditions for the Problems 7.8–7.11 when they are enhanced in the sense that they consider all possible pairs of constraint sets S and T that satisfy Assumption 7.1 instead of just one given pair of constraint sets S and T ? (ii) Given a system ˙ with non-right-invertible constraints, for such a ˙, does there exist a pair of constraint sets S and T that satisfy Assumption 7.1 for which semi-global and global stabilization problems as formally formulated in Problems 7.8–7.11 are solvable? At first, we proceed to answer the first question. As in the previous section, we need to rewrite ˙ in a particular form. In fact, the SCB given in (8.29) can be rewritten by using a preliminary state feedback in the form ! ! ! ! ! A11 xab 0 K1 0 xT ab D C u zC z; xT cd A22 xcd K2 B2 A21 ! (8.51)  x  ab zz u z D Cz;1 z; CD Cz;2 xcd where xab consists of xa and xb while xcd consists of xc and xd , respectively. Also note that in the above, ! uc C Ha xa : u zD ud C G xx Also, we can decompose the constrained output x z as

z  C  z;12

b

zD x

zd z0

D

0 0

xab C

0

Cx1 xcd C 0

0 0 u0 : D1

(8.52)

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8 Semi-global and global stabilization in admissible set

Note that choosing a basis in the constrained output space affects the constraint set S since we moved from output z to output zx D z z, and therefore, we obtain z new constraint set S. Consider (8.51) together with the x z as in (8.52). By decomposing xab into xa and xb and only considering zb as output, we obtain the following subsystem: ! ! ! ! xT a Az11 Bz11 Az21 xz11 D C z; x xT b 0 Az31 xz12 Bz12 ! (8.53)  xz1  1 2 z zb D 0 ; C1 xz12 where xa represent the zero dynamics. Using this decomposition explicitly, we get ! ! ! xzT 11 Az11 Az21 xa D 0 Az31 xb xzT 12 ! zb Bz111 Bz112 Bz113 C 21 zd Bz1 Bz122 Bz123 z0 !   x a : zb D 0 Cz12 xb

 

We can eliminate the zb from the state equation by substituting the output equation, and we obtain the following system: ! ! ! xT a Az11 Az21 C Bz111 Cz12 xa D xT b 0 Az31 C Bz121 Cz12 xb ! ! Bz112 Bz113 zd C 22 ; Bz1 Bz 23 z0 ! 1  x  a zb D 0 ; Cz12 xb which we can write down compactly as 8 ! ! ! ! ˆ xT a Az11 Bx11 Ax21 xa ˆ ˆ D C vx1 ˆ < xT 0 Ax31 xb Bx12 b x ! ˙1 W  xz1  ˆ ˆ 1 ˆ Cz12 ˆ : zb D 0 xz12

(8.54)

using the obvious definitions. Note that if we impose amplitude constraints on vx1 and zb , then we can always translate these back to constraints on the original x DS x1  S x2 comx for vx1 decomposes as S output z provided the constraint set S patible with the decomposition of vx1 into zd and z0 . A similar statement can be made with the rate constraint set Tx . We have the following result.

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Theorem 8.30 Consider the system ˙ given by (7.1) with .A; B/ stabilizable. Then the following two statements are equivalent: (i) Semi-global stabilization is possible for all constraint sets S and T that satisfy Assumption 7.1. (ii) The system ˙ has at most weakly non-minimum-phase constraint invariant x1 of the form (8.54), then we have Ax3 D zeros. Moreover, if we construct ˙ 1 2 z ˛I with ˛ 6 0 and C1 injective.

Proof : In order to show that item (i) implies item (ii), we first use the necessary conditions of the previous subsection, to obtain that the system ˙ has at most weakly non-minimum-phase constraint invariant zeros. Secondly, if we construct x1 of the form (8.54) according to arguments given before, then it is the system ˙ obvious from our earlier results that this system must be semi-globally stabilizable for all possible amplitude and rate constraint sets for the input vx1 and the output zb . The necessary conditions of Theorem 8.32 (which we will present later) yield that we must have !    Ax1 Ax2  1 1 2 2 z z ; ker 0 C1  ker 0 C1 0 Ax3 1

which is equivalent to ker Cz12  ker Cz12 Az31 . Therefore, ker Cz12 is part of the zero dynamics and the partitioning of our system guarantees that xz12 does not contain zero dynamics. Hence, we obtain that Cz12 must be injective. Now, we can consider any initial condition for xb .0/. If Ax31 xb .0/ D 0, obviously xb .0/ is an eigenvector of Ax31 . Otherwise, for some time interval .0; T / and any t 2 .0; T /, we have   xb .t/ D xb .0/ C t Ax31 xz12 ./ C Bx12 vx1 ./ for some  2 .0; t/. Choosing our amplitude constraint set such that xb .t/ is constrained to be confined to a very small neighborhood of the line between 0 and xb .0/, we can force that xb .t/  .1  /xb .0/ is arbitrarily small for some  2 Œ0; 1. By also choosing the constraint set for vx1 .t/ to be very small, we can force that Ax31 xz12 ./  xb .0/ is arbitrarily small for D =t 6 0. By continuity of xb ./, we find that we must be able to make (8.55) Ax31 xb .0/  xb .0/ arbitrarily small for some choice of 6 0. But since the expression in (8.55) is fixed (and independent of the input), we must have that it is equal to zero for

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8 Semi-global and global stabilization in admissible set

some . In other words, we have Ax31 xb .0/ D xb .0/, i.e., xb .0/ is an eigenvector of Ax31 . Since any vector we choose as initial condition is an eigenvector of Ax31 with a real eigenvalue less than or equal to zero, we must have Ax31 D ˛I for some ˛ 6 0. Conversely, we need to show that item (ii) implies item (i). We again construct x1 of the form (8.54) according to arguments given before. From the controller ˙ design presented in the previous subsection, it should be obvious that we only x1 for any amplineed to show that we can achieve semi-global stabilization of ˙ tude and rate constraint sets for the input vx1 and the output zz1 . If ˛ < 0, then it is not difficult to see that kzb k1 6 kz z1 .0/k C

1 z 2 x2 kC kkB1 vx1 k1 ; ˛ 1

and hence, we satisfy the constraints on zz1 if we make sure that the amplitude of vx1 is small enough. Therefore, we basically only have input constraints and then we can obviously always design a suitable controller. The situation for ˛ D 0 is a bit more subtle. We first apply a preliminary feedback vx1 D ".Bx12 /R xb C vy1 ; where .Bx12 /R denotes a right inverse of Bx12 which must exist because of stabilizability of .Ax31 ; Bx12 / with Ax31 D 0. It is then easy to see that if we constrain vy1 to a small enough, neighborhood and choose " small enough then we will automatically satisfy the constraints. But this preliminary feedback basically changes the system from Ax31 D 0 to a new system with Ax31 D "I . Hence, we can use our earlier arguments for the case ˛ < 0 to derive the existence of a stabilizing feedback satisfying our constraints on vy1 . It is easy to see that the above technique can also be used to satisfy possible rate constraints. For global constrained stabilization, we can use similar arguments to obtain the following result.

Theorem 8.31 Consider the system ˙ given by (7.1) with .A; B/ stabilizable. Then the following two statements are equivalent: (i) Global stabilization is possible for all constraint sets S and T D Rn that satisfy Assumption 7.1. (ii) The system ˙ has at most weakly non-minimum-phase constraint invariant zeros and has no infinite zeros of order greater than 1. Moreover, if we x1 of the form (8.54), then we have Ax3 D ˛I with ˛ 6 0 and Cz 2 construct ˙ 1 1 injective. We proceed next to answer the second question posed in the beginning of this z1 as formulated in (8.54), and subsection. To start with, we recall the subsystem ˙

8.3 Non-right invertible constraints – continuous time

449

the way it was formulated starting with the SCB representation of ˙. We obtained the following system for i D 1 and zz1 D zb : ( T z z zi W xzi D Ai xzi C Bi vzi ˙ (8.56) zzi D Czi xzi : z1 we deleted the dynamics associated to the infinite Note that in constructing ˙ zeros and the non-left invertibility and concentrate on the non-right-invertible z1 with associated amplitude and rate constraints on zz1 . We output. Consider ˙ z1 into SCB and again delete (as before) the dynamics associated can now bring ˙ with the infinite zeros and the non-left invertibility and concentrate on the nonz2 of the form (8.56) with right-invertible output. In this way, we obtain a system ˙ i D 2. By bringing this system in to SCB and again deleting the dynamics associated with the infinite zeros and the non-left invertibility and concentrating on the z3 . In this way, we can recursively define non-right-invertible output, we obtain ˙ a sequence of systems of the form (8.56). Note that this sequence of systems is closely related to the chain of systems as studied in [129]. zi , we make sure that the matrix Bzi has full column At each step of developing ˙ rank and the matrix Czi has full row rank to proceed with the next step of develzi C1 . This can of course be done without loss of generality. This chain oping ˙ zi which is right invertible in the of construction ends if we obtain a subsystem ˙ zi C1 satisfies Czi C1 D 0. Another possibility for termination is that afsense that ˙ ter some steps we get Bzi D 0 which obviously implies that we can end the chain. We know that (it can be shown easily) if the pair .A; B/ of the given system ˙ is zi as defined in (8.56) are stabilizable. stabilizable, then all the systems ˙ We have the following result for the case of amplitude constraints: Theorem 8.32 Consider the plant ˙ as given by (7.1) with constraint sets S and zi (i D 1; : : : s) be T D Rp satisfying Assumption 7.1. Let the chain of systems ˙ as described above. Then the semi-global stabilization problem as formulated in Problem 7.8 is solvable only if the following conditions are satisfied: (i) .A; B/ is stabilizable. (ii) The constraints are at most weakly non-minimum phase. zi (i D 1; : : : s) have at most weakly non-minimum-phase (iii) All the systems ˙ constraints. zi (i D 1; : : : s) with realization (8.56) satisfy, (iv) The systems ˙ ker Czi  ker Czi Azi :

(8.57)

Moreover, the global stabilization problem as formulated in Problem 7.9 is solvable only if the above conditions (i)–(iv) and the following condition are satisfied:

450

8 Semi-global and global stabilization in admissible set

(v) The given system ˙ with input u and output z, characterized by (A, B, Cz , Dz ), has no constraint infinite zeros of order greater than one.

Proof : The necessity of conditions (i) and (ii) is obvious. The condition (v) is also a direct consequence of earlier arguments. zi . This system has In order to show item (iii), consider one of the systems ˙ input constraints and output constraints in the sense that vzi and zzi must both be bounded, i.e., vzi 2 Vi and zzi 2 Si for some bounded sets Vi and Si . Based on earlier theorems, the necessity of condition (iii) is then obvious. To show the necessity of condition (iv), we proceed as follows. Consider the zi whose input vzi and output zzi are bounded. Assume zzi is constrained system ˙ to be in the set Si . We will prove this implication by contradiction. Assume that there exists a vector xM such that Czi xM D 0 but Czi Azi xM ¤ 0. For any " > 0, there exists a vector xy such that Czi xy is in the interior of Si but Czi xy C "Czi Azi xM 62 Si . Consider for any scalar the initial condition xi .0/ D xy C x. M It is easily verified that this initial condition is admissible. We have zT1 .0/ D Czi Azi xy C Czi Bzi u yi .0/ C Czi Azi x: M

(8.58)

For large enough , the last term in this derivative will dominate the first two. Recall in that respect that xy.0/ is fixed and we can choose u yi but it is constrained M then to be in a fixed bounded set. However, if we move in the direction Czi Azi x, we will be outside the set Si very quickly when we choose " sufficiently small combined with the fact that z1 .0/ C "Czi Azi xM D Czi xy C "Czi Azi xM 62 Si : Note that, since the complement of Si is open, the small perturbation caused by the first two terms in the derivative of zT1 .0/ in (8.58) cannot avoid that we will leave Si since they only cause a minor perturbation compared to the dominant third term. The initial condition xi .0/ is in the interior of the admissible set of zi , but we cannot avoid constraint violation with initial conditions for the system ˙ this initial condition. This yields a contradiction to the claim that this system was semi-globally stabilizable. Therefore, such a xM for which Czi xM D 0 but Czi Azi xM ¤ 0 does not exist, and this yields the fourth condition.

Remark 8.33 The condition (8.57) immediately implies that the order of infinite zi , i D 1; : : : s, is less than or equal to one. zeros of each system ˙ The following example indicates that the conditions given in Theorem 8.32 are just necessary conditions and are not sufficient to solve the constrained stabilization problems. Also, this example shows that the solvability conditions for

8.3 Non-right invertible constraints – continuous time

451

global and semi-global stabilization in the case of non-right-invertible constraints (unlike the case of right-invertible constraints) in general depend on the particular choice of constraint sets S and T . Example 8.34 Consider the following system taken from [61]: xT 1 D x2 ; x1  a2 x2  b1 u; xT 2 D a1! u z D x; where z is required to be constrained in hypercubes and a1 D 3575;

a2 D 333;

b1 D 305555:

Note that the transfer matrix from u to z in this example is non-right invertible. z1 : We obtain ˙ ! ! 8 ˆ 0 1 0 0 < xzT D xz1 C vz1 1 z1 W ˙ a2 a1 0 b1 ˆ : zz1 D xz1 and

( z2 W ˙

 xzT 2 D 0

 1 vz2

zz2 D xz2 :

z2 from ˙ z1 , we have removed the redundancy (a colNote that to construct ˙ z umn equal to 0) in B1 . This example satisfies the necessary conditions in Theorem 8.32. On the other hand, suppose we require that u 2 Œc1 ; d1 ; x1 2 Œc2 ; d2 ;

x2 2 Œc3 ; d3 ;

(8.59)

where 0 2 .ci ; di /. We have 0 as an interior point of the constraints set, and hence, we have c2 < 0 and c3 < 0. Therefore, if x1 .0/ D c2 ;

x2 .0/ D c3 ;

we see that x1 will leave Œc2 ; d2 , which shows that global constrained stabilization is not possible. Moreover, since xT 2 is bounded, an initial condition very close to the boundary will still violate the constraint conditions, and hence, semi-global stabilization is not possible either. Hence, for the given constraint sets (8.59), we cannot achieve semi-global or global constrained stabilization. However, it is trivial to show that there exist other constraint sets for x (for instance, ellipsoidal sets) such that we can achieve semi-global or global constrained stabilization. This implies that the solvability conditions depend on the particular choice of the constraint sets unlike in the case of right-invertible constraints.

452

8 Semi-global and global stabilization in admissible set

8.4 Semi-global stabilization in admissible set for right-invertible constraints: discrete time In Sect. 8.2, we considered continuous-time systems with right-invertible constraints and developed several results regarding semi-global stabilization in admissible set as formulated in Problem 7.8 for state feedback in Problem 7.10 for measurement feedback, and global stabilization in admissible set as formulated in Problem 7.9 for state feedback in Problem 7.11 for measurement feedback. In this section, we proceed to develop similar results, however, for discrete-time systems. Although our development here parallels the one in Sect. 8.2, as will be evident throughout this section, there exist several fundamental differences in every respect, that is, in the solvability conditions, in designing the controllers, as well as in constructing the proofs. At this time, it is worth pointing out that, in contrast to the continuous-time case, for the discrete-time systems being considered in this section, the solvability conditions for the semi-global and global stabilization in the admissible set are the same. This is true for both state and measurement feedback. We have the following theorem which is concerned with both semi-global and global stabilization Problems 7.8 and 7.9 via state feedback.

Theorem 8.35 Consider the discrete-time system ˙ as given by (7.1) and the constraint sets S and T that satisfy Assumption 7.1. Assume that the set S is bounded. Also, assume that the constraints are right invertible. Then, the semiglobal stabilization problem in the admissible set as defined in Problem 7.8 or the global stabilization problem in the admissible set as defined in Problem 7.9 is solvable if and only if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed unit disc, i.e., the system ˙ has at most weakly non-minimum-phase constraints. (iii) The constraints are of type one, i.e., the given system ˙ has no constraint infinite zeros of order greater than one. We point out that the controllers that solve both semi-global and global stabilization problems, in general, need to be nonlinear. However, in the semi-global case, the controller can be chosen either as a time-invariant nonlinear controller or as a time-varying linear controller as will be evident shortly when we present proofs. The following remark points out that the specific features of the given constraint sets S and T do not have any role in the solvability of semi-global and global stabilization in the admissible set for right-invertible constraints.

8.4 Right invertible constrains – discrete time

453

Remark 8.36 This remark is analogous to Remark 8.6 that concerns with the continuous-time case. We emphasize here a fundamental aspect of solvability conditions as given by Theorem 8.35, namely, that they are independent of any specific features of the given constraint sets. That is, for the case of a right-invertible system ˙, if the semi-global and global stabilization problems in the admissible set via state feedback are solvable for some given constraint sets S and T satisfying Assumption 7.1, then these problems are also solvable for all constraint sets satisfying Assumption 7.1. We now move on to the case of measurement feedback. We have the following theorem.

Theorem 8.37 Consider the discrete-time system ˙ as given by (7.1) and the constraint sets S and T that satisfy Assumption 7.1. Assume that the set S is bounded. Also, assume that the constraints are right invertible. Then, the semiglobal stabilization problem in the admissible set via measurement feedback as defined in Problem 7.10 or global stabilization problem in the admissible set via measurement feedback as defined in Problem 7.11 is solvable if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraint invariant zeros of the given system ˙ are all in the closed unit disc, i.e., the system ˙ has at most weakly non-minimum-phase constraints. (iii) The constraints are of type one, i.e., the given system ˙ has no constraint infinite zeros of order greater than one. (iv) The pair .Cy ; A/ is observable. (v) ker Cz  ker Cz A.    (vi) ker Cy Dy  ker Cz

 Dz .

Moreover, conditions (i)–(iii) are necessary for the solvability of the semi-global stabilization problem in the admissible set via measurement feedback. The following remark addresses the need for condition (iv).

Remark 8.38 This remark is analogous to Remark 8.5 that concerns with the continuous-time case. Some discussion regarding the condition (iv) in Theorem 8.37 is in order. Clearly, condition (iv) is sufficient but not necessary. Also, obviously, the detectability of the pair .Cy ; A/ is necessary to solve the posed problem.

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8 Semi-global and global stabilization in admissible set

On the other hand, if the pair .Cy ; A/ is not observable, we can have a problem with unobservable dynamics which we cannot observe but which might result in violation of our constraints. Relaxing the condition (iv), and developing a set of necessary and sufficient conditions are not very difficult but highly technical and not that interesting. The following remark addresses the conditions (v) and (vi) of Theorem 8.37.

Remark 8.39 Note that condition (vi) states that the output is part of the measurements. The following example shows that conditions (v) and (vi) in Theorem 8.37 are natural, and hence are needed for discrete-time systems. Consider the system x1 .k C 1/ D x1 .k/ C x2 .k/; x2 .k C 1/ D u.k/ C x1 .k/; y.k/ D x1 .k/ C 2x2 .k/; z.k/ D x2 .k/: It is easy to see that all the conditions except (v) and (vi) in the theorem are satisfied. Suppose we have a constraint z.k/ 2 Œ1; 1 for all k > 0. There exists a deadbeat observer which gives an exact state estimate for x1 .k/ and x2 .k/ for k > 1. The set of admissible initial conditions is characterized by the set of all initial conditions satisfying jx2 .0/j 6 1. Using this information together with the first measurement y.0/, we can only conclude that x1 .0/ 2 Œy1 .0/  2; y1 .0/ C 2:

(8.60)

But then, there is no choice for u.0/ to ensure that x2 .1/ D Œx1 .0/ C u.0/ 2 Œ1; 1 for all possible values of x1 .0/ satisfying (8.60), i.e., there is no guarantee that at time k D 1, the constraint is not violated. Hence, the semi-global stabilization via measurement feedback is in general not possible without conditions (v) and (vi). The following remark addresses the effect of the constraint sets S and T on the solvability of semi-global or stabilization problem via measurement feedback.

Remark 8.40 The sufficient conditions for the solvability of semi-global as well as global stabilization via measurement feedback as given by Theorem 8.37 are independent of any specific features of the given constraint sets. But, in general, in the measurement feedback case, the solvability of the semi-global stabilization problem or global stabilization problem is dependent on the shape of the

8.4 Right invertible constrains – discrete time

455

constraint sets even for the case of right-invertible constraints being considered in this section. But, this is not in contradiction with Theorem 8.37 since we only obtained sufficient conditions for solvability there. For example, consider the system, x1 .k C 1/ D u1 .k/; x2 .k C 1/ D u2 .k/ C x1 .k/; y.k/ D x2 .k/; z1 .k/ D x1 .k/; z2 .k/ D x2 .k/: Let the constrained output Œz1 z2 0 be in some set S that satisfies Assumption 7.1. Then, the posed semi-global and global stabilization problems can trivially be solved by state feedback u1 D 0 and u2 D x1 . But in the measurement case, we can only implement this feedback for k > 1. At time k D 0, we have no information available about x1 .0/ except for the fact that the state must be in the admissible set of initial conditions:  For the constraint set jz1 j 6 1 and jz2 j 6 2, the controller u1 D 0 and u2 D 0 trivially solves the global stabilization problem.  For the constraint set jz1 j 6 1 and jz2 j 6 1=2, no measurement-based feedback can guarantee that the constraint is not violated at time k D 1, because the controller lacks information about x1 .0/. Note that the above is in contrast with continuous time where the solvability is always independent of the constraint set for right-invertible systems. Remark 7.14 dictates that the constraints are right invertible whenever we have constraints only on actuators. The following remark exemplifies several aspects of having constraints only on actuators.

Remark 8.41 This remark is analogous to Remark 8.7 that concerns with the continuous-time case. Consider the case when we have constraints only on actuator magnitude and rate, i.e., the case when Cz D 0. In other words, there are no state constraints, and only a subset of the input channels is subject to magnitude and rate constraints. Then, as Remark 7.14 points out, the constraints are right invertible. Also, in this case, it is straightforward to show that the constraint invariant zeros of ˙ (i.e., the invariant zeros of the system ˙ characterized by .A; B; 0; Dz /) coincide with a subset of the eigenvalues of A. This observation implies that the requirement of at most weakly non-minimum-phase constraints in Theorems 8.35 and 8.37 is equivalent to requiring that a particular subset of eigenvalues of A lies in the closed unit disc. Obviously, such a condition is always satisfied if we are dealing with critically unstable systems. Let us next assume that

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8 Semi-global and global stabilization in admissible set

the given system ˙ is controllable via the unconstrained input channels; it is then straightforward to see that the subsystem characterized by .A; B; 0; Dz / does not have any invariant zeros, i.e., ˙ does not have any constraint invariant zeros. Thus, for this special case, there will not be any constraints on the eigenvalues of A as obviously can be expected. It is worthwhile to consider another special case of the above when all the input channels are subject to magnitude and rate constraints which is the case considered in Chap. 6. In this case, Cz D 0 and Dz D Im . For this special case, we observe that the admissible set of initial conditions V.S; T / is indeed Rn . Moreover, the constraint invariant zeros of ˙ coincide with all the eigenvalues of A. As such, the requirement of at most weakly non-minimum-phase constraints in Theorems 8.35 and 8.37 is equivalent to requiring that the given system be critically unstable. Furthermore, for this special case, it is easy to see that there are no constraint infinite zeros of order greater than 1 and hence the condition (iii) of these Theorems 8.35 and 8.37 is automatically satisfied.

As in the continuous-time case, for discrete-time systems as well, whenever there is only input saturation, one of the important facts that emerged in Chap. 4 is that in general global stabilization requires nonlinear feedback, while semi-global stabilization can be achieved whenever it can be done by utilizing simply linear time-invariant feedback laws. Thus, as in the continuous-time case, a question that arises naturally is whether an analogous result is valid under a broad framework of state as well as input constraints as we are considering in this chapter. The following theorem answers this question:

Theorem 8.42 Consider the discrete-time system ˙ as given by (7.1) and constraint sets S and T that satisfy Assumption 7.1. Assume that the constraints are right invertible. Then the following hold: (i) Under the condition that im Cz  T (i.e., no rate constraints on states), if a semi-global stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable, then it is also solvable via a linear time-invariant state feedback law. (ii) If im Cz 6 T (i.e., rate constraints on states are present), whenever a semiglobal stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable, in general it might not be solvable via a linear time-invariant state feedback law. That is, there exist a system ˙ as given by (7.1) and constraint sets S and T 6 im Cz that satisfy Assumption 7.1 for which the semi-global stabilization problem is solvable via a nonlinear feedback law but for which there exists no linear feedback law that solves the problem.

8.4 Right invertible constrains – discrete time

457

Proof : The first statement of Theorem 8.42 follows from Theorem 8.35. The second statement follows from the following counter example. Consider the system,



x D

1 0 0 1 0 0 0

˙0 zD

0 0 0

0 1 0 0 1 0 0 0 0 0 0

0 0 1 0 0 1 0 0 0 0 0

0 0 0 0 0 0 0 0 0 1 3 0 3=2 5=2 3 3 0 1 0 0 3 1 0 0 0

0 1 0 0

0 0 1 0



˘ 

0 0 0 0 0 0 1

xC

1 0 0 0 0 0 0

0 1 0 0 0 0 0

0 0 1 0 0 0 0

0 0 0 1 1 1 1

˘

u

0 0 x 0 1

with no amplitude constraints and the rate constraint T given by three times the unit cube in R4 : T D f z 2 R4 j kzk1 < 3 g:

˘  ˘  ˘  ˘

Consider the following four initial conditions:

x1 D

0 0 0 1 1 1 0

; x2 D

0 0 0 1 1 1 0

; x3 D

0 0 0 1 1 1 0

; x4 D

0 0 0 1 1 1 0

:

These initial conditions are all feasible. But in order to satisfy the rate constraint at time 0 we see that u4 .0/ must be equal to 0; 0; 0, and 3 for x.0/ D x1 ; x.0/ D x2 ; x.0/ D x3 and x.0/ D x4 , respectively. This can, however, never be done via a linear feedback. Note that this also excludes solvability of the semi-global problem by linear feedback because that still requires that for initial conditions close to x1 , we must have u4 .0/ close to 0, and similarly for the other three initial conditions. This is not possible with arbitrary accuracy with a linear feedback. It remains to show that we can solve the semi-global stabilization problem for this system. This is, however, a direct consequence of Theorem 8.35. Note that the constructed system has no finite constraint invariant zeros. Finally, that we can find a linear feedback in case rate constraints are not present is clear from the construction of a controller in the proof of Theorem 8.35.

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8 Semi-global and global stabilization in admissible set

8.4.1 Proofs and construction of controllers As in the continuous-time case, before we proceed to the proofs and to construct appropriate controllers, we need to decompose the given system in a suitable way. For the right-invertible constraints considered in this section, the SCB of the system ˙uz characterized by the quadruple .A; B; Cz ; Dz / can be written in the following form: 8 xa .k C 1/ D Aaa xa C Ka zz ˆ ˆ ˆ ˆ ˆ xc .k C 1/ D Acc xc C Bc Œuc C Ja xa  C Kc zz ˆ ˆ ˆ < x .k C 1/ D A x C B Œu C E x C E x C E x  C K zz a a c c d dd d d d d d d (8.61) z ˆ y D Cya xa C Cyc xc C Cyd xd C Dy u z ˆ ˆ ˆ ˆ ˆ z0 D u0 ˆ ˆ : zd D Cd xd ;

x 

u 

where

a

xc xd

0

D xz D

s1 x;

uc ud

Du zD

u1 u;

z0 zd

! D zz D z1 z;

and xa ; xc ; xd ; u0 ; uc ; ud are of appropriate dimensions, while s , u , and z are transformation matrices. This decomposition renders the subsystem characterized by the state variables xc and xd strongly controllable3 without finite zeros. Moreover, the pair .Aaa ; Ka / is stabilizable. We can extract from (8.61) two subsystems. The first subsystem is given by ( xa D Aaa xa C Ka zz (8.62) D Aaa xa C Ka0 z0 C Kad zd ;   where Ka D Ka0 ; Kad . The second subsystem extracted from (8.61) is given by 8 ˆ ˆ ˆ xc D Acc xc C Bc Œuc C Ja xa  C Kc zz ˆ ˆ ˆ < xd D Ad d xd C Bd Œud C Ea xa C Ec xc (8.63) CEd xd  C Kd zz ˆ ˆ ˆ z0 D u0 ˆ ˆ ˆ : z DC x : d d d The solvability conditions in Theorems 8.35 and 8.37 both require that the constraints be at most weakly nonminimum phase and of type one. Once the constraints are of type one, the SCB representation of system ˙ in (8.61) can be 3 Definition

3.28 discusses strong controllability.

8.4 Right invertible constrains – discrete time

459

simplfied. More specifically, the equations for xd and zd have a simpler structure because of the first-order relative degree. To facilitate the proofs of Theorems 8.35 and 8.37, we rewrite (8.61) after simplification as 8 xa D Aaa xa C Ka zz ˆ ˆ ˆ ˆ ˆ xc D Acc xc C Bc Œuc C Ja xa  C Kc zz ˆ ˆ ˆ < x D u C G x C G x C G x a a c c d d d d (8.64) z z ˆ y D C x C C x C C x ya a yc c yd d C Dy u ˆ ˆ ˆ ˆ ˆ z0 D u0 ˆ ˆ : zd D xd ; where Ga , Gc , and Gd are matrices with appropriate dimensions. Also, the second subsystem (8.63) can be rewritten as 8 xc .k C 1/ D Acc xc C Bc Œuc C Ja xa  C Kc zz ˆ ˆ ˆ < x .k C 1/ D u C G x C G x C G x a a c c d d d d (8.65) ˆ z D u 0 0 ˆ ˆ : zd D Cd xd : The two subsystems (8.62) and (8.63) form the system ˙uz . We emphasize that the subsystem (8.62) represents the zero dynamics of the system ˙uz . Moreover, the eigenvalues of Aaa are equal to the constraint invariant zeros of the given system ˙. By viewing zz as the input to this subsystem, we have a system with input constraints in the sense that z.k/ 2 S and .z.k C 1/  z.k// 2 T for all k > 0. Since S and T satisfy Assumption 7.1, there exist appropriate sets S0 , Sd , T0 , and Td such that z 2 S if and only if z0 2 S0 and zd 2 Sd ; z 2 T if and only if z0 2 T0 and zd 2 Td :

(8.66a) (8.66b)

Now, we are at a position to define the admissible set for the subsystem ˙2 as ˇ ( ! ) ˇ xc n2 ˇ V2 .S; T / D x2 D 2 R ˇ Cd xd 2 Sd ; (8.67) ˇ xd where n2 D nc C nd is the dimension of x2 . Note that T does not affect the admissible set in discrete time for right-invertible systems because we know that the constraints must be of type one. xa has no effect on V2 .S; T /. As in the continuous-time case, both for construction of controllers and the proofs of the stated results, we use the decomposition in the two subsystems (8.62) and (8.63) as defined above. We observe clearly that we can control the first subsystem (8.62) only through zz. Also, from the SCB decomposition, it follows that the second subsystem has no finite invariant zeros and is right invertible. This implies that we can guarantee by suitable choice of u z that z z is arbitrary close to any desired signal as will be evident soon. Therefore, we basically design a controller in two phases:

460

8 Semi-global and global stabilization in admissible set

 First, design a desired feedback for the first subsystem (8.62) using zz as the (constrained) input signal such that the first subsystem exhibits a desired closed-loop behavior.  Second, design a feedback for the second subsystem (8.63) with state x2 , input u z and output zz such that (i) The output zz is close to the desired feedback for the first subsystem. (ii) The output satisfies the constraints. (iii) The state x2 of the second subsystem exhibits a desirable behavior. All feedback designs here are constructed in accordance with this two-phase design. We need to discuss next what kind of initial conditions can be considered for the first subsystem (8.62). In fact, since we have no state constraints on this subsystem, we can have arbitrary initial conditions for it. Hence, we consider arbitrary initial conditions in W1 D Rna in the global case, while in the semi-global case, we consider initial conditions in some arbitrary compact set W1 . Similarly, the initial conditions for the second subsystem must be in some set W2 . In the global case, we have W2 D V2 .S; T / using the definition in (8.67), while in the semi-global case, we have W2 as an arbitrary compact set contained in the interior of V2 .S; T /. Proof of Theorem 8.35 : Necessity: The necessity of conditions (i) and (ii) is obvious. By the decomposition obtained above, the constrained variable zz becomes the input to the zero dynamics (8.62); hence, the system has to be at most weakly non-minimum phase, i.e., the poles of the zero dynamics must be in the closed unit disc. Next, we show the necessity of condition (iii). We consider the global case first. Since we have right-invertible constraints, having no infinite zeros of order greater than one is equivalent to .Cz B Dz / being surjective. Therefore, if the system has infinite zeros of order greater than one, then there exists a vector c ¤ 0 such that c 0 Dz D 0 and c 0 Cz B D 0:

(8.68)

Moreover, since T contains zero in its interior, we can guarantee that c 2 T . Let 0 2 S be such that hz; ci 6 h0 ; ci for all z 2 S. Since S is a compact and convex set, such a 0 always exists at the boundary of S. We have right-invertible constraints, or equivalently ˙uz characterized by the quadruple .A; B; Cz ; Dz / is right invertible. This implies that there exist an initial condition x.0/ D 0 and an input u.0/ D 0 such that the output z satisfies z.0/ D 0 and z.1/  z.0/ D c. Clearly, 0 2 V.S; T /. But if the system starts at time 0 from 0 then we have hc; z.0/i D hc; Cz 0 i D hc; 0 i and hc; z.1/  z.0/i D hc; ci > 0

8.4 Right invertible constrains – discrete time

461

for any input signal u because of property (8.68). Hence, hc; z.1/i > hc; 0 i for any input u. By definition of 0 , this implies that z.1/ 62 S for any input u. Therefore, there exist initial conditions in V.S; T / which cannot be stabilized without violating the constraints. This yields a contradiction. The necessity of condition (iii) for the semi-global case follows by a mild modification of the above argument. Choose a close to 1 from below such that hc; ci > .1  /hc; 0 i, where 0 is chosen as before. Let z.0/ D 0 . By the right invertibility of ˙uz as above, there exist an initial condition 0 and an input u.0/ D 0 such that the output z satisfies z.0/ D 0 and z.1/  z.0/ D c. Then, we can choose a compact set A0 in the interior of V.S; T / so that 0 2 A0 . Since hc; z.1/  z.0/i D hc; ci > 0, we get hc; z.1/i D hc; z.0/i C hc; ci > hc; 0 i. By the same argument as in the global case, this implies that z.1/ 62 S for any input u, which is a contradiction. The proof of sufficiency is by explicitly constructing a state feedback controller with the specified properties. State feedback controller design for semi-global and global stabilization Step 1 (Controller design for the zero dynamics) We first design for the first subsystem given in (8.62) while viewing zz as an input variable. Let v D zz  , where the functions v and  will become clear shortly. Then, (8.62) becomes xa .k C 1/ D Aaa xa .k/ C Ka .k/ C Ka v.k/:

(8.69)

Note that the conditions of the theorem require that all eigenvalues of Aaa be in the closed unit disc. Viewing  as an input to this subsystem, we can construct a state feedback law .k/ D f .xa .k// for the system (8.69), which has the following properties: (a) It satisfies the constraints, f .xa .k// 2 S; .f .xa .k C 1//  f .xa .k/// 2 T ;

k > 0:

(b) It renders the zero equilibrium point of the closed-loop system of (8.69) semi-globally or globally attractive in the presence of any signal satisfying kv.k/k 6 M k ;

2 .0; 1/

(8.70)

for some M > 0, i.e., xa .k/ ! 0 as k ! 1. (c) It renders the zero equilibrium point of the closed-loop system with v D 0 locally exponentially stable. Note that the two parameters M and in (8.70) only depend on the size of the constraint sets S and T . Whenever S and T are known, M and can be chosen a priori following the way specified in the design of Step 2. Knowing these facts,

462

8 Semi-global and global stabilization in admissible set

we are assured that the `2 norm of v signal is uniformly upper bounded. For completeness, the details of designing such a state feedback for the first subsystem in the semi-global or global sense are presented in Appendix 8.A. Step 2 (Controller design for the second subsystem) In this step, we design a control law for the second subsystem given in (8.63) so that the closed-loop system of the interconnection of the two subsystems with the control law is asymptotically stable and without constraint violation. Choose 2 .0; 1/ such that xd  Td ; .1  /S

(8.71)

xd WD f  W  2 Sd ; 2 Sd g. The control law is designed as follows. where S Partition f and v compatibly with the decomposition of z as ! ! v0 f0 .xa / and v D : f .xa / D fd .xa / vd Then choose uc .k/ D Fc xc .k/  Ja xa .k/;

(8.72)

where Fc is such that Acc C Bc Fc is Schur stable. Choose u0 .k/ D f0 .xa .k// ud .k/ D Œxd .k/  fd .xa .k// C fd .xa .k C 1//

(8.73)

 kC1 Œfd .xa .k C 1//  fd .xa .k//  Ga xa .k/  Gc xc .k/  Gd xd .k/;

(8.74)

where xa .k C 1/ D Aaa xa .k/ C Ka z.k/. Note that the control law for ud is time varying, and is nonlinear in the global case and linear in the semi-global case. It remains to show that for the control law given above, we have z.k/ 2 S and .z.k C 1/  z.k// 2 T for all k > 0; moreover, v.k/ D z.k/  f .xa .k// satisfies (8.70) for a suitably chosen M > 0. Given the feedback for ud , we obtain xd .k C 1/  fd .xa .k C 1// D Œxd .k/  fd .xa .k//  kC1 Œfd .xa .k C 1//  fd .xa .k//:

(8.75)

Solving this difference equation yields that xd .k/ D k xd .0/ C .1  k /fd .xa .k//:

(8.76)

Since both xd .0/ and fd .xa .k// are in the convex set Sd , we have zd .k/ D xd .k/ 2 Sd . On the other hand, xd .k C 1/  xd .k/ D k f.1  /Œfd .xa .k C 1//  xd .0/g C .1  k /Œfd .xa .k C 1//  fd .xa .k//:

8.4 Right invertible constrains – discrete time

463

Hence, by (8.71), we get zd .k C 1/  zd .k/ D xd .k C 1/  xd .k/ 2 Td : From (8.76), we see that vd .k/ D xd .k/  fd .xa .k// D k Œxd .0/  fd .xa .k//:

(8.77)

Clearly, xd .0/ must be in the admissible set. We can then conclude that both xd .0/ and fd .xa .k// are in the bounded set Sd and that z0 D u0 D f0 .xa /; we find that there exists a M > 0 such that (8.70) holds. So far, we have shown that the equilibrium point x D 0 of the overall closedloop system is globally attractive. Since we have used a time-varying control law and the control law is nonlinear in the global case, the asymptotical stability of the equilibrium point x D 0 needs a careful verification. First, note that, according to the design of f .xa / presented in Appendix 8.A, the feedback f .xa / is globally Lipschitz and locally linear in terms of xa . Then, it can be shown that for sufficiently small initial conditions xa0 D xa .0/, xc0 D xc .0/, and xd 0 D xd .0/, we have kxa .k/k 6 1 .kxa0 k C kxd 0 k/ for some constant 1 > 0 and all k > 0. This part of proof is presented in Appendix 8.B. From (8.77), we see that kv.k/k 6 2 .kxa0 k C kxd 0 k/ for some constant 2 > 0 and all k > 0. From (8.76), it is straightforward that kxd .k/k 6 3 .kxa0 k C kxd 0 k/ for some constant 3 > 0 and all k > 0. Finally, viewing the dynamics of xc as a Schurstable system with disturbance Kc z.k/ D Kc Œf .xa .k// C v.k/, we obtain that kxc .k/k 6 4 .kxa0 k C kxc0 k C kxd 0 k/ for some constant 4 > 0 and all k > 0. In conclusion, we have shown the local stability of the equilibrium point x D 0. This completes the proof. Proof of Theorem 8.37 : Note that condition (v) ker Cz  ker Cz A implies that Ga D Gc D 0 in (8.64) and (8.65). Moreover, condition (vi) ker .Cy Dy /  ker .Cz

Dz / ensures that we can decompose y in a suitable basis such that yz yD xd

!

Czya D 0

Czyc 0

 

! xa 0 xc I xd

! zyu D u z; C 0

which clearly indicates that the state xd is directly determined by y. We get the following system: xa .k C 1/ D Aaa xa .k/ C Ka z.k/; xc .k C 1/ D Acc xc .k/ C Kc z.k/; CBc Œuc .k/ C Ja xa .k/; xd .k C 1/ D ud .k/ C Gd xd .k/; zyu u yz D Czya xa C Czyc xc C D z; z0 .k/ D u0 .k/; zd .k/ D xd .k/:

(8.78)

464

8 Semi-global and global stabilization in admissible set

Since .Cy ; A/ is an observable pair, the SCB decomposition guarantees that the pair ! !   Aaa 0 ; Czya Czyc Bc Ja Acc is also observable. That is, there exist matrices La and Lc such that ! zya zyc A C C  L L aa a a Az D Bc Ja  Lc Czya Acc  Lc Czyc is Schur stable. For the above system, we use a reduced-order observer for the state variables .xa ; xc /: xya .k C 1/ D Aaa xya .k/ C Ka z.k/C zyu u z  Czya xya .k/  Czyc xyc .k/  D z.k/ La Œy.k/ xyc .k C 1/ D Acc xyc .k/ C Kc z.k/ C Bc Œuc .k/ C Ja xya .k/C xyu u z  Czya xya .k/  Czyc xyc .k/  D z.k/: Lc Œy.k/ Note that the measurement error is exponentially decaying. The remaining design procedure follows the state feedback controller design presented in the proof of Theorem 8.35 with .xa ; xc / replaced by .y xa ; xyc / in the controller, except that we have an additional exponentially decaying error perturbation as a result of the replacement. Note that this additional error disturbance can be accommodated in the error signal v in the state feedback design, which xa / for the first subis taken care of by a properly designed feedback z0 D f .y system. From the construction of state feedback, it can be verified that with the states .xa ; xc / replaced by their measurements .y xa ; xyc /, the constraints remain not violated. This completes the proof.

8.5 Semi-global and global stabilization in admissible set for non-right-invertible constraints: discrete time For continuous-time systems, Sect. 8.3 considers both semi-global and global stabilization in the admissible set subject to non-right-invertible constraints. At first, for a given system ˙ with non-right-invertible constraints and for a given pair of constraint sets S and T that satisfy Assumption 7.1, it develops necessary and sufficient conditions under which semi-global stabilization is solvable for nonright-invertible constraints. Such conditions depend on the shape of the given constraint set S. Because of this, it resolves two fundamental questions which are as follows:

8.5 Non-right invertible constraints – discrete time

465

1. Given a system ˙ with non-right-invertible constraints, for such a ˙, what are the solvability conditions for the Problems 7.8–7.11 when they are enhanced in the sense that they consider all possible pairs of constraint sets S and T that satisfy Assumption 7.1 instead of just one given pair of constraint sets S and T ? 2. Given a system ˙ with non-right-invertible constraints, for such a ˙, does there exist a pair of constraint sets S and T that satisfy Assumption 7.1 for which semi-global and global stabilization problems as formally formulated in Problems 7.8–7.11 are solvable? In this section, we proceed to develop similar results, however, for discretetime systems. As said earlier, although our development here parallels the one in Sect. 8.3, as will be evident throughout this section, there exist several fundamental differences in every respect, that is, in the solvability conditions, in designing the controllers, as well as in constructing the proofs. Our main focus in this section is often on amplitude constraints on the constrained output as expressed by z.k/ 2 S for all k > 0. The issues involved when both the amplitude and rate constraints exist on the constrained output z.k/ will only be briefly dealt with in Sect. 8.5.3. We have the following theorem which is concerned with the semi-global stabilization Problem 7.8 via state feedback.

Theorem 8.43 Consider the discrete-time system ˙ as given by (7.1) and constraint sets S and T D Rn that satisfy Assumption 7.1. Then, the semi-global stabilization problem in the admissible set via state feedback as defined in Problem 7.8 is solvable if and only if the following conditions hold: (i) .A; B/ is stabilizable. (ii) The constraints are at most weakly non-minimum phase. (iii) For any x 2 V.S; Rn /, there exists a u such that Ax C Bu 2 V.S; Rn / while Cz x C Dz u 2 S. We consider next the case of measurement feedback that concerns with the semi-global stabilization. We have the following theorem.

Theorem 8.44 Consider the discrete-time system ˙ as given by (7.1) and constraint set S and T D Rn that satisfies Assumption 7.1. Then, the semi-global stabilization problem in the admissible set via measurement feedback as defined in Problem 7.10 is solvable if the following conditions hold:

466

8 Semi-global and global stabilization in admissible set

(i) .A; B/ is stabilizable. (ii) The constraints are at most weakly non-minimum phase. (iii) For any x 2 V.S; Rn /, there exists a u such that Ax C Bu 2 V.S; Rn / while Cz x C Dz u 2 S. (iv) The pair .Cy ; A/ is observable. (v) We have ker Cy ker Cz A: (vi) We have

 ker Cy

  Dy ker Cz

 Dz :

Note that in the above theorem, conditions (i)–(iii) are necessary. Condition (iv) can be weakened by assuming only detectability. However, clearly some additional assumptions would then be needed if unobservable states can affect the constrained output z. However, this is excluded by condition (vi). Regarding condition (v), we know that a necessary condition for solvability equals ! Cy ker Cz A; ker Cz which is equal to condition (v) given condition (vi). Condition (vi) is not necessary but it is a natural condition to impose that the constrained variables z are part of the observations variables y, which is another way to express condition (vi). We now proceed to prove Theorems 8.43 and 8.44. Expectedly, as in the continuous time, the proofs depend heavily on SCB of the system ˙uz characterized by the quadruple .A; B; Cz ; Dz /. Consider the state, input, and constrained output transformation matrices, s , u , and z , and let x; and z D z x z x D s xx; u D u u so that ˙uz is in its SCB as given by Theorem 3.1. The given system (7.1) can then be written in SCB form as 8 ˆ xa D Aaa xa C Ka x z ˆ ˆ ˆ ˆ z ˆ ˆ xb D Abb xb C Kb x ˆ ˆ ˆ x D A x C K z x ˆ c cc c c C Bc Œuc C Ja xa  ˆ ˆ < x D u C G x C G x C G x C G x a a c c d d b b d d xW ˙ (8.79) xy u ˆ y D Cya xa C Cyb xb C Cyc xc C Cyd xd C D x ˆ ˆ ˆ ˆ ˆ z0 D u0 ˆ ˆ ˆ ˆ ˆ zb D Cb xb ˆ ˆ : zd D Cd xd ;

8.5 Non-right invertible constraints – discrete time

˙x 

where

u 

a

xb xc xd

xx D

467

z 

0

;

u xD

uc ; ud

0

zx D

zb ; zd

and G xx D Ga xa C Gb xb C Gc xc C Gd xd . x for all k > 0, where S x D We have x z subject to the constraint x z .k/ 2 S z1 S. Since Cz0 Dz D 0, it is guaranteed that the new constraint set still satisfies Assumption 7.1. The admissible set in the new basis is defined as x WD f xx 2 Rn j 9u0 such that V.S/

C x  b b

u0 Cd xd

x g: 2S

Proof of Theorem 8.43 We first establish the necessity of the conditions in Theorem 8.43. Using the SCB as introduced above, we can decompose the original system into two subsystems: 8 ˆ xa D Aaa xa C Kab Cb xb C Ka2  ˆ ˆ ˆ ˆ xb D Abb xb C Kbb Cb xb C Kb2  ˆ ˆ ˆ ˆ ˆ z ˆ < xd D Ad d x!d C Bd Œud!C G xx C Kd x 0 I ˙1 W (8.80) ˆ  D u0 xd C ˆ ˆ C 0 ˆ d ˆ ! ! ˆ ˆ ˆ C 0 ˆ b ˆ ˆ xb C z D ; : x 0 I and ˙2 W

n

xc D Acc xc C Bc Œuc C Ja xa  C Kc x z:

(8.81)

We have the following lemma regarding the necessary conditions for semiglobal stabilization.

Lemma 8.45 Consider the constrained system (7.1). The problem of semi-global stabilization in the admissible set via state feedback is solvable only if: (i) The constraints are weakly non-minimum phase. (ii) For any x 2 V.S; Rn /, there exists a u such that Ax C Bu 2 V.S; Rn / while Cz x C Dz u 2 S. Moreover, condition (ii) implies the following: (iii) The constraints are weakly non-right invertible, i.e., the matrix Cb is injective.

468

8 Semi-global and global stabilization in admissible set

(iv) The constraints are of type one, i.e., the matrix Cd is injective.

Proof : We first note that the first equation of ˙1 reads as xa .k C 1/ D Aaa xa .k/ C Kab Cb xb .k/ C Ka2 .k/: Clearly, x.0/ 2 V.S; Rn / still allows for an arbitrary initial condition xa .0/ for this system (provided we choose the other initial conditions for xb , xc and xd appropriately). On the other hand, the inputs Cb xb and  to this system are bounded. It is well known from the theory for linear systems subject to input constraints that if the system is exponentially unstable, there exist initial conditions xa .0/ for which there exist no Cb xb and  such that xa converges to zero. This is clearly in contradiction with the requirements for the semi-global stabilization in the admissible set. Therefore, Aaa must have its eigenvalues in the closed unit disc, or equivalently, the constraints are at most weakly non-minimum phase. Condition (ii) is clearly necessary since the existence of x0 2 V.S; Rn / for which there does not exist any u such that Ax0 C Bu 2 V.S; Rn / implies the existence of a xz0 2 int V.S; Rn / for which there does not exist any u such that Az x0 C Bu 2 V.S; Rn / because the set V.S; Rn / is closed. But clearly, semi-global stabilization in the admissible set requires that for all initial conditions in the interior of V.S; Rn /, we must be able to avoid constraint violation. The fact that we cannot guarantee for some initial condition x.0/ D xz0 that x.1/ 2 V.S; Rn / implies that we will get a constraint violation which yields a contradiction. Assume that the constraints are not weakly non-right invertible or, in other words, the matrix Cb is not injective. In that case, we can find a xb such that Cb xb D 0. However, since the pair .Cb ; Abb / is observable, there always exists some k < n such that Cb Akbb xb ¤ 0. Without loss of generality, choose k such that Cb Ak1 xb D 0. But then the initial condition, bb

˙

xx.0/ D

0

Ak1 bb xb 0 0



;

x for all . However, is in V.S/

!

Cb Akbb xb C Cb Kbb Cb xb C Cb Kb2 .0/ z .1/ D x .1/

x for sufficiently large since S x is bounded. After all, Cb Ak xb will not be in S bb can be made arbitrarily large by choosing large while all other terms are bounded x Therefore, x x for any input even though since we know that x z .0/ 2 S. z .1/ is not in S x This violates condition (ii). xx.0/ 2 V.S/.

8.5 Non-right invertible constraints – discrete time

469

In order to establish (iv), we first assume that there exists an xd such that Cd xd D 0 while Cd Ad d xd C Cd Bd ud ¤ 0 for any ud . For any , there exx / which yields initial condition xd .0/ D xd for this system ists a xx.0/ in V.S (provided we choose the other initial conditions for xa , xb and xc appropriately). But then, z .0/ Cd xd .1/ D Cd Ad d xd C Cd Bd Œud .0/ C G xx.0/ C Cd Kd x can be made arbitrary large independent of our choice for ud .0/ since the second term on the right cannot cancel the first term while the third term on the right is bounded. This violates condition (ii). On other hand, if for all xd satisfying Cd xd D 0 there exists a ud such that Cd Ad d xd C Cd Bd ud D 0, then there exists a matrix F such that for all xd such that Cd xd D 0 we have Cd .Ad d C Bd F /xd D 0. But this in turn implies that Cd Bd v D 0 for some v ¤ 0 yields that Cd .Ad d C BF /k Bv D 0 for all k which is in contradiction with the left invertibility of .Ad d ; Bd ; Cd ; 0/ as required by the properties of SCB. Hence, Cd Bd is injective (which implies the infinite zeros are at most of order 1). The structure of the SCB then also guarantees that Cd is injective. In order to establish sufficiency of the conditions of Theorem 8.43, we will construct an appropriate controller for the system ˙. Note that finding a controller for ˙2 does not affect ˙1 nor its constraints. Our design methodology will amount to designing a controller for the system ˙1 . However, since the eigenvalues of Aaa must be in the closed unit disc, it can be established that the critical part of the system is actually the xb and xd dynamics presented in the following subsystem: 8 ˆ ˆ xb .k C 1/ D Abb xb .k/ C Kbb Cb xb .k/ C Kb2 .k/ ˆ ˆ ˆ zd! .k/ C Kd x z .k/ ˆ xd .k C 1/ D Ad d x!d .k/ C Bd u ˆ ˆ < 0 I .k/ D u0 .k/ xd .k/ C (8.82) ˙bd W ˆ Cd 0 ˆ ! ! ˆ ˆ ˆ ˆ Cb 0 ˆ ˆ z .k/ D x .k/; xb .k/ C : I 0 where u zd D ud C G xx. Also, we denote xbd D .xb0 ; xd0 /0 . We define the admissible set for subsystem ˙bd as 8 ˆ Cb xb < x WD xb 2 Rnb ; xd 2 Rnd j 9u0 such that Vbd .S/ u0 ˆ : Cd xd



 x 2S

9 > = > ;

:

(8.83)

The proof of sufficiency can be sketched as follows. We will start the construction in Lemma 8.46 by determining an appropriate controller for the system ˙bd . Then based on the result of Lemma 8.46, we construct a controller for ˙1 . Finally, after choosing a proper controller for ˙2 , we complete the proof. The following lemma is concerned with semi-global stabilization for ˙bd .

470

8 Semi-global and global stabilization in admissible set

Lemma 8.46 The problem of semi-global stabilization in the admissible set for ˙bd is solvable by a static state feedback, u0 D fx1 .xb ; xd / and u zd D fx2 .xb ; xd /; if the conditions of Theorem 8.43 are satisfied.

Proof : Using condition (iii), it is not difficult to construct a controller such that x However, to establish the convergence to the state cannot leave the set Vbd .S/. the origin, we need to do some extra work. We first transform ˙bd into its controllable canonical form. That is, there is a nonsingular state transformation T such that with ! x1 .k/ D T xbd ; xz D x2 .k/ the system ˙bd given by (8.82) is transformed to the form 8 ! ! ! ! ˆ x x .k C 1/ A .k/ A B ˆ 1 11 12 1 1 ˆ C u z.k/; ˆ < x .k C 1/ D 0 A22 x2 .k/ 0 2 zbd W ! ! ! ˙ ˆ C1 C2 x1 .k/ 0 0 ˆ ˆ z .k/ D x C u z.k/; ˆ : x2 .k/ 0 0 I 0 where the dynamics of x1 is controllable, the dynamics of x2 is uncontrollable, and ! u0 .k/ u z.k/ D : u zd .k/ zbd is given by The admissible set of ˙ x D T Vbd .S/: x z bd .S/ V zbd , define a modified system In order to construct a controller for ˙ 8 ! ! ! ! ˆ x1` A11 B1 ` A12 x1` ˆ ˆ u z ; C .1 C `/ ˆ <  x ` D .1 C `/ 0 A22 x2` 0 2 z` W ! ! ! ˙ bd ˆ C1 0 0 ` C2 x1` ˆ ˆ z` D C u z ; ˆ : x 0 0 x` I 0 2

z ` .S/ x be the z ` is still stabilizable. Let R where ` > 0 is small enough so that ˙ bd bd ` z for which there exists an input largest set of initial conditions for the system ˙ bd such that the constraints are satisfied while we stay inside the set for all k (note

8.5 Non-right invertible constraints – discrete time

471

that we do NOT impose convergence to zero). We do claim that for any z, there exists an ` > 0 sufficiently small such that z bd .S/ x R z ` .S/ x V z bd .S/: x zV bd It is trivial to see that

(8.84)

z ` .S/ x V z bd .S/: x R bd

It remains to establish that z bd .S/ x R z ` .S/: x zV bd z ` , since the dynamics of x1 is controlFor any time r > n for the system ˙ bd  lable, there exists a ı > 0 such that for any ı 2 .0; ı  / and for any x1 for which there exists a x2 such that ! x1 x z bd .S/; 2 ıV x2 there exists an input u z` WD .u`0 ; u z`d / such that x1` .r/ D x1 and x2` .r/ D 0 with initial condition xz` .0/ D 0, while zx` .k/ 2

1z  2 S;

k D 0; 1; : : : ; r  1:

Moreover, ı  is independent of ` and r provided ` is small enough. z bd .S/, x we have Let r > n be such that for any xz` .0/ 2 V ! 0 z bd .S/ x 2 ı zV x2` .r/ for all ` sufficiently small. This is clearly possible due to the fact that the system is stabilizable and hence the uncontrollable dynamics of x2` must be asymptotically stable. x We have an input u z bd .S/. z for the Consider any initial condition xz.0/ 2 V x z system ˙bd such that x z .k/ 2 S. Hence, for any z < 1, we can find, for any initial x an input zu x z bd .S/, zbd such that zx.k/ 2 zS z for the system ˙ condition zxz.0/ 2 zV ` for all k. But then, for ` small enough, we find that there exists an input, say u z1 for z bd .S/ x and x x for k D 0; : : : ; r. V z ` .k/ 2 .1 Cı/z S which we have xz` .k/ 2 .1 Cı/z  Also, we observe that if we choose ı < 1z 2 , we have ! ıx1` .r/ x z bd .S/: ı xz .r/ D 2 ıV ıx2` .r/ `

Choose x1 D ıx1` .r/:

472

8 Semi-global and global stabilization in admissible set

Choose input, say u z`2 such that, for xz` .0/ D 0, we have x1` .r/ D x1 and x2` .r/ D ` z bd .S/, x the input 0 while x z .k/ 2 ıS. But then for initial condition xz` .0/ 2 zV  ` `  1z z2 and ı < min fı ; 2 g we obtain that u z1 C u x for k D 0; : : : ; r  1; zx` .k/ 2 S and ` xbd .r/

! !   x1` .r/ 0 z bd .S/ x D .1  ı/ ` Cı ` 2 .1  ı/.1 C ı/z  C ı 2 z V x2 .r/ x2 .r/ z bd .S/: x 2 zV

If we repeat this construction between k D r and k D 2r, and so forth, it becomes clear that we can find for any initial condition z bd .S/; x xz` .0/ 2 zV an input such that zx` .k/ 2 S z ` .S/. x This clearly implies that (8.84) is satisfied. for all k. Hence xz` .0/ 2 R bd For semi-global stabilization in the admissible set, we take any compact set z bd .S/, x and we construct a static controller z bd contained in the interior of V H z bd . But which will stabilize the system and the domain of attraction contains H z ` .S/. x Next, we z bd  R then clearly, using (8.84), we can find ` such that H bd x such that, for any xz` .k/ 2 z ` .S/ choose a feedback f on the boundary of R bd x we have xz` .k C 1/ 2 R z ` .S/. x We expand this feedback f to the z ` .S/, @R bd bd whole state space. Define g W Rn ! RC such that for any x, x z ` .S/: g.x/x 2 @R bd x is a convex set containing 0 in its interior, this mapping is well z ` .S/ Since R bd defined. Then we expand f to the whole state space by f .g.x/x/ : fz.x/ D g.x/ z ` .S/ x This expansion has the property that for any > 0, we have xz` .kC1/ 2 R bd ` ` z z x for all xz .k/ 2 Rbd .S/. Note that f is positively homogeneous, that is, fz.z ˛ x/ D ˛z fz.x/; for any ˛z > 0. z ` with the feedback Clearly, for the system ˙ bd ` ` u`0 .k/ D fz1 .xbd .k// and u z`d .k/ D fz2 .xbd .k//;

8.5 Non-right invertible constraints – discrete time

473

z ` .S/, x we have xz` .k/ 2 R z ` .S/ x for and for all initial conditions in the set R bd bd all k. But then the feedback, u0 .k/ D fz1 .z x .k// and u zd .k/ D fz2 .z x .k//; for the original system with xz.0/ D xz` .0/, results in a state xz.k/ D

1 xz` .k/: .1 C `/k

` x for all k but also xbd .k/ ! 0 as Hence, we obviously have xbd .k/ 2 Rbd .S/ k ! 1. Finally, the controller for the original system ˙bd is of the form,

u0 .k/ D fz1 .T 1 xz.k// D fx1 .xb ; xd /z ud .k/

D fz2 .T 1 xz.k// D fx2 .xb ; xd /:

We construct next a controller for ˙1 based on the results of Lemma 8.46.

Lemma 8.47 The problem of semi-global stabilization in the admissible set for ˙1 is solvable by a static state feedback if the conditions of Theorem 8.43 are satisfied.

x and Proof : It is easy to verify that the admissible set of initial conditions V1 .S/ x for ˙1 and ˙bd , respectively, have the relationship Vbd .S/ x D Rna ˚ Vbd .S/: x V1 .S/ x we choose a compact set Ha and z < 1 such For any compact set H in V1 .S/, that x H  Ha ˚ zVbd .S/: zd  G xx D The controller constructed in Lemma 8.46, u0 D fx1 .xbd / and ud D u x the origin of the fx2 .xbd /  G xx, is such that for all initial conditions in zVbd .S/, closed-loop system is exponentially stable. Hence, there exist M > 0 and with j j < 1 such that (8.85) kxbd .k/k 6 M k x for all k and for all xbd .0/ 2 zVbd .S/. Next, let P0 be the semi-stabilizing solution of the discrete-time algebraic Riccati equation P0 D A00 P0 A0 C C00 C0  A00 P0 B0 .B00 P0 B0 C D00 D0 / B00 P0 A0 ;

474

8 Semi-global and global stabilization in admissible set

where

A

aa

A0 D

0 C0 D

0 0

Cb 0 0 0 0



Kab Cb Abb C Kbb Cb Kdb Cb

B0 D

and

D0 D



0 Cd ; 0

B

Kad Cd Kbd Cd , Ad d

a0

Bb0 Bd 0



0 0 ; Bd

0 0 0 I

0 : 0

x 

We have

a

P0

0 0

D0

(8.86)

for all xa 2 Rna since the eigenvalue of Aaa are in the closed unit disc. Choose a level set, V0 .c/ WD f  2 Rn1 j .k/0 P0 .k/ 6 c g; such that we have   x C0  D0 .B00 P0 B0 C D00 D0 / B00 P0 A0  2 S=3

(8.87)

for all  2 V0 .c/. Then with the controller, u0 D fx1 .xbd / and ud D fx2 .xbd /  G xx; which we can abbreviate as u0 ud

! D fx.x x /;

there exists a T such that, for any initial state in x Ha ˚ zVbd .S/; we have

! xa .T / 2 V0 .c/: xbd .T /

Let P" be the stabilizing solution of the algebraic equation, P" D A00 P" A0 C C00 C0 C "I  A00 P" B0 .B00 P" B0 C I /1 B00 P" A0 : We have P" ! P0 as " approach zero. Define the level set, V" .c/ WD f  2 Rn1 j  0 P"  6 c g;

(8.88)

8.5 Non-right invertible constraints – discrete time

475

such that for " small enough, we have ! xa .T / 2 2V" .c/; xbd .T / and x .C0  D0 .B00 P B0 C D00 D0 / B00 P A0 / 2 S for any initial condition  2 2V" .c/. Hence, the feedback u0 ud

! D .B00 P" B0 C D00 D0 / B00 P" A0

xa xbd

!

is an asymptotically stabilizing controller for ˙1 and achieves a domain of attraction containing 2V" .c/. Next, consider the controller u0 ud

!

( D

fx.x x /; xabd … 2V" .c/; : 0 0

0 .B0 P" B0 C D0 D0 / B0 P" A0 xabd ; xabd 2 2V" .c/:

It is easily verified that this controller asymptotically stabilizes the system. The above lemma yields an appropriate controller for the subsystem ˙1 . Finally, we need to construct a controller for the original system ˙ which will complete our proof of sufficiency for Theorem 8.43. We are now ready to discuss the proof of Theorem 8.43. The necessity was already established in Lemma 8.45. For sufficiency, it is easily seen that the controllers designed in Lemma 8.47 combined with a controller, uc .k/ D Ja xa .k/ C Fc xc .k/; where Fc is such that Acc C Bc Fc is asymptotically stable, solves the problem of semi-global stabilization in the admissible set via state feedback for the given system ˙.

Proof of Theorem 8.44 : At first, we note that the conditions of Theorem 8.44 imply that xb and xd can be directly deduced from the measurements. In other words, we have (in a suitable basis)

y  C 1

yD

y2 y3

ya

D

0 0

0 Cb 0

Cyc 0 0

˙x     0 D a

0 Cd

xb xc xd

y

C

0 0

u0 ;

476

8 Semi-global and global stabilization in admissible set

where Cb and Cd are injective. However, we need an observer to estimate xa and xc :



xya xyc

! D

Aaa Bc Ja

0 Acc

!



!

xya Kab C Kc1 xyc

Ka2 Kc2

! Cb xb 0  Bc uc



!  La  y1  Cya xya  Cyc xyb  Dy u0 : C Lc Clearly, xya  xa  xyc  xc

!

Aaa  La Cya D Bc Ja  Lc Cya ! x y  x a a D Azac ; xyc  xc

La Cyc Acc  Lc Cyc

!

xya  xa xyc  xc

!

where La and Lc are chosen such that Azac is asymptotically stable. The feedback fx can be directly implemented even in the measurement feedback case since the condition (v) of Theorem 8.44 guarantees that     G D 0 Gb 0 Gd C LG Cya 0 Cyc 0 : Hence, ud D fx2 .xbd /  G xx is equivalent to ud D fx2 .xbd /  Gb xb  Gb xd  LG y1 C LG Dy u0 : Next, we follow the same arguments as in Lemma 8.47 with small modifications such as the inclusion of xc since the observer does not allow a separate controller design for xc and xa . x and Vbd .S/ x It is easy to verify that the admissible set of initial conditions V.S/ x for ˙ and ˙bd , respectively, have the relationship x D Rna ˚ Rnc ˚ Vbd .S/: x V.S/ x we choose a compact set Hac and z < 1 such For any compact set H in V.S/, that x H  Hac ˚ zVbd .S/: The controller u0 D fx1 .xbd / and ud D fx2 .xbd /  G xx is such that for all inix the origin of the closed-loop system is exponentially tial conditions in zVbd .S/, stable. Hence, there exist M > 0 and with j j < 1 such that kxbd .k/k 6 M k x for all k and for all xbd .0/ 2 zVbd .S/.

(8.89)

8.5 Non-right invertible constraints – discrete time

477

Next, let P0 be the semi-stabilizing solution of the discrete-time algebraic Riccati equation P0 D A00 P0 A0 C C00 C0  A00 P0 B0 .B00 P0 B0 C D00 D0 / B00 P0 A0 ; where

˙A

Kab Cb Abb C Kbb Cb Kcb Cb Kdb Cb

aa

A0 D

0 Bc Ja 0

0 C0 D

Cb 0 0 0 0

0 Cd 0



0 0 Acc 0

0 0 ; 0

Kad Cd Kbd Cd Kcd Cd Ad d



˙B

a0

, B0 D

0 D0 D

and

Bb0 Bc0 Bd 0 0 I

0 0 Bc 0



0 0 0 Bd

 ;

0 0 0 0 : 0 0

˙x 

We have

a

0 xc 0

P0

D0

(8.90)

for all xa 2 Rna and xc 2 Rnc since the eigenvalue of Aaa are in the closed unit disc while uc can stabilize the xc dynamics without incurring cost. Choose a level set V0 .c/ WD f xx 2 Rn j xx.k/0 P0 xx.k/ 6 c g; such that we have x x 2 S=3 .C0  D0 .B00 P0 B0 C D00 D0 / B00 P0 A0 /x

(8.91)

for all xx 2 V0 .c/. Then with the controller, u0 D fx1 .xbd /; which we can abbreviate as

uc D 0;

u  0

uc ud

ud D fx2 .xbd /  G xx;

D fx.x x /;

there exists a T such that, for any initial state in x Hac ˚ zVbd .S/; we have xx.T / 2 V0 .c/:

(8.92)

478

8 Semi-global and global stabilization in admissible set

Let P" be the stabilizing solution of the algebraic equation P" D A00 P" A0 C C00 C0 C "I  A00 P" B0 .B00 P" B0 C D00 D0 / B00 P" A0 : We have P" ! P0 as " approach zero. Defining the level set, V" .c/ WD f xx 2 Rn j xx0 P" xx 6 c g; there exists an " such that xx.T / 2 43 V" .c/: Moreover, we can guarantee that for " small enough,

˙x



 xya 0 .k/ 2 13 V" .c/ xc  xyc 0 a

for all k > 0 given initial conditions for the system and the observer in the compact sets H and Hobs , respectively. For " small enough, we have   x C0  D0 .B00 P B0 C D00 D0 / B00 P A0 xx 2 S for any initial condition xx 2 2V" .c/. Note that

˙xy  a

xb xyc xd

yD xx

2

˙xy  ˙x

implies that

a

xx D

xb xyc xd

 xya 0 xc  xyc 0 a

C

4 V" .c/ 3

 2 2V" .c/;

and hence the feedback,

u  0

uc ud

y D .B00 P" B0 C D00 D0 / B00 P" A0 xx

0 0 xx G

y C Ny; D F" xx x and with the associated observer is an asymptotically stabilizing controller for ˙ achieves a domain of attraction containing Hobs ˚ 2V" .c/. Next, consider the following controller,

8.5 Non-right invertible constraints – discrete time

u 

(

0

uc ud

D

479

y/; y … 4 V" .c/; fx.xx xx 3 y C Ny; xx y 2 4 V" .c/; F" xx 3

together with our observer. It is easily verified that this controller asymptotically stabilizes the given system.

8.5.1 Exploration of complexity of non-right-invertible constraints In this subsection, we proceed to answer the questions we posed earlier in order to shed some light on the complexities inherent in dealing with systems having nonright-invertible constraints. We first answer the first question: “Given a system ˙ with non-right invertible constraints, for such a ˙, what are the solvability conditions for the Problems 7.8–7.11 when they are enhanced in the sense that they consider all possible pairs of constraint sets S and T that satisfy Assumption 7.1 instead of just one given pair of constraint sets S and T ?” To proceed further, we need to extract a subsystem from the SCB decomposition as given in (8.79) of the system ˙uz . Let ! ! ! ! xa Aaa Kxa Aab xa  D C z0d ; x Kxb xb 0 Axbb xb ! (8.93)  x  a zb D 0 Cb xb ; 0 where x z0d D .z00 ; zd0 /0 and

Aab D Kab Cb ; Axbb D Abb C Kbb Cb ;   Kxa D Ka0 Kad ;   Kxb D Kb0 Kbd ; when Ka and Kb are decomposed as   Ka D Ka0 Kab Kad ;

 Kb D Kb0

Kbb

 Kbd :

We have the following result. Theorem 8.48 Consider the system (7.1). The following two statements are equivalent: (i) The semi-global or global stabilization in the admissible set is possible for all constraint sets S and T satisfying Assumption 7.1.

480

8 Semi-global and global stabilization in admissible set

(ii) The constraints of system ˙ are at most weakly non-minimum phase and of type one. Moreover, the subsystem defined in (8.93) takes the following form: ! ! ! ! Aaa xa Aab xa Kxa z0d ; x D C  xb 0 ˛I xb 0 ! (8.94)   x a zb D 0 Cb xb ; where the matirx Cb is injective and ˛ 2 Œ0; 1/.

Proof : The proof of (ii) ) (i) is obvious. It remains to prove (i) ) (ii). Consider the subsystem defined in (8.93). Note that the state xa represents the finite zero dynamics of ˙uz . Viewing x z0d as input to the zero dynamics and noting that zb is constrained, the necessary condition for semi-global or global stabilization as stated in condition (v) of Theorem 8.49 (which will be presented shortly) requires that ker Cb  ker Cb Axbb : This means that ker Cb is part of the zero dynamics. But all of the zero dynamics of the original system has been included in the dynamics of xa . Hence, ker Cb D f0g, i.e., Cb is injective. Knowing that Cb is injective, we can choose a constraint set on zb so that xb is constrained to be arbitrarily small. However, zx0d .0/ can be anywhere in the constraint set for x z0d which can be arbitrarily large. If Kb ¤ 0 in (8.79), then we cannot guarantee that xb is small enough to be in its constraint set and we get a constraint violation. Hence, we must have Kb D 0. With Kb D 0, the subsystem of xb becomes completely uncontrollable. The fact that the dynamics of xb is described by a state matrix ˛I follows using the same arguments as in Theorem 8.30 for the continuous time. For asymptotic stabilization of the whole system, we need j˛j < 1. However, if the constraint set on xb is not symmetric, to avoid constraint violation, we must have ˛ 2 Œ0; 1/. We proceed next to answer the second question: “Given a system ˙ with nonright-invertible constraints, for such a ˙, does there exist a pair of constraint sets S and T that satisfy Assumption 7.1 for which semi-global and global stabilization problems as formally formulated in Problems 7.8–7.11 are solvable?” Once again, we extract some subsystems from the SCB decomposition as given in (8.79) of the system ˙uz . Let Aaa Az1 D 0

! 0 ; Abb

! K a Bz1 D ; Kb

 Cz1 D 0

 Cb ;

! xa xz1 D ; xb

8.5 Non-right invertible constraints – discrete time

vz1 D x z , and zz1 D zb . We obtain for i D 1 the subsystem, ( z z zi W xzi .k C 1/ D Ai xzi .k/ C Bi vzi .k/; ˙ z zzi .k/ D Ci xzi .k/;

481

(8.95)

where both vz1 and zz1 are constrained. If we ignore the constraint on vz1 , we can z2 from ˙ z1 z1 from ˙uz , to obtain ˙ repeat the same procedure, used to obtain ˙ and so on. At each step of the construction, we should make sure that the matrix Bzi has full column rank and the matrix Czi has full row rank. This can be done zi which is without loss of generality. This chain ends if we obtain a subsystem ˙ z z right invertible in the sense that ˙i C1 satisfies Ci C1 D 0. Another possibility of termination is that at some step we get Bzi D 0, which obviously implies that we can end the chain. It can be shown easily that if the pair .A; B/ of the given system zi as defined in (8.95) are stabilizable. ˙ is stabilizable, then all the systems ˙ The following theorem contains certain inherent necessary conditions for semiglobal or global stabilization in the admissible set whenever we have non-rightinvertible constraints. Theorem 8.49 Consider the system ˙ as given by (7.1). Let the sets S and T zi (i D 1; : : : s) be satisfy Assumption 7.1. Moreover, let the chain of systems ˙ as described above. Then the semi-global and global stabilization problems formulated in Problems 7.8 and 7.9 are solvable only if the following conditions are satisfied: (i) .A; B/ is stabilizable. (ii) The constraints of system ˙ are at most weakly non-minimum phase. (iii) The constraints of system ˙ are of type one. zi (i D 1; : : : s) have at most weakly non-minimum(iv) All the subsystems ˙ phase constraints. zi (i D 1; : : : s) with realization (8.95) satisfy: (v) The subsystems ˙ ker Czi  ker Czi Azi :

(8.96)

Proof : The necessity of these conditions except (v) is self-evident by considering each subsystem as an independent system with input and output constraints and recalling the necessary conditions in Theorem 8.35 for systems with output constraints. To see that the condition (v) is also necessary, we go back to the SCB decomposition used earlier in the proof of Theorem 8.35. As an illustration, let us look at the xd equation in (8.63) at time 0. We must have xd .1/ D ud .0/ C Ga xa .0/ C Gc xc .0/ C Gd xd .0/ 2 Sd

(8.97)

482

8 Semi-global and global stabilization in admissible set

for all possible initial conditions, but keep in mind that now ud is constrained zi . Since xa and xc are comfollowing the way we obtain the decomposition of ˙ pletely unconstrained whereas ud .0/ and xd .0/ are constrained, condition (8.97) can be guaranteed only if Ga and Gc both equal 0. This is a condition equivalent to condition (v). The following example indicates that the conditions given in Theorem 8.49 are just necessary but not sufficient conditions for solving the constrained stabilization problems. Also, this example shows that the solvability conditions for global and semi-global stabilization in the case of non-right-invertible constraints in general depend on the particular choice of constraint sets S and T , unlike the case of right-invertible constraints.

Example 8.50 Consider the system: x1 .k C 1/ D x2 .k/; x2 .k C 1/ D u.k/; z1 .k/ D x1 .k/; z2 .k/ D x2 .k/:

(8.98)

Note that the transfer matrix from u to z is non-right invertible and all the conditions in Theorem 8.49 are satisfied. If the constraint set is defined as S D fz W jz1 j 6 1; jz2 j 6 2g

and

T D R2 ;

then for any initial condition with x1 .0/ D 0 and x2 .0/ > 1, we find that x1 .1/ will violate the constraints. Therefore constrained stabilization is not possible. However, for the constraint set defined by S D fz W jz1 j 6 1; jz2 j 6 1g

and

T D R2 ;

it is easily seen that the feedback u D 0 achieves constrained stabilization.

8.5.2 Illustrative example Consider the following system: 8 ˆ < x.k C 1/ D Ax.k/ C Bu.k/; ˙W y.k/ D Cy x.k/ C Dy u.k/; ˆ : z.k/ D Cz x.k/ C Dz u.k/;

(8.99)

8.5 Non-right invertible constraints – discrete time

483

where x.k/ 2 R4 , u.k/ 2 R3 , y.k/ 2 R3 , z.k/ 2 R3 and

˙ 1

1 0:5 0:5

0 0 1 0:5 1 0:5

0 0:5 ; Dy 0:5

0 0

0 0 1 0:5 1 0:5

0:5 0 ; Dz D 0



0:5 Cz D

˙3

2 5:5 4:5

AD

Cy D



1 1 1 1 3 2:5 2 1:5

3 2 ; 5:5 6:5

D

B

 

3 3 ; 8 9

1 0 0 0 0

1 0 ; 0

1 D

0:5 0:5 0:5



5 2 3 7 8 8 11





0:5 0:5 0:5 0:5 : 0:5 0:5

The system is subject to the constraints z.k/ 2 S where S is given by

 0:5 S D f 2 R3 j

0:5 0:5

0:5 0:5 0:5



0:5 0:5  2 Œ1; 1  Œ1; 1  Œ1; 1g: 0:5

The problem is to stabilize the system with a priori given set W contained in its domain of attraction, where

˙ 0:5 W D f 2 R4 j

0:5 0:5 0:5

0 0:5 1:0 0:5 0 0:5 1:0 0:5



0:5 0:5 2 0:5 0:5

Œ10; 10  Œ1; 1  Œ10; 10  Œ1; 1g: We first solve the semi-global stabilization in the admissible set via state feedback problem as follows: Step 1: It is easy to verify that .A; B/ is stabilizable. Step 2: There exist a state transformation xx D s1 x, an input basis transformation u x D u1 u, and an output basis transformation x z D z1 z that converts the original system into its SCB form. These transformations are given by:

484

8 Semi-global and global stabilization in admissible set

˙x  ˙ 0:5

0 0:5 1:0 0:5 0 0:5 1:0

a

xx D

xb xc xd

D

u  1 0 0

1 1 1 0 1 1

1 0

0 1 1 0 1 1

0

u xD

uc ud

D

z  1 b

zD x

zd z0

D

0:5 0:5 0:5 0:5

u 

˙x 

0:5 0:5 0:5 0:5

1

x2 ; x3 x4

1

u2 ; u3

z  1

z2 : z2

The transformed system is as follows: 8 xx .k/ C Bxu ˆ x.k/; < xx.k C 1/ D Ax zW xy u ˙ x.k/; y.k/ x D Cxy xx.k/ C D ˆ : xz u x.k/; z .k/ D Cxz x.k/ C D x

˙1

where

Ax D

0 2 0

1 Cxy D

0 0 2 0



˙1



1

1 2 ; Bx D 2 1

0 0 1 0 0

1 0 0 0 ; 0 1

1 0 0 0 0

0 0 0 1 ; 0 0

0 Cxz D

2 3 2 1

xy D D



0 4 0 2 2 1 0



0 0 ; 0 1



0 0

0 0 0 0 ; 0 0

0 1

0 0 0 0 ; 0 0

0 xz D D

(8.100)



x where S x is given and the system is subject to the constraints x z .k/ 2 S, by x D Œ1; 1  Œ1; 1  Œ1; 1 ; S x is given by and W x D Œ10; 10  Œ1; 1  Œ10; 10  Œ1; 1 : W Extract subsystem ˙1 composed of xa , xb , and xd dynamics: ( xabd .k C 1/ D A0 xabd .k/ C B0 u x.k/; ˙1 W z .k/ x D C0 xabd .k/ C D0 u x.k/;

(8.101)

8.5 Non-right invertible constraints – discrete time

1

where



485

 

2 1 1 0 A0 D 0 3 2 ; B0 D 4 0 ; 0 1 1 1 1 0 1 0 0 0 0 C0 D 0 0 1 ; D0 D 0 0 0 : 0 0 0 1 0 0









Then extract xd and xd dynamics from ˙1 and form ˙bd , 8 ˆ ˆ ˆ xb .k C 1/ D 3xb .k/ C 2xd .k/ C 4u0 .k/; ˆ ˆ ˆ < xd .k C 1/ D xb .k/ C xd .k/ C u0 .k/ C ud .k/; ˙bd W xb .k/ ˆ ˆ ˆ z x .k/ D x ˆ d .k/ : ˆ ˆ : u0 .k/





(8.102)

Step 3: Design a state feedback for subsystem ˙bd . A suitable controller is given by ! ! 0:625x .x/  0:375x .k/ u0 .k/ b d D fx.xbd .k// D : ud .k/ 0:375xb .k/ Step 4: Design a state feedback controller for subsystem ˙abd . Let P0 be the semi-stabilizing solution of the discrete-time algebraic Riccati equation P0 D A00 P0 A0 C C00 C0  A00 P0 B0 .B00 P0 B0 C D00 D0 / B00 P0 A0 I

0:0000

we have P0 D



0:0000 0:0000 0:0000 1:5390 0:3593 : 0:0000 0:3593 1:2396

Then choose c D 0:2 and  D 0:000004. P is the stabilizing solution of the algebraic Riccati equation P D A00 P A0 C C00 C0 C I  A00 P B0 .B00 P B0 C D00 D0 / B00 P A0 :

0:0015

We have P D



0:0021 0:0009 0:0021 1:5421 0:3607 : 0:0009 0:3607 1:2401

Choose the level set ˚  V .c/ D  2 R3 j  0 P  < c :

486

8 Semi-global and global stabilization in admissible set Dynamic of the system in SCB form 10 5 0 −5

0

100

200

300

400

500

600

500

600

Constrained output in SCB form 1 0.5 0 −0.5 −1

0

100

200

300

400

Figure 8.1: State feedback case Design the low-gain feedback F D .B00 P B0 C D00 D0 / B00 P A0 , that is ! 0:0004 0:7192 0:4794 : F D 0:0001 0:3175 0:5450 Hence, the state feedback for ˙1 is given by ! ( u0 fx.xbd /; xabd … 2V .c/; D ud F xabd ; xabd 2 2V .c/: Step 5: Design a state feedback controller for the entire system. Let uc .k/ D u0 .k/  xa .k/  xb .k/  32 xc .k/  xd .k/: Then the controller designed in step 4 combined with this controller solves the problem of semi-global stabilization in the admissible set for the entire system, and we denote this controller as

u  0

uc ud

D fy.x x /:

The simulation data for state feedback case is shown in Fig. 8.1. Next, we solve the problem of semi-global stabilization in the admissible set via measurement feedback as follows: Steps 1 and 2 are identical to state feedback case.

8.5 Non-right invertible constraints – discrete time

Step 3: We have

487

xy u y.k/ x D Cxy xx C D x:

Replace the xb and xd in the controller designed for state feedback with the observation xyb and xyd which can be directly determined from the measurement.

˙ 

Step 4: Design an observer for xa and xc . The observer is given by



xya xyc

! D

1 0 2 2

!

!

xya 2 C 2 xyc

! xb 0 xd 1 u0 uc

1 1 2 2

! 0:75 C Œyx1  xyc  u0  : 2:25

˙xy 

Step 5: Design a measurement feedback for the entire system. Denote a

yD xx

xb xyc xd

:

Let P0 be the semi-stabilizing solution of algebraic Riccati equation, x Bx0 P0 Bx C D x z0 D x z / Bx0 P0 A: x P0 D Ax0 P0 Ax C Cxz0 Cxz  Ax0 P0 B.

˙0:0000

We have

0:0000 0:0000 1:5390 0:0000 0:0000 0:0000 0:3593

P0 D

0:0000 0:0000 0:0000 0:0000



0:0000 0:3593 : 0:0000 1:2396

Choose c D 0:2 and  D 0:000004. P is stabilizing solution of the algebraic Riccati equation, x Bx0 P Bx C D x z0 D x z / Bx0 P A: x P D Ax0 P Ax C Cxz0 Cxz C I  Ax0 P B.

˙0:0015

We have

0:0021 0:0021 1:5421 0:0000 0:0000 0:0009 0:3608

P D

Choose the level set

0:0000 0:0000 0:0000 0:0000



0:0009 0:3608 : 0:0000 1:2401

˚  V .c/ D  2 R4 j  0 P  < c :

488

8 Semi-global and global stabilization in admissible set Dynamic of the system in SCB form 80 xa xb xc xd

60 40 20 0 −20

0

100

200

300

400

500

600

Constrained output in SCB form 1 xb xd u0

0.5 0 −0.5 −1

0

100

200

300

400

500

600

Figure 8.2: Measurement feedback case x z0 D x z / Bx0 P A, x that is, Design the low-gain feedback F D .Bx0 P Bx C D

 0:0004

F D



0:7192 0:0000 0:4794 0:9996 0:2808 1:0000 0:5206 : 0:0001 0:3175 0:0000 0:5450

Then the following measurement feedback controller solves the problem of semi-global stabilization in the admissible set

u 

(

0

uc ud

D

y/; fy.xx y; F xx

y … 4 V .c/ xx 3 y 2 4 V .c/; xx 3

where fy is the controller designed in state feedback case. The simulation data for measurement feedback case is shown in Fig. 8.2.

8.5.3 Discussion on semi-global stabilization in the presence of both amplitude and rate constraints In Sects. 8.2 (continuous-time) and 8.4 (discrete-time), we considered systems where, in addition to amplitude constraints, we have rate constraints as well on the

8.5 Non-right invertible constraints – discrete time

489

constrained output. These sections considered right-invertible systems and dealt with semi-global stabilization in the admissible set. In the context of this section as well, we can consider systems which are subject to both rate and amplitude constraints on the constrained output. The issues related to this are discussed in this subsection. In our main results of Theorems 8.43 and 8.44, we established that guaranteeing the fact that, for all initial conditions in the admissible set, we will still be in the admissible set one time step later, implies that we can stay in the admissible set forever without any constraint violations. The following example shows that this property does not hold when we consider rate constraints.

Example 8.51 Consider the system

0

x.k C 1/ D

where ˇz D

0 0



1 0 ˛z ˇz x.k/ C ˇz ˛z

1 0 0 0

0 u; 1

p 1  ˛z2 with the constraints: x1 .k/ 2 Œ1; 1; u2 .k/ 2 Œ"; "; .u1 .k C 1/  u1 .k// 2 Œı; ı;

and x22 .k/ C x32 .k/ 6 49: We claim that for any r > 0, there exist "; ˛z , and ı such that for all initial conditions in the admissible set, there exists an input which does not violate constraints in the first r steps even though there does exist an initial condition in the admissible set for which we will get a constraint violation at some time k > r for any input. Choose ˛z so close to 1 that .x2 .k/  x2 .0// 2 Œ1; 1 for all initial conditions with k < r. On the other hand, choose ˛ z such that for x2 .0/ D 7 and x3 .0/ D 0, we have x2 .5r/ D 3 for u2 .k/ D 0. This is clearly possible. If u1 .k/ D x2 .0/ for k D 0; : : : ; r and u2 .0/ D 0, then we will not have any constraint violation in the first r steps. On the other hand, for initial condition x2 .0/ D 7 and x3 .0/ D 0, we need to choose u1 .0/ 2 Œ8; 6. By choosing ı small enough, we must have 11 u1 .5r/ 2 Œ 17 2 ;  2 :

On the other hand, for " small enough, we will have x2 .5r/ 2 Π52 ; 72 

490

8 Semi-global and global stabilization in admissible set

for any choice of u2 satisfying the constraints. But then x1 .5r C 1/ 2 Œ6; 2; and hence, we have a constraint violation.

The above example actually illustrates that acceptable initial conditions for the state are directly connected to acceptable initial conditions for the input. This connection cannot be ignored in the analysis, and hence, the approach of Theorems 8.43 and 8.44 cannot be directly applied. One specific method to overcome this problem is to define an expanded system. Consider the system 8 ˆ < x.k C 1/ D Ax.k/ C Bu.k/; ˙W y.k/ D Cy x.k/ C Dy u.k/; ˆ : z.k/ D Cz x.k/ C Dz u.k/;

(8.103)

subject to the constraint z.k/ 2 S and z.k C 1/  z.k/ 2 T for all k > 0. This is clearly equivalent to 8 ˆ x.k C 1/ D Ax.k/ C Bx1 .k/; ˆ ˆ ˆ ˆ ˆ x < 1 .k C 1/ D x1 .k/ C v.k/; ˙W y.k/ D Cy x.k/ C Dy x1 .k/; ˆ ˆ ˆ z.k/ D Cz x.k/ C Dz x1 .k/; ˆ ˆ ˆ : z .k/ D C .A  I /x.k/ C C Bx .k/ C D v.k/; 1 z z 1 z

(8.104)

provided x1 .0/ D u.0/ and v.k/ D u.k C 1/  u.k/. Moreover, the constraints of the original system now convert to amplitude constraints: z.k/ 2 S and z1 .k/ 2 T for all k > 0. There are, however, two main drawbacks to this approach. First of all, if we have right-invertible constraints, then this expansion will result in a system with non-right-invertible constraints. Hence, for systems with right-invertible constraints, the direct approach of Sects. 8.2 and 8.4 is preferable. The second drawback of this expansion is the choice of the initial condition. If we can avoid constraint violations for a certain initial condition x.0/ for the system (8.103), then there exists an initial condition x1 .0/ D u.0/ for the system (8.104) such that constraint violations can be avoided. It yields conservative results if we impose semi-global stabilization in the admissible set for the expanded system since we then suddenly need to guarantee that we can avoid constraint violations for all initial conditions for x1 .0/ in the admissible set. The above example illustrates that this connection between the initial conditions for state and input is intrinsic and cannot be ignored.

8.A Global and semi-global stabilization with constraints and `2 disturbances

8.A

491

Global and semi-global stabilization with constraints and `2 disturbances

In this section, we first develop a nonlinear control law satisfying the amplitude and rate constraints that achieves globally asymptotic stabilization for an asymptotically null controllable system without disturbance; meanwhile, it achieves global attractivity of the origin when an `2 disturbance is in presence. Then we develop a linear control for the semi-global case which achieves a similar result.

Theorem 8.52 Consider the system x.k C 1/ D Ax.k/ C Bu.k/ C Bw.k/

(8.105)

with input subject to the amplitude and rate constraints, ku.k/k1 6 ˛z ;

z ku.k C 1/  u.k/k1 6 ˇ;

8k >0

(8.106)

for some ˛z > 0 and ˇz > 0. The sequence w.k/ is any disturbance in `2 . Assume that .A; B/ is stabilizable with all eigenvalues of A in the closed unit disc. Then, there exists a static nonlinear state feedback which has the following properties:  The constraints in (8.106) are not violated.  In the absence of disturbance, the equilibrium point x D 0 of the closedloop system is globally asymptotically stable and locally exponentially stable.  In the presence of any `2 , disturbance the state x D 0 remains globally attractive.

Proof : We first recall Lemma 4.24. For simplicity, we choose Q" D "I and we define P" according to Lemma 4.24. We will use an adaptive-low-gain feedback with ".x/ defined by (4.244). To simplify notation, we denote "k D ".x.k//, Qk D Q".x.k// D "k I , and Pk D P".x.k// . Following this, we define an adaptivelow-gain control law as u.k/ D .B 0 Pk B C I /1 B 0 Pk Ax.k/

(8.107)

and show that there exists a sufficiently small ı  > 0 such that the control law satisfies the amplitude and rate constraints (8.106) and achieves global asymptotic stabilization of system (8.105) when w D 0. z Let z D minfz ˛ ; ˇ=2g and choose ı  > 0 small enough so that 2 max .BB 0 /ı 2 6 z2

492

8 Semi-global and global stabilization in admissible set

Then, ku.k/k2 D x 0 .k/A0 Pk B.B 0 Pk B C I /2 B 0 Pk Ax.k/ 1=2 1=2 6 Pk APk max .BB 0 /fx 0 .k/Pk x.k/ trace Pk g 6 2 max .BB 0 /ı 2 6 z2 6 ˛z2 : This implies that ku.k/k1 6 ku.k/k 6 ˛ z for all k, i.e., the control law (8.107) does not violate the amplitude constraint. On the other hand, the above also yields z for all k. Hence, that ku.k/k1 6 ˇ=2 z ku.k C 1/  u.k/k1 6 ku.k C 1/k1 C ku.k/k1 6 ˇ; for all k which shows that the control law also does not violate the rate constraint either. Next we show that the closed-loop system is globally asymptotically stable when w 0. Choose a Lyapunov function Vk WD V .x.k// D x 0 .k/Pk x.k/: The variation of Vk along the state trajectory of the closed-loop system is VkC1  Vk D x 0 .k C 1/ŒPkC1  Pk x.k C 1/  "k x 0 .k/x.k/  u0 .k/u.k/ C w 0 .k/B 0 Pk Bw.k/  2u0 .k/w.k/ D x 0 .k C 1/ŒPkC1  Pk x.k C 1/  "k kx.k/k2  ku.k/ C w.k/k2 C w 0 .k/.B 0 Pk B C I /w.k/: (8.108) When w 0, we get V .x.kC1//V .x.k// 6 "k kx.k/k2 Cx 0 .kC1/ŒPkC1 Pk x.kC1/: (8.109) Consider the following two cases: Case 1: If ".k C 1/ 6 "k , we find by the monotonicity of P" that PkC1 6 Pk and using (8.109) that V .x.k C 1//  V .x.k// < 0 for x.k/ ¤ 0. Case 2: If 1 > ".k C 1/ > "k , then PkC1 > Pk and V .x.k// trace Pk D ı 2 > V .x.k C 1// trace PkC1 ; which yields V .x.k C 1//  V .x.k// < 0 for x.k/ ¤ 0. In conclusion, the control law (8.107) guarantees that V .x.k C1//V .x.k// < 0 for x.k/ ¤ 0, which implies the global asymptotic stability. The local exponential stability follows easily by noting that ".x.k// 1 if the system starts sufficiently

8.A Global and semi-global stabilization with constraints and `2 disturbances

493

close to the origin and the control law is linear and the input saturation is never overloaded. The global attractivity of the origin in the presence of `2 disturbance follows from the following argument. From (8.108), we claim that if VkC1 > Vk , then VkC1  Vk 6 "k kx.k/k2 C kw.k/k2 ;

(8.110)

where D max ŒB 0 P1 B C I  is associated with " D 1. In deriving (8.110), we use that the scheduling defined in (4.244) guarantees that PkC1 6 Pk whenever VkC1 > Vk . This yields VkC1  Vk 6 kw.k/k2 ;

(8.111)

for all k > 0. This inequality guarantees that, given an `2 disturbance w, the state starting from anywhere in Rn is bounded. This implies that "k has a lower bound "min > 0. It remains to show that the state x starting from any point in Rn is also in `2 ; hence, it approaches to the origin. First, note that if the initial state is sufficiently close to the origin, say kx.0/k 6 r0 for some r0 > 0 small enough, and the disturbance is bounded by kw.k/k 6 d0 , then for sufficiently small d0 the amplitude and rate constraints (8.106) will not be violated, and the closed-loop system is linear and exponentially stable. Hence, x.k/ 2 `2 . Now, let d02 < "min r0 = . We show that for any initial state x.0/ 2 Rn and any disturbance w 2 `2 , there exists a K > 0 such that kx.K/k 6 r0 and kw.k/k 6 d0 for all k > K. Since w is vanishing, there exists a K1 > 0 such that kw.k/k 6 d0 for all k > K1 . On the other hand, if kx.k/k > r0 and VkC1 > Vk for some k > K1 , then from (8.110), we have VkC1  Vk 6 "k kx.k/k2 C kw.k/k2 < "min r0 C d0 < 0 for k > K1 . This contradiction yields that either kx.k/k 6 r0 or VkC1 < Vk . For the former case, we are done. For the latter case, there exists a K > K1 such that kx.K/k 6 r0 . In conclusion, there exists a K > 0 such that kx.K/k 6 r0 . This shows the global attractivity.

Theorem 8.53 Consider the system (8.105) with input subject to the amplitude and rate constraints (8.106). Assume the same condition as stated in Theorem 8.52. Then, given any compact set K in the state space and any D > 0 there exists a linear state feedback which has the following properties:  The constraints in (8.106) are not violated.  In the absence of disturbance, the equilibrium point x D 0 of the closedloop system is asymptotically stable with K contained in the region of attraction.

494

8 Semi-global and global stabilization in admissible set

 In the presence of any `2 disturbance satisfying kwk`2 6 D, the state x D 0 remains attractive.

Proof : The proof of this theorem is easily adapted from the proof of Theorem 8.52. Since we are dealing with semi-global stabilization, we can fix " to be a constant, instead of being state dependent. Let V .x/ D x 0 P" x be the Lyapunov function and LV .c/ WD fx W x 0 P" x 6 cg be the level set. Choose a sufficiently small " 2 .0; 1 so that 2 D 2 trace P" 6 ı 2

and

K  LV . D 2 /

where the constants and ı  are defined in the proof of Theorem 8.52. Following this choice of ", we claim that the level set LV .2 D 2 / is an invariant set for trajectories starting from any point in K and any disturbance w satisfying kwk`2 6 D. This claim follows easily from the inequality (8.110) which holds for all k > 0 when " is fixed. The rest of the proof follows similar to the global case.

8.B Completion to the proof of Theorem 8.35 Lemma 8.54 Consider the following system x.k C 1/ D Ax.k/ C k Gx.k/ where A is Schur stable and j j < 1. Then, for all x.0/ 2 Rn there exists a > 0 such that kx.k/k 6 kx.0/k for all k > 0.

Proof : Since A is Schur stable, there exists a positive definite matrix P > 0 such that A0 PA  P D I . Let V .x/ D x 0 P x and denote Vk D V .x.k//. Then VkC1  Vk D x 0 .k/x.k/ C 2 k x 0 .k/G 0 PAx.k/ C 2k x 0 .k/G 0 P Gx.k/  1=2  0 1=2 6 2j jk x 0 .k/A0 PAx.k/ x .k/G 0 P Gx.k/ C j j2k x 0 .k/G 0 P Gx.k/ z 2k /Vk 6 .2ˇz1=2 j jk C ˇj j 6 c0 j jk Vk ; where we have used x 0 .k/A0 PAx.k/ 6 x 0 .k/P x.k/;

ˇz D max .G 0 P G/= min .P /;

8.B Completion to the proof of Theorem 8.35

495

z It follows that and c0 D 2ˇz1=2 C ˇ.

o n VkC1 6 .1 C c0 j jk /Vk 6 exp c0 j jk Vk :

Thus, k1 Y i D0

) ( 1 X Vi C1 6 exp c0 j jk ; Vi kD0

i.e.,

( Vk 6 exp

1 X

) c0 j j

k

V0

kD0

for all k > 0. Hence the lemma follows. Completion to the Proof of Theorem 8.35 : Note that the feedback f .xa / as constructed in Appendix 8.A is globally Lipschitz and locally linear. Let r > 0 be sufficiently small and let f .xa / D Fa xa for kxa k 6 r. As we shall see later, we can choose the initial conditions sufficiently small to guarantee that the trajectory of xa remains in this ball. The construction of f .xa / guarantees  that 0 0 0 Azaa WD Aaa  Ka Fa is Schur stable. We decompose Fa D Fa0 ; Fad and continue by writing out the first subsystem: xa .k C 1/ D Aaa xa .k/ C Ka f .xa .k// C Ka v.k/ ! v0 D .Aaa  Ka Fa /xa .k/ C Ka vd

! 0 D Azaa xa .k/ C Ka k

xd .0/  k fd .xa .k// ! ! 0 0 k k z C Ka xa .k/: D Aaa xa .k/ C Ka xd .0/ Fad

This system is equivalent to the following dynamics: ! ! ! ! xa .k C 1/ x Azaa I xa .k/ .k/ a D C k G ; .k C 1/ 0

I .k/ .k/ where



!

.0/ D Ka

0 xd .0/

and

GD

Ka

0 Fad 0



! 0

:

0

Applying Lemma 8.54, there exist > 0 and 1 > 0 such that   0 0 kxa .k/k 6 k xa .k/0 .k/0 k 6 k xa .0/0 .0/0 k 6 1 .kxa .0/k C kxd .0/k:

9 Semi-global stabilization in the recoverable region: properties and computation of recoverable regions 9.1 Introduction As in Chap. 8, we consider in this chapter constraints on state as well as input variables. As discussed in detail in Chap. 8, if the given system has at least one of the constraint invariant zeros in the open right-half plane (continuous time) or outside the unit disc (discrete time), that is, if it has non-minimum-phase constraints, then neither semi-global nor global stabilization in the admissible set is possible. Thus, whenever we have non-minimum-phase constraints, the semiglobal stabilization is possible only in a certain proper subset of the admissible set. This gives rise to the notion of a recoverable region (set), sometimes also called the domain of null controllability or null controllable region. Generally speaking, for a system with constraints, an initial state is said to be recoverable if it can be driven to zero by some control without violating the constraints on the state and input. We can appropriately term the set of all recoverable initial conditions as the recoverable region. The recoverable region is thus indeed the maximum achievable domain of attraction in stabilizing linear systems subject to non-minimum-phase constraints. The goal of stabilization is to design a feedback, say u D f .x/, such that the constraints are not violated and moreover the region of attraction of the equilibrium point of the closed-loop system is equal to the recoverable region or an arbitrarily large subset contained within the recoverable region. Such a stabilization is termed as the semi-global stabilization in the recoverable region, and this is what we pursue in this chapter. Our goals in this chapter are twofold. At first, we explore the properties and computational issues in constructing the recoverable region for a given constraint set by exploiting the structure of the given system. In this regard, we develop a method that lessens the computational complexity involved in obtaining the recoverable region. Our next goal, in accordance with the theme of this book, is to solve the problem of semi-global stabilization in the recoverable region via state feedback. Finally, we will briefly comment on the issues related to measurement feedback. This chapter is based on our work in [167, 197].

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__9, © Springer Science+Business Media New York 2012

497

498

9 Semi-global stabilization in the recoverable region

9.2 Preliminaries We start with a description of our system model ˙ as given in (7.1) and an amplitude constraint set S that satisfies Assumption 7.4. Throughout this chapter, we assume that the rate constraint set T D Rp , i.e., there are no rate constraints. We define the admissible set of initial conditions as in Definition 7.5, however, with a slightly different notation to indicate its dependence on the given system ˙ and the constraint set S. We repeat this definition as follows: Definition 9.1 Consider the system ˙ in (7.1) along with a constraint set S that satisfies Assumption 7.4. Then, the set V.˙; S/ WD f x 2 Rn j 9 u 2 Rm such that Cz x C Dz u 2 Sg is said to be the admissible set of initial conditions. Remark 9.2 In view of Remark 7.7, we observe that the admissible set V.˙; S/ can be equivalently written as V.˙; S/ WD f x 2 Rn j Cz x 2 Sg : In Chap. 8, we looked at the semi-global case for conditions when for all compact sets W in the interior of admissible set V.˙; S/, there exists a controller which avoids constraint violation for all time and for all initial conditions in W while, additionally, guaranteeing that the state converges to zero. This is clearly not always possible when we have non-minimum-phase constraints. Hence, we define next what is known as a recoverable region or set R.˙; S/ as the largest set of initial conditions for which we can avoid constraint violation while steering the state to the origin. Definition 9.3 Consider the system ˙ in (7.1) along with a constraint set S that satisfies Assumption 7.4. Then, the recoverable region R.˙; S/ of this system is the set of all initial states x.0/ 2 V.˙; S/ for which there exists a control input u such that x.t/ ! 0 as t ! 1 while z.t/ 2 S for all t > 0 (continuous time) or such that x.k/ ! 0 as k ! 1 while z.k/ 2 S for all k > 0 (discrete time). As we said in introduction, our goals in this chapter are twofold. At first, we explore the properties and computational issues in constructing the recoverable region R.˙; S/ for a given system ˙ and for a given constraint set S by exploiting the structure of ˙. Then, we solve the problem of semi-global stabilization in the recoverable region via state feedback. We have the following problem statement which expresses formally our goal of examining the properties and computational issues associated with R.˙; S/.

9.3 Properties and computational issues of the recoverable region

499

Problem 9.4 For a given system ˙ as in (7.1) along with the constraint set S satisfying Assumption 7.4, examine the properties of R.˙; S/ and then explore the computational issues in constructing the recoverable region R.˙; S/. We have the following problem statement which expresses formally our goal of solving via state feedback the semi-global stabilization problem in the recoverable region R.˙; S/.

Problem 9.5 Consider the system (7.1) with the constraint set S satisfying Assumption 7.4. The semi-global stabilization problem in the recoverable region R.˙; S/ is to find a family of static, possibly time varying, state feedbacks such that for any a priori given compact set W contained in the recoverable region R.˙; S/, there exists a feedback in this family such that the closed-loop system is asymptotically stable with a domain of attraction containing W in its interior and such that all the constraints are satisfied, i.e., z./ 2 S for all  > 0 provided x.0/ 2 W .

9.3 Properties and computational issues of the recoverable region Before we proceed to discuss the properties and computational issues of the recoverable region, it is appropriate to review briefly the existing literature. The earliest literature on recoverable regions can be traced back to the 1960s. For the case of input constraints, J. L. LeMay in 1964 first studied the conditions for characterizing the maximal region of recoverability and the maximal region of reachability [66]. LeMay also derived a method for calculation of a recoverable region R.˙; S/ based on optimal control techniques. It is known that for any state in the recoverable region, there exists a time-optimal control law that drives the state to zero. This fact builds a direct connection between the characterization of the recoverable region and time-optimal control. There exists a vast literature in the 1960s and 1970s that were devoted to time-optimal control, among them we mention [36, 39, 65, 114]. Ryan [121] presented a set of very detailed results of time-optimal control of systems with input constraints whose number of unstable eigenvalues is between one and four. He also provided some results for explicit characterization of the recoverable region R.˙; S/, including:  Systems with one or two unstable real eigenvalues.  Systems with two unstable complex eigenvalues.  Systems with three unstable eigenvalues which are proportional, .; 2; 3/, where  > 0.

500

9 Semi-global stabilization in the recoverable region

 Some systems with four unstable poles can be reduced to systems with lower order unstable dynamics.

Note that the above results depend crucially on the fact that, in the case of only input constraints, the recoverable region R.˙; S/ is completely determined by the unstable dynamics. Stephan et al. extended some of LeMay’s results to systems with input and state constraints [158, 159]. They examined computational issues of the recoverable regions for planar systems with state and input constraints. However, their work does not exploit the structure of a given system in order to reduce the computational burden. Recently, we studied the properties of the recoverable regions and then eased the computational burden in constructing them whenever there are constraints both on state and control variables for systems subject to non-minimum-phase constraints. We did so first for continuous-time systems in [167] and then for discrete-time systems in [197]. Unlike previous work, we explicitly exploit the structure of the given system to develop our results both for constructing the recoverable regions and for semi-global stabilization in the recoverable region. The results presented in this section are based on our work in [167] and [197]. Having reviewed the literature briefly, let us next observe an important point regarding our goal of exploring the properties and computational issues in constructing the recoverable region R.˙; S/. Since the computation of the admissible set of initial conditions V.˙; S/ is relatively trivial, we can enquire under what conditions the recoverable region R.˙; S/ coincides with the admissible set of initial conditions V.˙; S/. It is transparent from Chap. 8 that R.˙; S/ coincides with V.˙; S/ whenever the constraints are at most weakly non-minimum phase and right invertible. This property also holds for non-right-invertible constraints under certain conditions. However, whenever the constraints are strongly non-minimum phase, irrespective of whether they are right or non-right-invertible constraints, the recoverable region R.˙; S/ is always a proper subset of the admissible set of initial conditions V.˙; S/. In this section, our main interest is indeed to reduce the complexity in computing the recoverable region R.˙; S/ whenever the constraints are strongly non-minimum phase. We emphasize that such a construction is very involved, whereas the construction of the admissible set of initial conditions V.˙; S/ is quite straightforward. In order to reduce the complexities involved in the computation of R.˙; S/, as we said earlier, we exploit here the structural properties of the given system. In fact, by exploiting the structural properties, the recoverable region R.˙; S/ for a given system is constructed by constructing the same, however, for a reduced order subsystem of the given system. Such a reduction in the order or dimension of the system generally leads to a considerable simplification in the computational effort. One appreciates the reduction in the order of a system, when we note that in the literature so far, the recoverable region R.˙; S/ is constructed at the most for fourth-order systems. Following the papers [167] and [197], we present below our results in two subsections, one for continuous-time systems and the other for discrete-time systems.

9.3 Properties and computational issues of the recoverable region

501

9.3.1 Continuous-time systems For continuous-time systems, our goal in this subsection is to show how to reduce the complexities involved in computing the recoverable region R.˙; S/ by utilizing the structural properties of the given system. The first set of properties of the recoverable region R.˙; S/ is more or less well known. They are compiled in the following lemma for easy reference.

Lemma 9.6 Consider the system ˙ in (7.1) and a compact, convex constraint set S containing 0 in the interior. The recoverable region R.˙; S/ for this system has the following properties: (i) If .A; B/ is controllable, then for any initial x.0/ 2 R.˙; S/, there exist a T > 0 and an input signal u such that x.T / D 0 while z.t/ 2 S for all t 2 Œ0; T . (ii) The set R.˙; S/ is convex and contains the origin as an interior point. (iii) If .A; B/ is stabilizable, then the set R.˙; S/ is open in case we have only input constraints, i.e., Cz D 0, but in general, this need not be true. (iv) The set R.˙; S/ is bounded if all the invariant zeros of the system (7.1) are in the open right half plane, the system is left invertible, and the constraints are of type one.

Proof : See Appendix 9.A.

Remark 9.7 Note that item (i) of the above lemma states that infinite-time recoverability is equivalent to finite-time recoverability, i.e., if we can bring the state to zero asymptotically without violating our constraints, then we can also bring the state to zero in finite time again without violating our constraints.

Remark 9.8 As is clear from the example to be presented later on, the recoverable region is in general not a polytope. Of course, like any set, it can be arbitrarily well approximated by a polytope.

Remark 9.9 Assume that Cz D 0 and Dz D I in (7.1), i.e., the system is only subject to input constraints and does not have any state constraints. Then, under

502

9 Semi-global stabilization in the recoverable region

a suitable coordinate system in the state space, the system can be split into two subsystems: ˙s W xT s D As xs C Bs u; ˙u W xT u D Au xu C Bu u; where the eigenvalues of As are in the closed left half plane (at most critically unstable) and those of Au are in the open right half plane (antistable). Then it was already established in [66] that: (i) R.˙u ; S/ is bounded. (ii) x 2 R.˙; S/ if and only if xu 2 R.˙u ; S/. The fact stated above tells us that, without state constraints, the recoverable region is completely determined by the exponentially unstable part of the system. On the other hand, for the case of state constraints, this decomposition is no longer possible. Later in this subsection, we show that, in general, a different type of order reduction is possible of which the above is actually a special case. Next, we present our first reduction result for the set R.˙; S/. For this purpose, we first express the system in terms of the SCB which explicitly depicts both the finite and infinite zero structure of a given system. The SCB given in Chap. 3 is rewritten here, indicating the exact notation that is used in this subsection. As usual, choose appropriate coordinates in the state, input, and output spaces x D Tx xx;

u D Tu u x C Fxx;

z D Tz x z;

where Tx , Tu , and Tz are transformation matrices and Fx is a preliminary feedback which will make the structure of the system more visible. With this objective, we also use the following decomposition for the state, output, and input of the system:

˙x 

!

a

xx D

xb xc xd

;

zD x

zb ; 

D

z0 zd

u 

!

0

and u xD

uc ; ud

after which the system (7.1) takes the form 8 xT a D Aaa xa C Kab zb C Ka2 ; ˆ ˆ ˆ ˆ ˆ x ˆ ˆ T b D Abb xb C Kbb zb C Kb2 ; ˆ ˆ ˆ < xT c D Acc xc C Bc uc C Kcb zb C Kc2 ; xW ˙ xT d D Ad d xd C Bd ud C Kdb zb C Kd 2 ; ˆ ˆ ! ˆ Cb xb ˆ ˆ ˆ z b ˆ ˆ z D x : D u0 ˆ ˆ  : Cd xd





(9.1)

9.3 Properties and computational issues of the recoverable region

503

Furthermore, the xa equation can be decomposed as 0 0 0 xT a0 D A0 aa xa C Kab Cb xb C Ka2 ; C C C xT aC D AC aa xa C Kab Cb xb C Ka2 ;

where

! xa0 ; xa D xaC ! 0 Kab Kab D C ; Kab

Aaa Ka2

A0 aa D 0

! 0 ; AC aa

! 0 Ka2 D C ; Ka2

with all the eigenvalues of A0 aa in the closed left-half plane and all the eigenvalues in the open right-half plane. of AC aa From the full system in the SCB form, we can extract a subsystem consisting of the state variables xa and xb , input variable  consisting of z0 and zd , and output x z: 8 xT a D Aaa xa C Kab Cb xb C Ka2 ; ˆ ˆ ˆ < xT D .A C K C / x C K ; b bb! bb b ! b b2 (9.2) ˙1 W ˆ C 0 b ˆ ˆ xb C z D : : x 0 I The state dimension of this system equals na C nb . Obviously,  is not an input of the original system. However, for the moment we view  as the input to this subsystem while x z is a constrained output for this subsystem. A transformation of the system into the SCB form clearly affects the constraint set, and we obtain a x D T 1 S. Thus, the constraint on x z becomes new constraint set S z x z .t/ 2 S x

for all t > 0:

x be the recoverable region of subsystem ˙1 with the constraint set Let R.˙1 ; S/ x The following theorem shows the relationship between the recoverable region S. of the full system ˙ and the recoverable region of the subsystem ˙1 . Theorem 9.10 Consider the system ˙ in (7.1) along with a constraint set S that satisfies Assumption 7.4. Assume that we have extracted the subsystem ˙1 in (9.2) from ˙ as described above. Then the closure of the set R.˙; S/ is equal to ) ( !ˇ x1 ˇˇ x \ V.˙; S/; (9.3) Tx ˇ x1 2 R.˙1 ; S/ x2 ˇ where x2 is of compatible dimension, i.e., x2 2 Rnc Cnd , and the bar denotes the closure of the set.

504

9 Semi-global stabilization in the recoverable region

In (9.3), x1 is the state of ˙1 consisting of xa and xb , while x2 is the rest of the state variables of the system ˙ which, in the SCB form, is composed of xc and xd . x is approximated by a polytope consisting of all x 2 Remark 9.11 If R.˙1 ; S/ na Cnb for which R1 x 6 q1 while S is described by all z 2 Rp for which R Rz 6 q, then R.˙; S/ is approximated by the set of all x 2 Rn for which ! ! RC z q   x6 : q1 R1 0 Tx1 x we can approximate R.˙; S/ arBy improving the approximation of R.˙1 ; S/, bitrarily well in this way. The decomposition of the recoverable region as presented in Theorem 9.10 is therefore very important from a computational point of view. Although it does not capture which boundary points of the recoverable region are actually part of the recoverable region itself, by approximating or exactly computing the set x we immediately obtain with arbitrary accuracy the set R.˙; S/. R.˙1 ; S/, As pointed out in [159], numerical computation of recoverable regions suffers from dimension growth. Papers such as [211] try to improve the gridding methods, but the exponential growth with dimension is not avoided. In this sense, any reduction of dimension in the computation of the recoverable region is crucial for improvement of computation efficiency. The above method allows us to obtain the recoverable set for the system ˙ from the recoverable set of a lower-dimensional system in a transparent way. Note that the transformation into the SCB and the computations of the transformation matrices (in particular Tx ) have been implemented in Matlab and Maple and work very well on numerous examples. Proof : It is obvious that R.˙; S/ is contained in V.˙; S/. Moreover, assuming that in the first subsystem we have  as a free input, we clearly enlarge the recoverable set. The reverse inclusion follows from the proof of Theorem 9.18 (developed later on) since there we prove that for any compact set contained in the interior of (9.3), we can find a controller which contains this compact set in its constrained domain of attraction. Let us next have a different look at the structure of the system ˙ which will provide some interesting results for special cases. To do so, we need to define another subsystem. Consider the remaining dynamics in the system ˙ besides the subsystem ˙1 . We consider the system in its SCB form, and we get the following description for the dynamics which together with ˙1 describes the full system: 8 xT c D Acc xc C Kc2  C Bc uc C Kcb zb ; ˆ ˆ ˆ < xT D A x C K  C B u C K z ; d d d !d d2 ! d d db b ˙2 W (9.4) ˆ I 0 ˆ ˆ C u :  D x : 0 d 0 Cd

9.3 Properties and computational issues of the recoverable region

505

Note that ˙2 is only affected by ˙1 via the signal zb . When we set zb D 0, then we decouple ˙2 from ˙1 , and when we also ignore the constraints on zb by setting ! ) ( zb n2 x 2S S2 WD  2 R j 9 zb such that  and view S2 as the constraint set for ˙2 , we obtain an independent system ˙2 . In this way, we define the recoverable region R.˙2 ; S2 / for the second subsystem. The following theorem establishes the recoverable set of the second subsystem ˙2 and shows conditions under which we can completely characterize the recoverable set of the original system from the recoverable set of the subsystem ˙1 . Theorem 9.10 did not capture which boundary points belong to the recoverable set and the following theorem does this explicitly for a special case.

Theorem 9.12 Consider the system ˙ in (7.1) along with a constraint set S that satisfies Assumption 7.4. Assume that the system ˙ has been decomposed into two subsystems in SCB as described by (9.2) and (9.4). Then we have the following properties: (i) It holds that R.˙2 ; S2 / D V.˙2 ; S2 /. x (ii) If the constraints are right invertible, then S2 D S. (iii) If the constraints are right invertible and of type one, then R.˙2 ; S2 / D V.˙2 ; S2 /, and   x  V.˙2 ; S2 / : R.˙; S/ D Tx R.˙1 ; S/

(9.5)

Proof : The first property is evident from the fact that the system ˙2 has a special structure as constructed within the SCB. It is strongly controllable which yields that we can make  follow any trajectory with arbitrary accuracy and therefore any initial state that is admissible at time 0 can be steered to zero without violating any constraints. For details, we refer to the semi-global stabilization results in Chap. 8. The last two properties also follow easily from Chap. 8. We have achieved a reduction from computing the recoverable region for the system ˙ to the computation of the recoverable region for the subsystem ˙1 . As noted before, a reduction in system order is crucial in making the computation of the recoverable region feasible. The question remains whether we can achieve

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9 Semi-global stabilization in the recoverable region

further reductions. In SCB, the matrix Aaa is in fact a block diagonal matrix. With this one more step of refining, subsystem ˙1 becomes: 8 0 0 0 ˆ xT a0 D A0 ˆ aa xa C Kab Cb xb C Ka2 ; ˆ ˆ C C C C C ˆ ˆ < xT a D Aaa xa C Kab Cb xb C Ka2 ; / xb C Kb2 ; xT b D .Abb!C Kbb Cb ! (9.6) ˙1 W ˆ ˆ ˆ Cb 0 ˆ ˆ ˆ xb C z D : : x 0 I C Note that the eigenvalues of A0 aa and Aaa are in the closed left-half plane and open right-half plane, respectively. We extract a subsystem from ˙1 : 8 C C C C xT a D AC ˆ aa xa C Kab Cb xb C Ka2 ; ˆ ˆ < xT D .A C K C / x C K ; b bb! bb b ! b b2 x1 W (9.7) ˙ ˆ C 0 b ˆ ˆ x z D ; xb C : I 0

with state dimension nC a C nb . We can relate the recoverable region of ˙1 to x1 , and then, using Theorem 9.10, we can relate the the recoverable region of ˙ x1 . recoverable region of ˙ to the recoverable region of ˙ Theorem 9.13 Consider the system ˙ in (7.1) along with a constraint set S that x1 by (9.7). We have: satisfies Assumption 7.4. Define ˙1 by (9.2) and ˙ x D Rna  R.˙ x x1 ; S/; R.˙1 ; S/ 0

(9.8)

and the closure of R.˙; S/ is given by 9 8 ˇ ˇ > ˆ = < x1 ˇ ˇ x x Tx x2 ˇ x2 2 R.˙1 ; S/ \ V.˙; S/; > ˆ ˇ ; : x3 ˇ

 

(9.9)

0

where x1 and x3 are of compatible dimension, i.e., x1 2 Rna and x3 2 Rnc Cnd . Using the decompositions from the SCB we have in the above that x1 is equal x1 consisting of xaC and xb , while x3 is to xa0 , x2 denotes the variables of ˙ composed of xc and xd . Proof : See Appendix 9.B.

Remark 9.14 Again, as with Theorem 9.10, the above theorem does not capture x is approximated x1 ; S/ the boundary points of the recoverable set. However, if R.˙

9.3 Properties and computational issues of the recoverable region

507

by a polytope R2 x 6 q2 while S is described by Rz 6 q, then R.˙; S/ is approximated by ! ! RC z q   x6 : q2 0 R2 0 Tx1 x we can approximate R.˙; S/ arx1 ; S/, By improving the approximation of R.˙ bitrarily well in this way. Since the transformation into SCB and the associated computation of Tx is already implemented in Matlab and Maple, the remaining problem is the compux x1 ; S/. tation or approximation of R.˙ If the constraint is right invertible and at most weakly non-minimum phase, x1 is actually an empty (zero-dimensional) system, and we have then ˙ x D R na ; R.˙1 ; S/ x1 and the closure of R.˙; S/ is equal to the admissible set. If this subsystem ˙ has dimension two or less, the tools from the book by Ryan [121] can be used. Otherwise, gridding tools are needed as mentioned in Remark 9.11. Note that the reduction of the computation of the recoverable region from ˙ to x1 actually the computation of the recoverable region for the lower order system ˙ yields the result in Remark 9.9 as a special case.

9.3.2 Discrete-time systems As in the previous subsection that pertains to continuous-time systems, our goal in this subsection, while considering discrete-time systems, is to show how to reduce the complexities involved in computing the recoverable region R.˙; S/ by utilizing the structural properties of the given system. For this purpose, as in the case of continuous-time systems, we first express the given system in terms of its SCB as given in (9.1). x into certain subAs before, such a SCB allows us to decompose the system ˙ systems. In order to characterize the recoverable region efficiently, we can extract x as the first subsystem ˙aC b from ˙

˙aC b

8 C C C xaC D AC ˆ aa xa C Kab Cb xb C Ka2  ˆ ˆ < x D .A C K C /x C K  b bb! bb b ! b b2 W ˆ C 0 b ˆ ˆ z D ; xb C : x I 0

(9.10)

where AC aa has all its eigenvalues outside the closed unit disc and  is as defined in (9.2).

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9 Semi-global stabilization in the recoverable region

We also make extensive use of the following subsystem ˙aC bd of the original system: 8 C C C ˆ xaC D AC ˆ aa xa C Kab Cb xb C Ka2  ˆ ˆ ˆ xb D .Abb C Kbb Cb /xb C Kb2  ˆ ˆ ˆ ˆ ˆ x  C Kd x z ˆ d C Gx < xd D Ad d x!d C Bd Œu! I 0 ˙aC bd W (9.11) ˆ u0  D xd C ˆ ˆ 0 C ˆ d ˆ ! ! ˆ ˆ ˆ C 0 ˆ b ˆ ˆ z D : xb C : x I 0 We note that G and Kd can be appropriately defined from (9.1). In ˙aC bd , we define ! u0 zD : u zd D ud C G xx and u u zd x denote the recoverable region of subsystem ˙aC bd with input Let R.˙aC bd ; S/ x D T 1 S is the new constraint set u z where, as in the continuous-time case, S z when the given system is in the SCB form. We claim that we can compute the recoverable region for the full system from the recoverable region for the subsystem ˙aC b . We define ˚  x D xx 2 Rn j xaC b 2 R.˙aC b ; S/ x ; x S/ Vq .˙; where q is an integer chosen larger than the maximum order of infinite zeros of the system. Next, we define the following recursion: ˚ x D xx 2 Rn j 9x x and x S/ xx C Bxu x ; S/ Vk .˙; u such that Ax x 2 VkC1 .˙  x xz u Cxz xx C D x2S

(9.12)

x B, x Cxz , D x z ) are the for k D q  1; : : : ; 0. In the above equation, the matrices (A, system matrices of the SCB of the given system. Our first main result claims that V0 leads to the recoverable region for the original system. Theorem 9.15 Consider the system ˙ as given in (7.1) along with a constraint set S that satisfies Assumption 7.4. We have x D T 1 V0 .˙ x x S/ x ; S/: R.˙; S/ D Tx1 R.˙; x Remark 9.16 A special case of the above theorem is obtained when the system ˙ is right invertible and at most weakly non-minimum phase since in that case the system ˙aC b is empty and we obtain x D Rn ; x ; S/ Vq .˙

9.3 Properties and computational issues of the recoverable region

509

in which case we can obtain the recoverable region through a finite recursion. In general, however, the above theorem results only in a reduction of complexity since we need to obtain the recoverable region only for a system of lower dimension. However, note this is crucial since the classical results for computation of the recoverable region, such as the results in Ryan’s book [121], consider only the cases n D 2 and n D 3. This is primarily because with growing dimension the required computational effort grows dramatically.

Proof : In order to prove Theorem 9.15, we need some preparatory work. Conx for 0 6 k 6 q. We define sider the recursive definition of Vk .˙; S/ ˚  z q .˙aC bd ; S/ x WD xaC bd j xaC b 2 R.˙aC b ; S/ x ; V and n z k .˙aC bd ; S/ x D xaC bd j 9z x z0u V u such that Cz0 xaC bd C D z2S

o x ; and Az0 xaC bd C Bz0 u z 2 VkC1 .˙aC bd ; S/

where

A

C aa

Az0 D

0 Cz0 D

0 0

Cb 0 0 0 0

C Kab Cb Abb C Kbb Cb Kdb Cb



0 Cd ; 0



C Kad Cd Kbd Cd , Ad d

z0 D D

 0 0 0 I

0 ; 0

B Bz0 D

C a0

Bb0 Bd 0



0 0 ; Bd

! u0 : u zD u zd

We have the relationship x D R na  V z k .˙aC bd ; S/ x  R nc x S/ Vk .˙; 0

(9.13)

x and V z k .˙aC bd ; S/ x for x ; S/ for k D 0; : : : ; q. This relationship between Vk .˙ 0 6 k 6 q results from the fact that the relationship is obviously true for k D q, while for k < q, we note that the dynamics of xa0 and xc do not impact the constraints directly as shown by the structure of the SCB. x defined in (9.12) can be characterized as x ; S/ It can be easily verified that Vk .˙ ˚ x D xx.k/ j 9x x for i D k; : : : ; q x S/ u such that x z .i / 2 S Vk .˙;

 x : x S/ and x.q/ 2 Vq .˙;

(9.14)

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9 Semi-global stabilization in the recoverable region

z k .˙aC bd ; S/ x is given by Similarly, V ˚ z k .˙aC bd ; S/ x WD xaC bd .k/ j 9z x V u such that x z .i / 2 S

o z q .˙aC bd ; S/ x : for i D k; : : : ; q and xaC bd .q/ 2 V

(9.15)

As a first step in the proof of Theorem 9.15, the next lemma shows that the set z 0 .˙ x is the recoverable region of the system ˙aC bd . xaC bd ; S/ V x satisfyLemma 9.17 Consider the system given by (9.11) with a constraint set S ing Assumption 7.4. We have x DV z 0 .˙aC bd ; S/: x R.˙aC bd ; S/

Proof : We will show at first that x V z 0 .˙aC bd ; S/: x R.˙aC bd ; S/

(9.16)

x By definition, we know that there exists a Suppose xaC bd .0/ 2 R.˙aC bd ; S/. x for all k > 0, which implies z .k/ 2 S u z such that xaC bd .k/ ! 0 as k ! 1 and x that, for subsystem ˙aC b , there exists a sequence  such that xaC b .k/ approaches x Hence, we zero as k goes to infinity. This means that xaC b .q/ 2 R.˙aC b ; S/. z q .˙aC bd ; S/. x The fact that xaC bd .k/ 2 V z k .˙aC bd ; S/ x for have xaC bd .q/ 2 V 0 6 k 6 q  1 follows then directly from (9.15) since we have no constraint z 0 .˙aC bd ; S/. x violation in the interval Œ0; q. This concludes xaC bd .0/ 2 V The next step is to show that x  R.˙aC bd ; S/: x z 0 .˙aC bd ; S/ V

(9.17)

z 0 .˙aC bd ; S/ x and define xd 0 D xd .0/. From the definition Suppose xaCbd .0/ 2 V x z z.k/, say, u z1 .k/, for 0 6 k 6 q, of V0 .˙aC bd ; S/, there exists a control input u z q .˙aC bd ; S/ x and no constraint violation occurs within such that xaC bd .q/ 2 V the first q  1 steps. This implies that there exists a .k/ from 0 to q such that x and the constraints are not violated. From time q onward, xaC b .q/ 2 R.˙aC b ; S/ x there exists an input .k/ for k > q that steers since xaC b .q/ 2 R.˙aC b ; S/, xaC b .k/ to zero and causes no constraint violation. In this way, we find a signal .k/ for all k. Clearly, we can generate this .k/ via a suitable input u z.k/, say, u z2 .k/, for k > 0 together with an appropriate initial condition xzd 0 because the xd dynamics with inputs u0 and u zd and output  is right invertible by construction. z1 .k/ also generate the same .k/ for k D Next, we note that xd 0 and inputs u 0; : : : ; q. The special structure of xd dynamics guarantees that the initial conditions xd 0 and xzd 0 must be the same since they result in the same output .k/ for an

9.4 Semi-global stabilization in the recoverable region

511

interval at least as long as the order of the infinite zeros. The structure guarantees this even though the associated inputs might be different. We conclude that for our initial conditions, there exist inputs which generate the signal .k/ for all k. We have noted before that this signal  is such that no constraint violations will occur. It remains to show that xaC bd .k/ ! 0 from time q onward. As noted earlier, this signal .k/ is such that xaC b .k/ ! 0 as k ! 1, which also implies that .k/ ! 0 as k ! 1. Again, the structure of xd dynamics guarantees that xd also approaches zero as k ! 1. Hence, we can find an input u z.k/ for all k > 0 such that lim xaC bd .k/ D 0;

k!1

and no constraint violation occurs. Now we proceed to prove Theorem 9.15. It is obvious from Lemma 9.17 and (9.13) that nc x D Rn0 x a  R.˙ C x ; S/ V0 .˙ a bd ; S/  R : Then, clearly, this implies that x x  V0 .˙ x ; S/: x S/ R.˙; It remains to prove the converse inclusion. This will be shown through an explicit controller design as presented later in the proof of Theorem 9.24.

9.4 Semi-global stabilization in the recoverable region The first objective of this chapter is the reduction in the computation of the recoverable region as outlined in the previous section. The second objective of this chapter is to solve the semi-global stabilization problem (as stated in Problem 9.5) in the recoverable region by state feedback controllers. That is, our intention here is to show that semi-global stabilization can be achieved by a state feedback controller without violating the constraints for any compact subset W contained in the interior of R.˙; S/. Before we proceed further, it is appropriate to mention that there are two lines of research in the literature on stabilization problems in the presence of nonminimum-phase constraints:  A traditional line employs the construction of invariant sets. A common denominator in the stream of literature taking this approach is the idea of seeking a control law that does not violate the constraints posed on actuators and at the same time makes a subset of the admissible set invariant. Subsets of the admissible set which can be made invariant in this way are called

512

9 Semi-global stabilization in the recoverable region

positive invariant sets. Two candidate positively invariant sets widely used in the literature are ellipsoidal sets and polyhedral sets. Ellipsoidal sets are classical in control theory; however, they suffer from conservativeness in the approximation of the recoverable region. More recently, polyhedral sets have received great attention (see, e.g., [9, 11, 12, 30, 187], among others). In principle, polyhedral sets are not intrinsically conservative but this might require an exponential growth in the number of edges with the related exponential growth in the required numerical effort. For a detailed perspective in this line of research, the reader should consult the excellent review in [10]. Further information in this regard can be found in two survey papers [33, 41].  The second line of research takes a fundamental view of global and semiglobal stabilization relative to the recoverable region and follows the line of thought that has been described in previous chapters. Thus, in global stabilization problem, one would seek a stabilizing feedback law that does not violate the constraints posed and achieves a domain of attraction for the equilibrium point of the closed-loop system that is equal to the recoverable region. The semi-global stabilization problem deals with the issue of designing a family of stabilizing feedback laws such that, for any a priori given set, a member among the family of stabilizing feedback laws achieves a domain of attraction for the equilibrium point of the closed-loop system that is inside the priori given set and, moreover, does not violate the constraints posed. For semi-global stabilization problem, Choi [26] showed that for exponentially unstable discrete time linear systems subject to input constraints, any compact subset of the maximal recoverable region can be exponentially stabilized via periodic linear variable structure controllers. Moreover, Choi [27] showed that, in general, linear feedback cannot achieve global stabilization for discrete-time unstable systems. Also, Hu et al. [49] studied the possibility of semi-global stabilization of continuous-time systems with two unstable open-loop poles. It should be emphasized that all these works deal only with the case when the constraints are posed on the inputs. On the other hand, we provided in Chap. 8 the solvability conditions for semi-global stabilization in the admissible set whenever there are constraints both on state and control variables. Also, we studied recently semiglobal stabilization in the recoverable region whenever there are constraints both on state and control variables for systems subject to non-minimumphase constraints. We did so first for continuous-time systems in [167] and then for discrete-time systems in [197]. To distinguish our work with that of Choi [26] and Cwikel and Gutman [30], let us emphasize that [26] only considers input constraints and [30] uses a simple algorithm without exploiting structure. We exploit the structure of a given system to develop our results both on constructing the recoverable sets as we did in the previous section but also for semi-global stabilization in the recoverable region as we pursue in this section.

9.4 Semi-global stabilization in the recoverable region

513

Following [167] and [197], we present below our results on semi-global stabilization in the recoverable region in two subsections, one for continuous-time systems and the other for discrete-time systems.

9.4.1 Continuous-time systems For continuous-time systems, our goal in this subsection is to develop state feedback controllers that semi-globally stabilize in the recoverable region a given system with non-minimum-phase constraints. That is, we pursue here the possibility of stabilizing without violating the constraints for any compact subset W contained in the interior of R.˙; S/ by a continuous feedback. Regarding the existence of Lipschitz-continuous controllers, our main result is summarized in the following theorem.

Theorem 9.18 Consider the system ˙ in (7.1) along with a constraint set S that satisfies Assumption 7.4. Assume that .A; B/ is stabilizable. Then, for any compact subset W contained in the interior of R.˙; S/, there exists a Lipschitzcontinuous (in general nonlinear) feedback u D f .x/ such that the zero equilibrium point of the closed-loop system is asymptotically stable with a domain of attraction containing W and moreover z.t/ 2 S for all t > 0 when x.0/ 2 W . Moreover, for all initial conditions inside W , the state converges to the origin exponentially fast.

Remark 9.19 Note that although this theorem is a pure existence result, we will also establish that we only need to design a controller for a subsystem which can have considerably lower dimension, and in this way, it does reduce the complexity of computational tools that are available for actually designing the controllers; note that, in all the available tools, complexity of computations grows exponentially with the dimension. In the previous section, we connected the recoverable set of the original system x1 through the intermediate system ˙1 . We will ˙ to that of the reduced system ˙ use these three layers to look also into the design of controllers. We first look x1 . in the next subsection at the design of controllers for systems of the form ˙ This will turn out to be the most involved design step. In the second subsection, we will extend a controller for this subsystem to come up with a controller for the original system ˙. Note that we assume in the proof that the system has no invariant zeros on the imaginary axis. This is without loss of generality since changing A to A D A C I with  arbitrarily small would remove the zeros on the imaginary axis. Clearly, a controller for this system with a certain constrained domain of attraction would, when applied to the original system, always yield a larger domain of attraction, and according to the following lemma, the recoverable

514

9 Semi-global stabilization in the recoverable region

set of this new system would be only marginally smaller than the recoverable set of the original system. Lemma 9.20 Consider the system ˙ in (7.1) and a convex, compact constraint set S containing 0 in the interior. Let ˙  be the system obtained from ˙ by replacing A by A C I with  > 0. Assume that .A; B/ is stabilizable. Then for any compact subset W  int R.˙; S/, there exists a   > 0 such that W  R.˙  ; S/  R.˙; S/; for any  2 Œ0;   . Proof : See Appendix 9.C. x1 . We now proceed to prove Theorem 9.18 for the subsystem ˙ x1 Proof of Theorem 9.18 for the subsystem ˙ x1 in (9.7) is the core of the original sysAs we mentioned before, the subsystem ˙ tem ˙, which causes most of the design difficulties under constraints. Therefore, we first prove Theorem 9.18 for systems which are left invertible, have relative x1 is degree zero, and have only antistable invariant zeros. Obviously, subsystem ˙ one of such systems. To simplify notation, we assume the system is in the following form 8 T B!0 ; ˆ 0 C <  D A! ˙0 W (9.18) 0 C0 ˆ C ; zD : x 0 I x for all t > 0, where the unobservable eigenvalues of the with constraint zx.t/ 2 S pair .C0 ; A0 /, i.e., the invariant zeros, are in the open right-half plane (antistable) and .A0 ; B0 / is stabilizable. x Our first objective is to choose the input in such a Consider the set R.˙0 ; S/. way that we stay inside this set. If this is possible, then we call the set positive invariant. In order to do this, we can try to choose at each boundary point of the set, an input such that the derivative of the state points inside or tangent to the set and then expand this feedback to the full set. We will show that this basic idea works, although we need to spend quite some effort on avoiding technical difficulties: x to be bounded and closed, since the suggested  We need the set R.˙0 ; S/ design is based on designing the feedback on the boundary.  If the derivative does not point inside but tangent to the set, then we are not guaranteed that the state stays in the set.  Our aim is to achieve asymptotic stability and the above idea only looks at achieving positive invariance and this is clearly not the same.

9.4 Semi-global stabilization in the recoverable region

515

 The feedback that we choose in this way might not even be continuous, and therefore, we are not sure that the closed-loop system has a (unique) solution. The first technical issue mentioned above can actually be resolved due to the extra structure of the system (9.18).

Lemma 9.21 Consider the stabilizable linear system ˙0 in (9.18) whose invarix containing 0 in ant zeros are antistable and a convex, compact constraint set S x for this system has the following the interior. The recoverable region R.˙0 ; S/ properties: x is bounded. (i) The set R.˙0 ; S/ x there exists an input u such that (ii) For any initial condition 0 2 @R.˙0 ; S/, x while the constraint x x the state of the system remains in R.˙0 ; S/, z .t/ 2 S is satisfied for all t > 0.

Proof : See Appendix 9.D. By property (ii) of the above lemma, it seems feasible to find a feedback such x becomes invariant. However, in order to avoid that the compact set R.˙0 ; S/ the technical difficulties mentioned before, it turns out that it is desirable to start working with an auxiliary system: 8 T z A!  C B!0 ; ˆ < D  (9.19) ˙0 W C0 0 z ˆ ; C : zz D 0 I x for all t > 0, where A D A C I for  > 0. It is more with constraint zz.t/ 2 S difficult to keep the state inside a convex set V (containing 0) for this system due to the fact that the extra term  always points outside the set V. All the technical difficulties mentioned before are resolved in this way. If we choose a direction for the derivative to point tangent or inside the set for this auxiliary system, then by reducing , we can guarantee that, for a slightly smaller , we can make the set positive invariant. Moreover, by reducing , we obtain some flexibility which enables us to make the feedback continuous and even Lipschitz continuous. Finally, if the state stays in the set for some positive , then for the original system, the state converges to zero exponentially. Note that the recoverable set of this auxiliary system is close to the recoverable set of the original system by Lemma 9.20. The technical details of the above are in Appendix 9.E and yield the proof of Theorem 9.18 for the special case of system ˙0 given in (9.18). However, in order to expand a controller of the subsystem

516

9 Semi-global stabilization in the recoverable region

x1 to form a controller for the system ˙, we need a strengthened version of ˙ Theorem 9.18 which can handle small exponentially decaying disturbances. The x1 to ˙ are provided shortly. details of this expansion from ˙

Theorem 9.22 (Special case with disturbance) Consider the system

˙0d

8 T ˆ < D

A!0  C B!0  C d; W 0 C0 ˆ C ; : D 0 I

(9.20)

with the unobservable modes of .C0 ; A0 / antistable and .A0 ; B0 / stabilizable. x there exist a ı > 0 and Given M > 0 and a compact subset W  int R.˙0d ; S/, a Lipschitz-continuous feedback  D f ./ such that the equilibrium point 0 is asymptotically stable for all initial conditions in W , and for any disturbance d satisfying (9.21) kd.t/k 6 M e ıt ; x for all t > 0. the closed-loop system satisfies .t/ ! 0 as t ! 1 and .t/ 2 S

Proof : See Appendix 9.E. We now proceed to prove Theorem 9.18. Proof of Theorem 9.18 : Earlier, we have decomposed the original system ˙ into two subsystems ˙1 and ˙2 , and then, we established that the computational effort for determining the recoverable set is concentrated in system ˙1 . If we x1 , and look more closely at the system ˙1 , we can extract another subsystem ˙ the recoverable set of this last subsystem is the core of the computational effort needed in determining the recoverable set. This time, we want to establish a suitable controller with a domain of attraction containing an arbitrarily chosen compact set W which is itself contained in the interior of R.˙; S/. First, note that the recoverable set of the full system satisfies the structure established in Theorem 9.10. Therefore, we can find a compact set x and W1 such that W1 is contained in the interior of R.˙1 ; S/ ( !ˇ ) xab ˇˇ W  Tx ˇ x1 2 W1 \ V.˙; S/; xcd ˇ where xab and xcd denote the initial conditions of ˙1 and ˙2 respectively. We assume without loss of generality that we have no zeros on the imaginary axis

9.4 Semi-global stabilization in the recoverable region

517

which implies in the SCB structure that the dynamics of xa0 is asymptotically stable and hence can be exempted from stabilization. Consider the system, 8 C C C C xT a D AC ˆ a xa C Kab C Cb xb C Ka2 ; ˆ ˆ < xT D .A C K C / x C K ; b b! bb b ! b b2 x1 W (9.22) ˙ ˆ C 0 b ˆ ˆ x ; xb C z D : I 0 C with AC a D Aaa C I and Ab D Abb C I . The associated recoverable set x R.˙1 ; S/ has the following property: ) !ˇ ( x1 ˇˇ x x x1 ; S/  R.˙1 ; S/; ˇ x1 2 R.˙ x2 ˇ

where x1 denotes the initial condition for xaC and xb , while x2 denotes the initial condition for xa0 . Moreover, similar to Lemma 9.20, it is easy to verify that for  small enough, ) ( !ˇ x1 ˇˇ x x W1  Tx ˇ x1 2 R.˙1 ; S/ : x2 ˇ Choose  small enough such that this latter inclusion is satisfied. Then we can x1 according to Theorem 9.22, and it is easily verified design a controller f for ˙ that this controller when applied to ˙1 creates an exponentially stable system with W1 contained in its domain of attraction which can handle exponentially decaying disturbances satisfying (9.21). Next, we consider the second subsystem ˙2 given by (9.4). This system has the nice structure that the mapping from .z ud ; u0 / to  is strongly controllable. Assume that the initial state of ˙ is in the interior of the set ( !ˇ ) xab ˇˇ Tx (9.23) ˇ x1 2 W1 \ V.˙; S/: xcd ˇ Following the design methodology of Chap. 8, we can then design a feedback for inputs .z ud ; u0 / which stabilizes ˙2 and such that  D f .x1 / C d with d satisfying (9.21) while satisfying the constraints. This controller is then easily seen to satisfy the conditions of Theorem 9.18. Let us next briefly comment on measurement feedback controllers. If we design a family of static state feedback controllers that achieve semi-global stabilization in the recoverable region, then we can combine this with a high-gain observer to obtain semi-global stabilization in the recoverable region by measurement feedback. These high-gain observers have been designed in Chap. 4 either through the direct method or via a Riccati-based design. We can then rely on Lemma 4.62 to establish that this combination of state feedback controller with an appropriate observer has the required observer. Note that the use of Lemma 4.62 requires that

518

9 Semi-global stabilization in the recoverable region

the measurement error exhibits no peaking. But we can always choose an arbitrarily small > 0 such that for t > , the measurement error is bounded. Since we can easily ensure that our static state feedback is bounded, we can choose sufficiently small such that the state at time is ensured to lie in a compact set inside the recoverable region. We illustrate below the results developed above by an example.

Example 9.23 We consider the system,

˙0

xT D

1 1 1

1 0 2 0

0 zD 0

 ˙0

0 0 0 1 1 0

0 1 xC 0 0 0 0

0 u; 0 1

! 0 x; 1

with S given by ˚  S D z 2 R2 j 1 6 z1 6 4; 1 6 z2 6 1 : In this case, we note that in the SCB context, xa0 corresponds to x3 while xd corresponds to x4 . Moreover, xc is not present since the system is left invertible. Note that the system is not right invertible, and hence, we cannot rely on the relatively easy structure we obtained for right-invertible systems in Chap. 8. In order to obtain the recoverable set, we first compute the system ˙1 which is given by 8 ˆ 0 1 0 0 ˆ ˆ ˆ T ˆ 0 0 xz C 1 ; ˆ xz D 1 < 1 2 ! 0 ˙1 W ! 0 ˆ ˆ ˆ 0 1 0 0 ˆ ˆ ˆ ; xz C : zD 0 0 0 1



 

x1 is given by and then the system ˙ 8 ! ˆ 0 ˆ ˆ 0 1 ˆ ˆ T xx C 1 ; ˆ < xx D 1 0 x1 W ˙ ! !0 ˆ ˆ ˆ 0 1 0 ˆ ˆ ˆ xx C : : zD 0 0 1



The recoverable region for this system can be computed using the techniques x1 ; S/ available from the work of Ryan [121]. We obtain the recoverable set R.˙

9.4 Semi-global stabilization in the recoverable region

519

5

x2 4 3 2 1

x1

0 1 2 5

4

3

2

1

0

1

2

3

4

x1 ; S/ Figure 9.1: Recoverable region R.˙ given in Fig. 9.1. Next, consider the boundary. The dashed line does not belong to the recoverable set, while the solid line is part of the recoverable set. The theory developed in this subsection then tells us that ! ( ) x 1 x1 ; S/; 1 6 x4 6 1 : 2 R.˙ R.˙; S/ D x 2 R4 j x2 Assume that we have a compact set W contained in the interior of R.˙; S/ and we want to obtain a controller which stabilizes the system and contains W in its domain of attraction while avoiding constraint violation when starting in the set W . The theory developed in this subsection tells us that we need to look at a modification of the system ˙1 : 8 ˆ " 1 0 0 ˆ ˆ ˆ T ˆ " 0 xz C 1 ; ˆ < xz D 1 1 2 ! " ˙1;" W ! 0 ˆ ˆ ˆ 0 1 0 0 ˆ ˆ ˆ xz C ; : zD 0 0 0 1



 

for some " > 0 small enough. We first need to design a controller which stabilizes this system and contains W1 in its domain of attraction while avoiding constraint violation when the initial condition is in the set W1 where

1

W1 D

0 0

0 1 0

0 0 1



0 0 W: 0

520

9 Semi-global stabilization in the recoverable region

Efficient design methods for this are not known. However, gridding can be one option, and working with a lower dimensional subsystem ˙1 will definitely make the gridding method more attractive.

9.4.2 Discrete-time systems In the previous subsection, for continuous-time systems, we developed state feedback controllers that semi-globally stabilize in the recoverable region a given system with non-minimum-phase constraints. We consider here discrete-time systems and develop results analogous to those in the previous subsection. The following theorem presents the solvability conditions for the semi-global stabilization problem as stated in Problem 9.5. Theorem 9.24 : Consider the system ˙ as given in (7.1) along with a constraint set S that satisfies Assumption 7.4. The semi-global stabilization problem as defined in Problem 9.5 is solvable. More specifically, for any a priory given compact set W contained in the recoverable region R.˙; S/, there exists a time-invariant static state feedback u.k/ D f .x.k// such that the closed-loop system is asymptotically stable with a domain of attraction containing W in its interior and that all the constraints are satisfied, i.e., z.k/ 2 S for all k > 0. Before we start proving this theorem, it is necessary to define the following subsystem: 8 ˆ ˆ xa .k C 1/ D Aaa xa .k/ C Kab Cb xb .k/ C Ka2 .k/ ˆ ˆ ˆ xb .k C 1/ D .Abb C Kbb Cb /xb .k/ C Kb2 .k/ ˆ ˆ ˆ ˆ ˆ xd .k C 1/ D Ad d xd .k/ C Bd Œud .k/ C G xx.k/ C Kd x z .k/ ˆ < ! ! 0 I (9.24) ˙abd W ˆ .k/ D xd .k/ C u0 .k/ ˆ ˆ Cd 0 ˆ ˆ ! ! ˆ ˆ ˆ C 0 ˆ b ˆ ˆ xb .k/ C z .k/ D x .k/: : 0 I Similarly,

! u0 .k/ : u zd .k/ D ud .k/ C G xx.k/ and u z.k/ D u zd .k/

x denote the recoverable region of system ˙abd . Let R.˙abd ; S/ Let us next give a brief road map of how we prove Theorem 9.24, that is, how we construct a semi-globally stabilizing controller for the given system ˙. Lemma 9.25 that follows considers the semi-global stabilization of the subsystem ˙aC bd as given by (9.11). Based on the result of Lemma 9.25, we proceed to construct in Lemma 9.26 a semi-globally stabilizing controller for the newly defined subsystem ˙abd . Finally, the controller constructed in Lemma 9.26 for the

9.4 Semi-global stabilization in the recoverable region

521

subsystem ˙abd is augmented to form a semi-globally stabilizing controller for the given system ˙. We proceed now to construct a semi-globally stabilizing controller for the subsystem ˙aC bd .

Lemma 9.25 The semi-global stabilization problem in recoverable region for ˙aC bd is solvable by a nonlinear static state feedback of the form, zd D f2 .xaC bd /: u0 D f1 .xaC bd / and u

Proof : To start with, we transform the subsystem ˙aC bd into its controllable canonical form. That is, we utilize a nonsingular state transformation T , ! x1 .k/ D T xaC bd ; xz D x2 .k/ such that the system ˙aC bd given by (9.11) is transformed to the form, 8 ! ! ! ! ˆ x A B x .k C 1/ A .k/ ˆ 1 11 12 1 1 ˆ C u z.k/ ˆ < x .k C 1/ D 0 A22 x2 .k/ 0 2 zaC bd W ! ! ! ˙ ˆ C1 C2 x1 .k/ 0 0 ˆ ˆ z .k/ D x C u z.k/; ˆ : 0 0 I 0 x .k/ 2

where the dynamics of x1 is controllable, the dynamics of x2 is uncontrollable, and ! u0 .k/ : u z.k/ D u zd .k/ zaC bd is given by We observe that the recoverable region of system ˙ x D T R.˙aC bd ; S/: x zaC bd ; S/ R.˙ zaC bd , we define a slightly modified form In order to construct a controller for ˙ z of ˙aC bd . That is, we define the modified system 8 ! ! ! ! ` ` ˆ x A x B A ˆ 11 12 1 1 1 ˆ C .1 C `/ u z` ˆ <  x ` D .1 C `/ 0 A22 x2` 0 2 ` z C W ! ! ! ˙ a bd ˆ C1 C2 x1` 0 0 ` ˆ ˆ zD x C u z ; ˆ : I 0 0 0 x` 2

z `C is still stabilizable. where ` > 0 is small enough that ˙ a bd

522

9 Semi-global stabilization in the recoverable region

z ˙ x be the largest set of initial conditions for the system ˙ z `C ; S/ z `C Let R. a bd a bd for which there exists an input such that the constraints are satisfied while we stay inside the set for all k (and where we do not impose convergence to zero). We do claim that for any z 2 .0; 1/, there exists an ` > 0 sufficiently small such that x  R. z ˙ x  R.˙ x z `C ; S/ zaC bd ; S/: zaC bd ; S/ zR.˙ a bd

(9.25)

It is trivial to see that z ˙ x  R.˙ x z `C ; S/ zaC bd ; S/: R. a bd It remains to establish that x  R. z ˙ x zaC bd ; S/ z `C ; S/: zR.˙ a bd z `C . Since the x ` dynamics is controllable, Consider any r > n for the system ˙ 1 a bd  there exists a ı > 0 such that for any ı 2 .0; ı  / and for any ! x1 x zaC bd ; S/; 2 ıR.˙ x2 ! u`0 and initial condition xz` .0/ D 0 such that there exist an input u z WD u`d x1` .r/ D x1 and x2` .r/ D 0 while `

zx` .k/ 2

1z  S; 2

k D 0; 1; : : : ; r  1:

Moreover, ı  is independent of ` and r provided ` is small enough. x we have zaC bd ; S/, Let r > n be such that for any xz` .0/ 2 R.˙ ! 0 x zaC bd ; S/ 2 ı zR.˙ ` x2 .r/ for all ` sufficiently small. This is clearly possible due to the fact that the system is stabilizable, and hence, the uncontrollable dynamics of x2` must be asymptotically stable. x We have an input u zaC bd ; S/. z for Consider any initial condition xz.0/ 2 R.˙ x z the system ˙aC bd such that zx.k/ 2 S. Hence, for any z < 1, we can find, for any x an input zu zaC bd such zaC bd ; S/, z for the system ˙ initial condition xz.0/ 2 zR.˙ ` x x z that x z .k/ 2 zS for all k. But then for xz .0/ 2 zR.˙aC bd ; S/ and ` small enough, we find that there exists a control input, say, u z`1 , for which we have xz` .k/ 2 .1 C ` x for k D 0; : : : ; r and x x for k D 0; : : : ; r  1. zaC bd ; S/ ı/z R.˙ z .k/ 2 .1 C ı/z S 1z  Also, we observe that if we choose ı < 2 , we have ! ıx1` .r/ ` x zaC bd ; S/: ı xz .r/ D 2 ıR.˙ ıx2` .r/

9.4 Semi-global stabilization in the recoverable region

523

Then let x1 D ıx1` .r/: Hence, we can choose an input, say, u z`2 such that for xz` .0/ D 0, we have x1` .r/ D 1z ` ` x But then for initial condition xz` .0/ 2 x1 and x2 .r/ D 0 while x z .k/ 2 2  S.  x the input u zaC bd ; S/, zR.˙ z`1 C u z`2 and ı < min fı  ; 1z g, we obtain that 2 xC zx` .k/ 2 .1 C ı/z S

1z x S 2

x for k D 0; : : : ; r  1; S

and ! ! 0 x1` .k/ Cı ` xz .k/ D .1  ı/ ` x2 .k/ x2 .k/   x zaC bd ; S/ 2 .1  ı/.1 C ı/z  C ı 2 z R.˙ x for k D 0; : : : ; r: zaC bd ; S/ 2 zR.˙ `

x and R.˙ x are convex and contain 0 as zaC bd ; S/ This is true due to the fact that S interior point. If we repeat this construction between k D r and k D 2r and so forth, it becomes clear that we can find for any initial condition, x zaC bd ; S/; xz` .0/ 2 zR.˙ an input such that

x zx` .k/ 2 S

z ˙ x This clearly implies that (9.25) is satisz `C ; S/. for all k. Hence, xz` .0/ 2 R. a bd fied. z aC bd contained in the For semi-global stabilization, we take any compact set H x z interior of R.˙aC bd ; S/, and we construct a static controller which will stabilize z aC bd . But then the system and the constrained domain of attraction contains H z aC bd  R. z ˙ x Next, z `C ; S/. clearly, using (9.25), we can find ` such that H a bd ` z ˙ x such that for any z C ; S/ we choose a feedback fz on the boundary of R. a bd

z ˙ x we have xz` .k C 1/ 2 R. z ˙ x We expand this z `C ; S/, z `C ; S/. xz` .k/ 2 @R. a bd a bd feedback fz to the whole state space. To do so, define g W Rn ! RC such that for any x, z ˙ x z `C ; S/: g.x/x 2 @R. a bd z ˙ x is a convex set containing 0 in its interior, this mapping is z `C ; S/ Since R. a bd well defined. Then we expand fz to the whole state space by fz.g.x/x/ : fx.x/ D g.x/

524

9 Semi-global stabilization in the recoverable region

This expansion has the property that for any > 0, we have xa`C bd .k C 1/ 2 z ˙ x for all xz` .k/ 2 R. z ˙ x Note that fx is positively homoz `C ; S/ z `C ; S/. R. a bd a bd geneous, that is, fx.˛x/ D ˛ fx.x/ for any ˛ > 0. z `C with the feedback Clearly, for the system ˙ a bd ! u`0 D fx.z x ` /; u z`d z ˙ x we have xz` .k/ 2 R. z ˙ x z `C ; S/, z `C ; S/ for all initial conditions in the set R. a bd a bd for all k. But then the feedback ! u0 D fx.z x/ u zd zaC bd with xz.0/ D xz` .0/ results in a state for the system ˙ xz.k/ D

1 xz` .k/: .1 C `/k

x for all k but also xz.k/ ! 0 as z ˙ z `C ; S/ Hence, we obviously have xz 2 R. a bd k ! 1. Finally, the controller for the original system ˙aC bd is given by ! u0 D fx.T 1 xz/ D f .xaC ; xb ; xd /: u zd

Next, we design a controller for the subsystem ˙abd based on the state feedback established for ˙aC bd . We have the following lemma. Lemma 9.26 We have x D Rna  R.˙aC bd ; S/; x R.˙abd ; S/ 0

(9.26)

x and R.˙aC bd ; S/ x are the recoverable regions of ˙abd and where R.˙abd ; S/ ˙aC bd , respectively. Moreover, the semi-global stabilization problem for ˙abd is solvable. x and R.˙aC bd ; S/ x have the relationProof : It is easy to verify that R.˙abd ; S/ ship, x  Rn0 x a  R.˙ C Rabd .˙; S/ a bd ; S/:

9.4 Semi-global stabilization in the recoverable region

525

We will prove the reverse implication and establish the solvability of the stabilization problem for system ˙abd by constructing a state feedback controller for it. 0 x we choose a compact set H1 For any compact set H in Rna  R.˙aC bd ; S/, and z < 1 such that x H  H1  zR.˙aC bd ; S/: The controllers u0 D f1 .xaC bd / and u zd D f2 .xaC bd / are such that, for all x the origin of the closed-loop system is expoinitial conditions in zR.˙aC bd ; S/, nentially stable. Hence, there exist a M > 0 and a  with jj < 1 such that kxaC bd .k/k 6 M k

(9.27)

x for all k and for all xaC bd .0/ 2 zR.˙aC bd ; S/. Next, let P0 be the semi-stabilizing solution of the discrete-time algebraic Riccati equation, P0 D A00 P0 A0 C C00 C0  A00 P0 B0 .B00 P0 B0 C D00 D0 / B00 P0 A0 ;

A

where

Kab Cb Abb C Kbb Cb Kdb Cb

aa

A0 D

0 C0 D

0 0

Cb 0 0 0 0



0 Cd ; 0



Kad Cd Kbd Cd , Ad d

B

a0

B0 D

0 0 D0 D

and

Bb0 Bd 0



0 0 ; Bd

0 I

0 : 0

x 

We have

0 a

P0

0 0

D0

(9.28)

0

for all xa0 2 Rna since the eigenvalues of A0 aa are in the closed unit disc. Choose a level set, V0 .c/ WD f  2 Rnabd j  0 P0  6 c g such that we have   x C0 C D0 .B00 P0 B0 C D00 D0 / B00 P0 A0  2 S=3 for all  2 V0 .c/. Then, with the controllers zd D f2 .xaC bd /; u0 D f1 .xaC bd / and u

(9.29)

526

9 Semi-global stabilization in the recoverable region

there exists a T such that, for any initial state in x H1  zR.˙aC bd ; S/; we have

! xa0 .T / 2 V0 .c/: xaC bd .T /

(9.30)

Let P" be the stabilizing solution of the algebraic equation P" D A00 P" A0 C C00 C0 C "I  A00 P" B0 .B00 P" B0 C D00 D0 / B00 P" A0 : We have P" ! P0 as " approaches zero. Define the level set V" .c/ WD f  2 Rnabd j  0 P"  6 c g: Then, there exists an " such that ! xa0 .T / 2 2V" .c/: xaC bd .T / For " small enough, we have h i x C0  D0 .B00 P" B0 C D00 D0 / B00 P" A0  2 S for any  2 2V" .c/. Hence, the feedback ! ! u0 xa0 0 0  0 D .B0 P" B0 C D0 D0 / B0 P" A0 u zd xaC bd is an asymptotically stabilizing controller for ˙abd and achieves a domain of attraction containing 2V" .c/. Next, consider the controller ! ( f .xaC bd /; u0 xabd … 2V" .c/ D 0 0  0 .B0 P" B0 C D0 D0 / B0 P" A0 xabd ; xabd 2 2V" .c/: u zd It is easily verified that this controller asymptotically stabilizes the system. Hence we have 0 x  R.˙abd ; S/: x Rna  R.˙aC bd ; S/

The above lemma yields an appropriate controller for the subsystem ˙abd . Finally, we need to construct a controller for the original system ˙ which will complete our proof of Theorem 9.24 and will also complete our proof of Theorem 9.15.

9.4 Semi-global stabilization in the recoverable region

527

Proof of Theorem 9.24 : After transforming the system into the form (9.1), it is easily seen that the controllers designed in Lemma 9.26 combined with a controller uc .k/ D Fc xc .k/ solve the semi-global constraint stabilization problem in recoverable region via state feedback, where Fc is such that Acc C Bc Fc is asymptotically stable. Let us next comment on measurement feedback controllers. For discrete-time system with measurement feedback, it is not sensible to consider the recoverable region. After all, the recoverable region is intrinsically an open-loop concept relying on our knowledge of the state which, in the measurement feedback case, is clearly not available. Moreover, in the discrete time, in contrast with the continuous time, semi-global stabilization with measurement feedback is in general not possible. In continuous time a fast observer could guarantee a highly accurate estimate of the state in a short period of time in which we do not leave the recoverable region. However, in discrete time, it might take up to n time steps before we get a good estimate of the state, and in this period of time, we might leave the recoverable region. An alternative is to use a concept such as maximum domain of attraction. Basically, we look for a measurement feedback controller with the largest constrained domain of attraction, i.e., the largest set of initial conditions for which we can guarantee convergence to the origin without constraint violation. However, this concept is also problematic in discrete-time systems. If two controllers achieve constrained domain of attractions R1 and R2 respectively, then there might not exist a controller for which R1 [ R2 is contained in its constrained domain of attraction. This is established in the following example. The fact that this is not possible makes it impossible to decide which measurement feedback controller we should use.

Example 9.27 We consider the system ! ! 8 ˆ 0 1 0 ˆ ˆ x.k/ C u.k/ ˆ < x.k C 1/ D 0 2 1   ˙l W ˆ y.k/ D x.k/ 1 0 ˆ ˆ ˆ : z.k/ D x.k/; with a constraint set S D f x 2 R2 j x 2 Œ1; 1  Œ1; 1 g. Note that there is one step delay from  theinput to the output. Consider the time k D 0. Suppose x.0/ 2 Œ1; 1   34 ; 14 , we can choose u.0/ D 12 so that no constraint violation   occurs at k D 1. Similarly, if x.0/ 2 Œ1; 1  14 ; 34 , we can choose u.0/ D  12   to avoid constraint violation. However, if x.0/ 2 Œ1; 1   34 ; 34 which is the union of these two regions, it is impossible to find a u.0/ that guarantees

528

9 Semi-global stabilization in the recoverable region

no constraint violation. After all, the measurement at time 0 does not yield any information about x2 .0/, and hence, we can never guarantee that the state x2 .1/ will be in Œ1; 1. Hence, we cannot avoid constraint violation.

9.A

Proof of Lemma 9.6

We start with showing property (i). Since 0 2 int S and the system is linear and controllable, there exists a ball B.0; "/ around the origin with radius " and time T > 0 such that for any x.0/ 2 B.0; "/, there exists a control u which steers the state to the origin in time T without violating the constraint. By definition, for any x.0/ 2 R.˙; S/, there exists an input u such that x.t/ ! 0 as t ! 1 while satisfying the constraints. Hence, there exists a time T1 > 0 so that x.t/ 2 B.0; "/ for t > T1 . Therefore, it is possible to drive any initial state in R.˙; S/ to the origin in time T C T1 . Property (ii) follows from the assumption that S is convex and 0 2 S. To show property (iii), we note that already in [66] it was established that in the case of only input constraints, the recoverable set is open. In the case of general state and input constraints, the set R.˙; S/ need not be open. This is seen from the simple example xT D u with z D x and constraint set S D fz j z 2 Œ1; 1 g which yields R.˙; S/ D S which is obviously closed. Finally, we consider property (iv). Under the conditions that the system ˙ has a relative degree at most, one is left invertible, and with all invariant zeros antistable, the system ˙ in the SCB takes the following form: 8 xT a D Aaa xa C Kab zb C Ka2 ; ˆ ˆ ˆ ˆ ˆ ˆ ˆ xT b D Abb xb C Kbb zb C Kb2 ; ˆ < xT D A x C B u C K z C K ; d dd d d d dd b d2 (9.31) ! ˆ C x b b ˆ ˆ zb ˆ ˆ ˆ D z D x u0 : ˆ ˆ  : xd





Firstly, since S is bounded, we find that xd .t/ must be bounded. Secondly, the xaC dynamics is antistable and controlled by the virtual input zb and  which are bounded. It is a classical result that the recoverable region for this subsystem must be bounded. It remains to show that the recoverable region for xb .t/ is also bounded. Consider the following subsystem: xT b D .Abb C Kbb Cb /xb C Kb2 ; zb D Cb xb : It is known that .Cb ; Abb / is observable. Clearly, .Cb ; Abb C Kbb Cb / is also observable. This system has input  and output zb . Since both input  and output zb are bounded, we can conclude that xb is bounded.

9.B Proof of Theorem 9.13

529

9.B Proof of Theorem 9.13 x1 and We note that Theorem 9.10 helps us to relate the recoverable regions of ˙ ˙ and we obtain (9.9). In order to obtain (9.8), we need to do a bit more work. Our proof is strongly motivated by the results of [66]. One inclusion is basically obvious: x  Rn0 x a  R.˙ x1 ; S/: (9.32) R.˙1 ; S/ For notational ease, we will denote an initial condition of ˙1 by .x1 ; x2 / with x1 equal to the initial condition for xa0 and x2 a vector consisting of initial conditions for xaC and xb . x we can find x1 such that .x1 ; x2 / 2 x1 ; S/, We first note that for any x2 2 R.˙ x x1 which steers x2 to 0 at time R.˙1 ; S/. After all, if we choose an input u for ˙ T without violating constraints, then for this same input u, we can always choose x1 such that for the initial condition .x1 ; x2 /, the system ˙1 reaches the origin at time T . Moreover, since x1 does not affect the constraints, the initial condition .x1 ; x2 / is steered to zero without constraint violations. 0 x It is well Next, we note that for any x1 2 Rna we have .x1 ; 0/ 2 R.˙1 ; S/. known that we can locally stabilize a system using a linear feedback u D B 0 P x with P a solution of an algebraic Riccati equation and such that an ellipsoid of the form x 0 P x 6 c is invariant for the closed-loop system while constraint violations are avoided. If we apply this to the system ˙1 , we find that P restricted to the part of the system composed of x1 can be made arbitrarily small and this yields that we can guarantee that for any x1 , there exists a solution of the Riccati equation P such that .x1 ; 0/ is contained in this invariant ellipsoidal set and for which we can x hence avoid constraint violation. This clearly implies that .x1 ; 0/ 2 R.˙1 ; S/. For further details regarding this type of arguments, we refer to [49]. x we have .x1 ; x2 / 2 R.˙1 ; S/. x x1 ; S/, We claim that for all .x1 ; x2 / with x2 2 R.˙ In other words, x  Rn0 x a  R.˙ x1 ; S/; R.˙1 ; S/ and combined with (9.32) the proof of (9.8) would be complete. x We know that x1 ; S/. Let " > 0 be given. Choose any .x1 ; x2 / with x2 2 R.˙ x there exists a xz1 such that .z x1 ; x2 / is in R.˙1 ; S/. Choose  2 .0; 1/. We have   x1 z x1 x ; 0 2 R.˙1 ; S/: 1 This implies that .x1 ; x2 / D .z x1 ; x2 / C .1  /



x1 z x1 1 ; 0

x due to convexity. is an element of the set R.˙1 ; S/

 ;

530

9 Semi-global stabilization in the recoverable region

9.C Proof of Lemma 9.20 The proof of Lemma 9.20 requires the following lemma which can be proven easily.

Lemma 9.28 Consider the system ˙ in (7.1) and a convex, compact constraint set S containing 0 in the interior. Assume that .A; B/ is stabilizable. For any compact subset W  int R.˙; S/ and any ball B.0; "/  W with " > 0 sufficiently small, there exists a time T > 0 such that for any initial condition in W , there exists an input u for which x.T / 2 B.0; "/ and z.t/ 2 S; 8 t 2 Œ0; T .

Proof of Lemma 9.20 : We first note that for any  > 0, we have R.˙  ; S/  R.˙; S/:

(9.33)

This follows from a simple observation that if x.t/ and u.t/ satisfy system ˙  with initial condition x.0/ and the constraint, then e t x.t/ and e t u.t/ satisfy system ˙ with the same initial condition and the constraint. Also, it is clear from the same observation that R.˙ ` ; S/  R.˙  ; S/;

(9.34)

for ` >  > 0. Next, we show that for any compact set W satisfying W  ˛z R.˙; S/;

˛ z 2 .0; 1/;

there exists a  > 0 such that W  R.˙  ; S/:

(9.35)

Note that if .A; B/ is stabilizable, then there exists a sufficiently small 0 > 0 such that for all 0 6  6 0 the pair .A ; B/ is also stabilizable. Also note that by stabilizability, there exists an " > 0 sufficiently small such that one can find for any point in B.0; "/, a control u such that the resulting trajectory goes to zero asymptotically without violating the constraints. We choose such a small " > 0 for which this property holds for the system ˙ 0 . Next, we consider the system ˙. By Lemma 9.28, there exists a uniform T > 0 such that any initial state in W can be driven to the ball B.0; ˛ z "/ in time T by a suitable u while respecting the constraints. Let xz0 2 W  ˛z R.˙; S/. Then, there exist x.t/ M and u.t/ M satisfying ( TM x.t/ D Ax.t/ M C B u.t/; M x.0/ M D xz0 ; zM .t/ D Cz x.t/ M C Dz u.t/ M 2˛ z S;

9.D Proof of Lemma 9.21

531

for t 2 Œ0; T  and x.T M / 2 B.0; ˛z"/, where T does not depend on xz0 . By choosing  > 0 small enough so that ˛z e T < 1, it is straightforward that xz.t/ D e t x.t/ M and u z.t/ D e t u.t/ M satisfy for t 2 Œ0; T , ( xzT .t/ D .A C I /z x .t/ C B u z.t/; xz.0/ D xz0 ; zz.t/ D Cz xz.t/ C Dz u z.t/ 2 S; while xz.T / D x.T / 2 B.0; "/. Hence, xz0 2 R.˙  ; S/.

9.D

Proof of Lemma 9.21

In general, the recoverable region is not closed, and its closure is not easily characterized. However, because of the special structure of the system (9.18), the closure of the recoverable region, R.˙0 ; S/, can easily be characterized by the set of initial conditions of the system (9.18) for which there exists an input that keeps the state bounded while avoiding constraint violation. This result is stated in the following lemma, which leads to the proof of Lemma 9.21. Similar results have, for instance, been obtained in [66].

Lemma 9.29 Consider the system ˙0 in (9.18) with compact, convex constraint set S containing 0 in the interior. Assume that the unobservable modes of the pair .C0 ; A0 / are antistable and the pair .A0 ; B0 / is stabilizable. Then we have R.˙0 ; S/ D ˝.˙0 ; S/; where ˝.˙0 ; S/ WD f 0 2 Rn j 9  such that the solution of ˙0 with .0/ D 0 satisfies z .t/ 2 S; 8 t > 0g :  2 L1 and x

Proof : We first show that ˝.˙0 ; S/ is closed. We know that the unobservable modes of .C0 ; A0 / are antistable. This implies that there exists a matrix K0 such that all the eigenvalues of A0  K0 C0 are in the open right half plane. Then for any 0 2 ˝.˙0 ; S/, we can write e

.A0 K0 C0 /t

Zt .t/ D 0 C 0

e .A0 K0 C0 / ŒB0 . / C K0 x z . /d :

532

9 Semi-global stabilization in the recoverable region

Since  is bounded, we can take the limit and we obtain Z1 0 D 

e .A0 K0 C0 / ŒB0 . / C K0 zx. /d :

0

This can be interpreted as the state at time 0, which starts from .1/ D 0 under the control .t/ while x z .t/ 2 S for all t 2 .1; 0. x Then, for each Let fn g 2 ˝.˙0 ; S/ be a sequence such that limn!1 n D . n , there exists an associated n such that n 2 L1 and x zn .t/ 2 S for all t > 0, where x zn is the associated constrained output of system ˙0 corresponding to the state n at time 0. Clearly, Z1 n D 

e .A0 K0 C0 / ŒB0 n . / C K0 zxn . /d :

0

Since both fn g and fx zn g are bounded subsets in L1 D L1 , the conjugate space of L1 , according to Alaoglu’s theorem [3], there exist two subsequences nm and znm which converge in the weak  sense to x and x x z , respectively. Thus, x x D 

Z1

x C K0 x e .A0 K0 C0 / ŒB0 . / z . /d : x

(9.36)

0

Next, we show that the state .0/ D x and the input x in fact determine the output x z in the weak  sense. Since for any t > 0 Zt znm .t/ D C0 e x

A0 t

nm C

C0 e A0 .t / B0 nm . /d ;

0

where nm converges to x and nm converges to x in the weak  sense, the sequence x znm is pointwise convergent with a limit, say, x zz. Since x znm is a bounded function for all nm , according to Lebesgue’s dominated convergence theorem, zz in the weak  sense. But we already knew that x znm converges znm converges to x x  in the weak sense to x z . By the uniqueness of the weak  limit, we obtain x x zz D x z x and Zt A0 t x x x (9.37) z .t/ D C0 e  C C0 e A0 .t / B0 . /d

0

for t > 0. Combining (9.36) and (9.37) shows that x 2 ˝.˙0 ; S/ and hence ˝.˙0 ; S/ is closed. Clearly, for any 0 2 R.˙0 ; S/, there exist  and T > 0 such that given the system (9.18) with .0/ D 0 , we have .T / D 0. Then, by defining .t/ D 0

9.D Proof of Lemma 9.21

533

for t > T , it is trivial to see that 0 2 ˝.˙0 ; S/. This implies that R.˙0 ; S/  ˝.˙0 ; S/. Therefore, we obtain that R.˙0 ; S/  ˝.˙0 ; S/. It remains to show that R.˙0 ; S/ D ˝.˙0 ; S/. Similar to part (iv) of Lemma 9.6, it is easy to verify that ˝.˙0 ; S/ is bounded. Next, we show that given any 0 2 z˝.˙0 ; S/ for z 2 .0; 1/, there exists an input  such that it drives the state of the system ˙0 with initial condition 0 to zero without violating the constraint; that means 0 2 R.˙0 ; S/. Note that the set ˝.˙0 ; S/ is bounded since the invariant zeros are antistable and the system is left invertible. We decompose the system in a controllable and an uncontrollable part, i.e., .t/ D .1 .t/; 2 .t// with 1 controllable. Assume that we have an input  such that x z .t/ 2 S for all t > 0 with a bounded state . Obviously, the uncontrollable part must be stable and hence 2 .t/ ! 0 as t ! 1. For any ı 2 .0; 1/, choose T > 0 such that .0; 2 .t// 2 ı˝.˙0 ; S/ for all t > T and any initial condition in ˝.˙0 ; S/. Choose " > 0 such that given any state of the form .1;0 ; 2;0 / in the set "˝.˙0 ; S/, we can, starting at the origin at time 0, reach .1;0 ; 0/ at time T1 while guaranteeing x z .t/ 2 .1  z/S for all t 2 Œ0; T1 . Choose any initial condition in z˝.˙0 ; S/. We have an input x such that the state remains in z˝.˙0 ; S/ while x z .t/ 2 zS for all t > 0. Assume that we reach the state .x1 .T1 /; x2 .T1 // at time T1 with this input. Clearly, .x1 .T1 /; x2 .T1 // 2 z˝.˙0 ; S/. Next, choose an input z such that we reach, starting at the origin, the state ."x1 .T1 /; 0/ while guaranteeing x z .t/ 2 .1  z/S for all t 2 Œ0; T1 . Then, the input x C z yields a state ˝.˙0 ; S/Cı"˝.˙0 ; S/  .1"=2/z ˝.˙0 ; S/ ..1"/x1 .T1 /; x2 .T1 // 2 .1"/z when we choose ı small enough. Putting together, we find that for initial condition 0 2 z˝.˙0 ; S/, the system ˙0 with the input  D x C z yields that .T1 / 2 .1  "=2/z ˝.˙0 ; S/ and the constraints are satisfied for t 2 Œ0; T1 . Repeatedly applying this argument, yields that .kT1 / 2 .1  "=2/k z˝.˙0 ; S/ for 0 2 z˝.˙0 ; S/ while the constraint is satisfied for all t 2 Œ0; kT1  for any k 2 N. Since the state clearly converges to zero, we have shown that 0 2 R.˙0 ; S/. Consequently, R.˙0 ; S/ D ˝.˙0 ; S/.

We now proceed to prove Lemma 9.21.

Proof of Lemma 9.21 : Property (i) is a direct consequence of property (iv) of Lemma 9.6 applied to the system (9.18). Property (ii) is a direct consequence of Lemma 9.29.

534

9.E

9 Semi-global stabilization in the recoverable region

Proof of Theorem 9.22

Some preliminary work is needed before we proceed to the proof of this theorem. Define C0 ./ WD R.˙0 ; S/: From Lemmas 9.6 and 9.21, we know that C0 ./ is convex and bounded. Also, by Lemma 9.20, for any compact subset W  int R.˙0 ; S/, there exists an ` >  > 0 such that W  C0 .`/  C0 ./  R.˙0 ; S/:

(9.38)

Next, we show the following: (i) There exists a continuous feedback for the system (9.19) so that the closure of C0 .`/ is an invariant set. (ii) This feedback can be slightly modified to be Lipschitz, and when applied to the original system (9.18), C 0 .`/ is again an invariant set while the state of the system with any initial condition in C 0 .`/ will converge to the origin. From these, we conclude that C 0 .`/, and hence W , is contained in the domain of attraction. As stated before, we will try to achieve this by trying to guarantee that the trajectory points inward or tangent to this set in every boundary point by an appropriate choice of the input. In order to formalize this, we need the following set: NV ./ WD f 2 Rn j k k D 1 and h 0  ; i 6 0; 8  0 2 V g: Note that NV ./ is the set of normals in the point  to the set V (as studied in, for instance, [119]). It is also shown in [119] that for a convex set V, the set of normals is nonempty whenever  is a boundary point of V. Its importance is due to the fact that if we start in  in the direction v, then this direction is tangent to or pointing inside V if and only if hv; i 6 0 for all 2 NV ./. Let the relation (9.38) hold for ` >  > 0. Define T W @C0 .`/ ! P .Rn /, where P .Rn / denotes the collection of all subsets of Rn , by ( T ./ WD

ˇ ! ˇ C  ˇ 0 A  C B0  ˇ 2 S and ˇ  hA  C B0 ; i 6 0; 8 2 NC0 .`/ ./

The next lemma states some properties of T ./.

) :

9.E Proof of Theorem 9.22

535

Lemma 9.30 Assume that  < `. Then we have: (i) T ./ is convex and closed for every  2 @C0 .`/. (ii) For any point  2 @C0 .`/, the sets T ./ and T` ./ are nonempty.

Proof : (i): The convexity of T .0 / is obvious by definition. The closedness is proven as follows. Let fA 0 C B0 n gn2N be a convergent sequence in T .0 / with limit p. For every 2 N` .0 /, we have hA 0 C B0 n ; i 6 0 for all n. So hp; i 6 0 for every 2 N` .0 /. Since fn g is in a compact set, it has a convergent subsequence fnk g with a limit, say, 0 . Because p D lim A 0 C B0 nk D A 0 C B0 0 6 0 k!1

and hp; i 6 0 for every 2 N` .0 /, we conclude that p 2 T .0 /. (ii): Since 0 2 C0 .`/, we have h; i > 0 for any  2 @C0 .`/ and any 2 N` ./. Hence, if hA`  C B0 ; i 6 0, we get hA  C B0 ; i D hA`  C B0 ; i C .  `/h; i 6 0 for  < ` and any  2 @C0 .`/; 2 N` ./. Therefore, if T` .0 / is nonempty, so is the set T .0 /. Assume that on the contrary, there exists a 0 2 @C0 .`/ such that T` .0 / is empty. Define ˇ ! ) ( ˇ C  ˇ 0 0 r.0 / D min 2S : max hA` 0 C B0 ; i ˇ ˇ   2N` . 0 / Since N` .0 / is compact, the maximum exists. To justify the existence of a minimum, we show that the maximum exists and depends continuously on . Let m > 0 be such that kB0T k 6 m for all 2 N` .0 /. Then, ˇ ˇ ˇ ˇ z i  max hA` 0 C B0 ; iˇ 6 max hB.z  /; i ˇ max hA` 0 C B0 ; ˇ ˇ 2N` . 0 /

2N` . 0 /

2N` . 0 /

6 mkz  k: Therefore, we are looking for the minimum of a continuous function over a compact set, which clearly always exists. Thus, r.0 / is well defined. If r.0 / 6 0, then the minimizing   would make T` .0 / nonempty; hence, we have nothing to prove. Therefore, we focus on the case r.0 / > 0. By property (ii) of Lemma 9.21, for .0/ D 0 there exists an input  such that .t/ 2 C 0 .`/ for t 2 Œ0; ı. This implies that max h.t/  .0/; i 6 0: (9.39) 2N` . 0 /

536

9 Semi-global stabilization in the recoverable region

Since N` .0 / is bounded, it follows that D E 0 ; D max lim max .t / t

D

E

.t / 0 ; t 2N` . 0 / t !0C

t !0C 2N` . 0 /

D

lim

max hA` .0/ C B0 .0/; i > r.0 / > 0

2N` . 0 /

which yields a contradiction. This shows that T` ./ is nonempty for all  2 @C0 .`/. Next, we ask the following: Will the state trajectory stay in C ./ for all t > 0 T if we choose a feedback such that .0/ 2 T .x0 / for all initial conditions .0/ 2 @C ./? This can be addressed using Nagumo’s theorem (see [3, 105]).

Theorem 9.31 (Nagumo) Consider the system (9.19). Assume that (9.38) is satisfied for ` >  > 0. Moreover, assume that there is a Lipschitz-continuous feedback  D f ./ such that A  CB0 f ./ 2 T ./ for all  2 @C0 .`/. Then, for any initial condition inside C0 .`/, the solution of the differential equation remains in C 0 .`/. Since T ..t// is nonempty for .t/ 2 @C0 .`/, there exists a .t/ such that T 2 T .x.t//. In order to apply Nagumo’s theorem, we need a continuous .t/ .t/ for feedback. The existence of a continuous feedback is assured by Michael’s theorem. We first recall the formal definition of upper and lower semicontinuity of set valued functions (see, for instance, Aubin [3, Sects. 2.1.2 and 6.5.3]). Definition 9.32 Let X and Y be normed spaces, D  X and F ./ a set-valued function from D to subsets of Y such that F .x/ is nonempty for all x 2 D. F is called upper semicontinuous at x0 2 D if, for any neighborhood U of F .x0 /, there exists an " > 0 such that for all x 0 2 D with kx 0  xk < ", we have F .x 0 /  U . F is called upper semicontinuous if F is upper semicontinuous at every point of D. F is called lower semicontinuous at x0 2 D if, for any y 2 F .x0 / and for any sequence fxn g 2 D that converges to x0 , there exists a sequence fyn g with yn 2 F .xn / that converges to y. F is lower semicontinuous if F is lower semicontinuous at every point of D. Using the above, we can formulate Michael’s theorem.

Theorem 9.33 (Michael [4, 99]) Let D be a compact metric space and Y a Banach space. Every lower semicontinuous function F ./ from D to the nonempty, closed, and convex subsets of Y admits a continuous selection.

9.E Proof of Theorem 9.22

537

In our case, D D @C0 .`/ which is clearly a compact metric space and Y D Rn is clearly a Banach space. Lemma 9.30 assures that T ./ is not empty for all  2 @C0 .`/; that is, F D T maps into nonempty subsets of Y . A continuous selection means that we can find a continuous function h W @C0 .`/ ! Rn such that h./ 2 T ./ for all  2 @C0 .`/, which is the result we need. But, to apply Michael’s theorem we need to establish that T is lower semicontinuous and T ./ is closed and convex for all  2 @C0 .`/. The set is closed and convex by Lemma 9.30 and lower semicontinuity is the content of next lemma.

Lemma 9.34 Let the relation (9.38) hold for ` >  > 0. Then, T is lower semicontinuous on @C0 .`/. Michael’s theorem leads to the existence of a continuous function h such that h./ 2 T ./ for all  2 @C0 .`/. Let 

 D f ./ D B0 Œh./  A ;

(9.40)

where B0 is the Moore-Penrose generalized inverse of B0 . Clearly, this ./ is a continuous feedback on @C0 .`/. The control law in this proposition does not guarantee asymptotic stability. After a slight modification, we obtain a stabilizing continuous control law that achieves our goal. Proof of Theorem 9.22 : Given that the system has a bounded input, there exists a t1 such that at time t1 for all initial conditions in W1 and any input satisfying the constraint, we are guaranteed to be inside the set R.˙0 ; S/. We consider the system from time t1 onward. Let f be the continuous controller given by (9.40) whose existence followed from Michael’s theorem. Let z > 0 be such that B.0; z/  C0 .`/. Then it is readily verified that h; i > z; 8  2 @C0 .`/; 8 2 NC0 .`/ ./: For any M > 0, choose ı such that d.t/ satisfies kd.t/k 6 z=4 for all t > t1 . It also follows that for all  2 @C0 .`/ and 2 NC0 .`/ ./, we have hA=2  C B0 f ./; i < 

z : 2

(9.41)

Since f is a continuous function defined on the compact set @C0 .`/, there exists a differentiable function f0 on @C0 .`/ such that kBŒf .x/  f0 .x/k < z2 . Thus, by (9.41), f0 satisfies for all  2 @C0 .`/ and for all 2 NC0 .`/ ./, hA=2  C B0 f0 ./; i 6 0:

(9.42)

538

9 Semi-global stabilization in the recoverable region

Next, we extend the differentiable feedback f0 defined on @C0 ./ to a globally Lipschitz feedback f1 defined on C0 .`/. Define ˇ W Rd ! RC 0 , where d D dim , as ˇ./ WD inffˇ > 0 j  2 ˇC0 .`/ g: Clearly,  2 ˇ./@C0 .`/ for all  ¤ 0. It is easily seen that the function ˇ is Lipschitz and there exists a M > 0 such that jˇ./  ˇ. 0 /j 6 ˇ.   0 / 6 M k   0 k: Define f1 W Rd ! Rm by ( f1 ./ WD

 ˇ./f0

ˇ. /



;  ¤ 0;

0;

 D 0:

Since ˇ is globally Lipschitz and f0 differentiable, it is easily verified that f1 is globally Lipschitz. Moreover, f1 is positively homogeneous, i.e., f1 . / D f1 ./ for all  2 Rn and  > 0, because ˇ. / D .ˇ/. Noting that f1 ./ D f0 ./ for  2 @C0 .`/, utilizing (9.42), we find for all  2 @C0 .`/ and 2 NC0 .`/ ./ that, hA=4  C B0 f ./ C d; i 6 0; for all t > t1 . Then from Nagumo’s theorem, we conclude that for all  2 C0 .`/, the state .t/ remains in C 0 .`/ for all t > t1 . But if we apply the feedback u D z f1 ./ to system (9.18) with the same initial condition .0/ 2 C0 .`/ and let .t/ be the solution of system (9.18), it is easy to see that z D e t =4 .t/; .t/ where we used the property that f1 is positive homogeneous. Since .t/ remains z converges to zero exponentially, in C 0 .`/, a bounded set, we conclude that .t/ which shows that W is a subset of the domain of attraction of system ˙0 .

10 Sandwich systems: state feedback

10.1 Introduction We studied internal stabilization of linear systems subject to actuator magnitude saturation in Chap. 4, and the same in Chap. 6, however, when the actuator is subject to both magnitude and rate saturation. The block diagram of Fig. 10.1 depicts the setup. Although such actuator saturation occurs ubiquitously, in this chapter we consider a broader class of nonlinear systems than that depicted in Fig. 10.1. As pointed out in Chap. 1, an important and common paradigm of nonlinear systems is that they are indeed linear systems in which nonlinear elements are sandwiched or embedded as shown in Fig. 10.2. A model of a common nonlinear element is a static nonlinearity followed by a linear system or vice-versa. In either case, the block diagram of Fig. 10.2 depicts a commonly prevailing situation besides linear systems subject to merely actuator saturation.

Figure 10.1: Linear system subject to actuator saturation In view of the above comments, in this chapter we focus on the study of semiglobal and global stabilization of the type of systems depicted by the block diagram of Fig. 10.2 and its generalizations, where the static nonlinear element is a saturation function as portrayed in Fig. 10.3. We refer to such systems as in Fig. 10.3 as sandwich systems because the saturation nonlinearity is sandwiched between two linear systems. We call the configuration of Fig. 10.3 as a singlelayer sandwich system, where the single layer refers to a single saturation element that is sandwiched between two linear systems. A natural extension of this class of systems is depicted in Fig. 10.4, which shows a single-layer sandwich system A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__10, © Springer Science+Business Media New York 2012

539

540

10 Sandwich systems: state feedback Plant Input

Linear System 1

Static Nonlinearity

Linear System 2

Figure 10.2: Static nonlinearity sandwiched between two linear systems

Plant Input

Linear System 1

Linear System 2 Saturation

Figure 10.3: Single-layer sandwich system

which is also subject to actuator saturation. These types of systems can be further extended to multilayer sandwich systems and multilayer sandwich systems subject to actuator saturation, shown respectively in Figs. 10.5 and 10.6. Thus, the structures of cascaded systems illustrated by Figs. 10.3–10.6 are progressive generalizations of the traditional class of systems consisting of a single linear system with an actuator saturation as shown in Fig. 10.1 and studied in Chaps. 4 and 6. Plant

Input

Linear System 1 Saturation

Linear System 2 Saturation

Figure 10.4: Single-layer sandwich system subject to actuator saturation

In this chapter, we first establish conditions for semi-global and global stabilizability of single-layer sandwich systems, portrayed in Fig. 10.3, and we construct appropriate control laws by state feedback. We then extend these stabilization results to single-layer sandwich systems subject to actuator saturation, portrayed in Fig. 10.4. The design methodologies that emerge from this extension are

10.1 Introduction

541

Figure 10.5: Multilayer sandwich system

Figure 10.6: Multilayer sandwich system subject to actuator saturation

generalizations of the classical low-gain and adaptive-low-gain design methodologies, developed for semi-global and global stabilization of linear systems subject to only actuator saturation (Chap. 4). Indeed, when the first linear system is equal to the identity, the new design methodologies are reduced to their classical counterparts, and we therefore refer to the new design methodologies as generalized low-gain design (for semi-global stabilization) and generalized adaptivelow-gain design (for global stabilization). We furthermore discuss the natural extension of the results to the multilayer sandwich systems portrayed in Figs. 10.5 and 10.6. The philosophy of generalized low-gain and generalized adaptive-low-gain design methodologies for constructing appropriate stabilizing controllers can be briefly sketched as follows: basically, these generalized low-gain methods seek to design controllers such that the saturation does not get activated after some finite time; thereafter, the design reduces to a simple low-gain or adaptive-low-gain design. However, as discussed in Chap. 4, such design methods based on simple low-gain or adaptive-low-gain design methods are conservative as they are constructed in such a way that the control forces do not exceed a certain level in an arbitrary a priori given region of the state space in the semi-global case or in the whole state space in the global case. The key in generalized low-gain design methods is to render the saturation inactive. Therefore, such generalized low-gain design methods do not allow full utilization of the available control capacity. Again, as discussed in Chap. 4, design methods based on low-and-high-gain feedback design are conceived to rectify the drawbacks of low-gain design methods and can utilize the available control capacity fully. As such, they have been successfully used for control problems beyond stabilization to enhance transient performance and to achieve robust stability and disturbance rejection in Chaps. 4–6. In view of

542

10 Sandwich systems: state feedback

this discussion, another aspect of this chapter is to develop generalized low-andhigh-gain and generalized adaptive-low-gain and generalized low-and-high-gain design methodologies for constructing semi-globally and globally stabilizing state feedback controllers, respectively. At the end of the chapter, we illustrate the developed results by examples. This chapter concentrates only on state feedback controller design. Measurement feedback design is still largely an open problem for this class of systems. For ease of presentation, we have chosen to base the design methodologies in this chapter on algebraic Riccati equations (AREs). It is also possible to generalize the classical direct eigenstructure assignment method of Chap. 4 (see also [75, 76]) to achieve the same results. This chapter is based on the work of [170, 199]. It is prudent now to review the previous research on sandwiched systems such as those depicted in Figs. 10.2 and 10.3, which are special cases of the so-called cascade systems consisting of linear systems whose output affects a nonlinear system. The research on such cascaded systems was initiated in [127] but has also been studied, for instance, in [147, 148]. Note that in our case the nonlinear system has a very special structure of an interconnection of a static nonlinearity with a linear system. Moreover, in these references the nonlinear system is assumed to be stable and the goal was to see whether the output of a stable linear system can affect the stability of the cascade system. The goal of this chapter, being focused on developing the conditions for stabilization as well as the methods of designing stabilizing controllers, is inherently different. Also, some other researchers have previously studied linear systems with sandwiched nonlinearities. The most recent activity in this area is the work of Tao and his coworkers [175–178]. The main technique used in these papers is based on approximate inversion of nonlinearities. An example studied in these references is a dead zone, which is a right-invertible nonlinearity. By contrast, a saturation has a very limited range and cannot be inverted even approximately, except in a local region. The work of Tao et al. is therefore not applicable to the case of a saturation nonlinearity. To achieve our goal of semi-global and global stabilization, we need to face the saturation directly by exploiting the structural properties of the given linear systems. It is also prudent to compare our study in this chapter to that in Chaps. 7–9. In particular, in Chap. 8, we considered linear systems subject to control input and state constraints as modeled by a constrained output. In this context, the controller is required to guarantee that the constrained output of a linear system remain in a given set. Clearly, a controller designed in this specific way can be used to guarantee that the saturation in the interconnection of Fig. 10.3 never gets activated, albeit with some drawbacks. As pointed out in Chap. 8, we cannot solve semiglobal or global stabilization problems for arbitrarily large initial conditions since we cannot guarantee then that the saturation element is never activated. Because of this very reason, we defined there a set of admissible initial conditions and then studied semi-global and global stabilization in the admissible set. Even for the admissible set of initial conditions, utilizing the design philosophy presented in Chap. 8 is in fact conservative as it avoids saturation. Furthermore, the methods

10.2 Preliminaries and problem formulations

543

of design developed there require the structural condition that the linear system 1 as portrayed in Fig. 10.3 be weakly minimum phase. In contrast, the design methodologies developed in this chapter do not require this weakly minimum phase condition. Moreover, unlike in Chap. 8, activating the saturation element is not an issue. To illustrate the necessity not to avoid activating the saturation consider a car where an engine is modeled by linear dynamics followed by a saturation nonlinearity. In turn, the car dynamics is influenced by the saturated output of the engine dynamics. In this case, there is no reason to avoid saturation and hence a design which attempts to avoid saturation is inherently conservative.

10.2 Preliminaries and problem formulations In this section, we describe the dynamic equations of three classes of sandwich systems, the class of single-layer sandwich systems (portrayed in Fig. 10.3), the class of single-layer sandwich systems subject to also actuator saturation (portrayed in Fig. 10.4), and its generalization, namely, the class of multilayer sandwich systems (portrayed in Fig. 10.6). We then formulate the semi-global and global stabilization problems for each class of these systems. Regarding different saturation elements present in sandwich systems, as will become clear in the design procedures, different saturation levels do not cause any intrinsic differences in controller design methodology except for some changes on ranges of certain design parameters. Therefore, without loss of generality, we assume that all the saturation elements studied in this chapter are indeed the same and equal to the standard saturation function as defined in (2.19) with the saturation level  D 1. Single-layer sandwich systems consisting of two interconnected systems, L1 and L2 , are given by ( x D Ax C Bu; L1 W (10.1) z D C x; and L2 W

! D M! C N.z/;

(10.2)

where x 2 Rn1 , ! 2 Rn2 , u 2 Rm1 , and z 2 Rm2 . The function ./ is the standard saturation function. The semi-global and global stabilization problems for single-layer sandwich systems are formulated as follows:

Problem 10.1 Consider the systems given by (10.1) and (10.2). The semi-global stabilization problem for single-layer sandwich systems is said to be solvable if for any compact set W  Rn1 Cn2 , there exists a state feedback control law u D f .x; !/ such that the origin of the closed-loop system is asymptotically stable with W contained in its domain of attraction.

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10 Sandwich systems: state feedback

Problem 10.2 Consider the systems given by (10.1) and (10.2). The global stabilization problem for single-layer sandwich systems is said to be solvable if there exists a state feedback control law u D f .x; !/ such that the origin of the closedloop system is globally asymptotically stable. The dynamics of system L1 can be modified to include an actuator saturation, x 1 . Single-layer sandwich systems subject and we refer to the resulting system as L to actuator saturation, as portrayed in Fig. 10.4, therefore consist of two systems, x 1 and L2 , given by L ( x 1 W x D Ax C B.u/; L (10.3) z D C x; and L2 W

! D M! C N.z/;

(10.4)

where as before x 2 Rn1 , ! 2 Rn2 , u 2 Rm1 , and z 2 Rm2 . The semi-global and global stabilization problems for single-layer sandwich systems subject to actuator saturation are now formulated as follows:

Problem 10.3 Consider the systems given by (10.3) and (10.4). The semi-global stabilization problem for single-layer sandwich systems subject to actuator saturation is said to be solvable if for any compact set W  Rn1 Cn2 , there exists a state feedback control law u D f .x; !/ such that the origin of the closed-loop system is asymptotically stable with W contained in its domain of attraction.

Problem 10.4 Consider the systems given by (10.3) and (10.4). The global stabilization problem for single-layer sandwich systems subject to actuator saturation is said to be solvable if there exists a state feedback control law u D f .x; !/ such that the origin of the closed-loop system is globally asymptotically stable. The above type of system configuration as in (10.3) and (10.4) can be generalized further to an interconnection of  linear systems, namely, the multilayer nonlinear sandwich systems. Without loss of generality, we assume that the actuator is subject to saturation. Consider the following interconnection of  systems: 8 ˆ < xi D Ai xi C Bi .ui /; i D 1; : : : ;  Li W (10.5) zi D Ci xi ; i D 1; : : : ;   1 ˆ : ui D zi 1 ; i D 2; : : : ;  where xi 2 Rni , ui 2 Rmi for i D 1; : : : ; , and zi 2 Rmi C1 for i D 1; : : : ;   1. The semi-global and global stabilization problems for the multilayer system can be defined as follows:

10.3 Necessary and sufficient conditions for stabilization

545

Problem 10.5 Consider the interconnected system as given by (10.5). The semiglobal stabilization problem for multilayer sandwich systems is said to be solvable if for any compact set W  Rn1 CCn , there exists a state feedback control law u1 D f .x1 ; : : : ; x / such that the origin of the closed-loop system is asymptotically stable with W contained in its domain of attraction.

Problem 10.6 Consider the interconnected system as given by (10.5). The global stabilization problem for multilayer sandwich systems subject to actuator saturation is said to be solvable if there exists a state feedback control law u1 D f .x1 ; : : : ; x / such that the origin of the closed-loop system is globally asymptotically stable. In what follows, at first we consider single-layer sandwich systems, then singlelayer sandwich systems subject to actuator saturation, and finally general multilayer sandwich systems. In this way, we progressively add different levels of complexity to our development.

10.3 Necessary and sufficient conditions for stabilization In this section, we present the necessary and sufficient conditions for all the semiglobal and global stabilization problems in the order they were formulated in Sect. 10.2.

10.3.1 Single-layer sandwich systems In this subsection, we present two theorems that give the necessary and sufficient conditions for solving Problems 10.1 and 10.2.

Theorem 10.7 Consider the systems given by (10.1) and (10.2). The semi-global stabilization problem for single-layer sandwich systems, as formulated in Problem 10.1, is solvable if and only if: (i) The linearized cascade system is stabilizable, that is, .A; B/ is stabilizable, where ! ! A 0 B AD and B D : (10.6) NC M 0 (ii) All the eigenvalues of M are in the closed left-half plane for continuoustime systems and in the closed unit disc for discrete-time systems.

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10 Sandwich systems: state feedback

Moreover, semi-global stabilization can be achieved by a linear control law of the form u D F x C G!.

Proof : The system L2 must be stabilized through a saturated signal, and it is clear from Chap. 4 that this is only possible if the eigenvalues of M are in the closed left-half plane for continuous-time systems, and in the closed unit disc for discrete-time systems. The cascade system is linear in a neighborhood around the origin, and stabilizability of the nonlinear cascade system therefore requires stabilizability of the local linear system, which is equivalent to stabilizability of .A; B/. We have thus established the necessity of the two conditions in Theorem 10.7. Sufficiency is established in Sect. 10.4 by explicit construction of a stabilizing controller.

Theorem 10.8 Consider the systems given by (10.1) and (10.2). The global stabilization problem for single-layer sandwich systems, as formulated in Problem 10.2, is solvable if and only if: (i) The linearized cascade system is stabilizable, that is, .A; B/ is stabilizable, where A and B are given by (10.6). (ii) The eigenvalues of M are in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems.

Proof : The proof of necessity follows along the lines of the proof of Theorem 10.7. Sufficiency is established in Sect. 10.4 by explicit construction of a stabilizing controller.

10.3.2 Single-layer sandwich systems subject to actuator saturation In this subsection, we present two theorems that give the necessary and sufficient conditions for solving Problems 10.3 and 10.4 that pertain to single-layer sandwich systems subject to actuator saturation.

Theorem 10.9 Consider the two systems given by (10.3) and (10.4). The semiglobal stabilization problem for single-layer sandwich systems subject to actuator saturation, as formulated in Problem 10.3, is solvable if and only if (i) The linearized cascade system is stabilizable, that is, .A; B/ is stabilizable, where A and B are as defined in (10.6).

10.3 Necessary and sufficient conditions for stabilization

547

(ii) The eigenvalues of M are in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems. (iii) The eigenvalues of A are in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems. Moreover, semi-global stabilization can be achieved by a linear control law of the form u D F x C G!.

x 1 and L2 must be stabilized through a saturated signal, and Proof : The systems L it is clear from Chap. 4 that this is only possible if the eigenvalues of A and M are all in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems. The cascade system is linear in a neighborhood around the origin, and stabilizability of the nonlinear cascade system therefore requires stabilizability of the local linear system, which is equivalent to stabilizability of .A; B/. We have thus established the necessity of the three conditions in Theorem 10.9. Sufficiency is established in Sect. 10.5 by explicit construction of a stabilizing controller.

Theorem 10.10 Consider the two systems given by (10.3) and (10.4). The global stabilization problem for single-layer sandwich systems subject to actuator saturation, as formulated in Problem 10.4, is solvable if and only if: (i) The linearized cascade system is stabilizable, that is, .A; B/ is stabilizable, where A and B are given by (10.6). (ii) The eigenvalues of M are in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems. (iii) The eigenvalues of A are in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems.

Proof : The proof of necessity follows along the lines of the proof of Theorem 10.9. Sufficiency is established in Sect. 10.5 by explicit construction of a stabilizing controller.

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10.3.3 Multilayer sandwich systems In this subsection, we establish the necessary and sufficient conditions for solving Problems 10.5 and 10.6 that pertain to multilayer sandwich system as given by (10.5).

Theorem 10.11 Consider the interconnection of systems Li , i D 1; : : : ;  as given by (10.5). Then, the semi-global stabilization problem, as formulated in Problem 10.5, is solvable if and only if



(i) .A0 ; B0 / is stabilizable, where

A0 D

A1

0

B2 C1

A2 :: : :: :

 :: : :: : :: :



0

0 :: : 0

 ::

:

A1 B C1

0 :: : :: : 0 A



ˇB  1

;

B0 D

0 :: : 0

: (10.7)

(ii) All Ai , i D 1; : : : ;  have their eigenvalues in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems. Moreover, the solution to the semi-global stabilization problem can be achieved P by a linear state feedback law of the form u D iD1 Fi xi .

Proof : The necessity of condition (i) and (ii) can be proved following the same lines as in previous theorems. Sufficiency is proved in Sect. 10.6 by explicit construction of a semi-globally stabilizing controller.

Theorem 10.12 Consider the interconnection of systems Li , i D 1; : : : ;  as given by (10.5). Then, the global stabilization problem, as formulated in Problem 10.6, is solvable if and only if (i) .A0 ; B0 / is stabilizable, where A0 and B0 are given in (10.7). (ii) All Ai , i D 1; : : : ;  have their eigenvalues in the closed left-half plane for continuous-time systems and in the closed unit disc for discrete-time systems.

10.4 Generalized and adaptive-low-gain design for single-layer systems

549

Proof : Necessity of conditions (i) and (ii) can be shown following the same lines as in previous theorems. Sufficiency will be shown by explicitly constructing a globally stabilizing controller in Sect. 10.6.

Remark 10.13 We remark that the solvability conditions for any of the three types of sandwich systems considered above are the same for either semi-global or global stabilization. However, there is still an intrinsic difference between the two cases, in that semi-global stabilization can be accomplished with a linear control law, whereas global stabilization generally requires a nonlinear control law.

10.4 Generalized and adaptive-low-gain design for single-layer systems In this section, we explicitly construct controllers to solve the semi-global and global stabilization problems described in Sect. 10.2 for single-layer systems where the actuator is not subject to saturation. In doing so, we prove sufficiency of the conditions in Theorems 10.7 and 10.8. We divide our development into two subsections, one for continuous-time systems and the other for discrete-time systems.

10.4.1 Continuous-time systems We first present a generalized low-gain design for solving Problem 10.1 which concerns with semi-global stabilization of the origin of the single-layer sandwich system described by (10.1) and (10.2). Generalized low-gain design for semi-global stabilization: We start by choosing an arbitrary F such that A C BF is Hurwitz, and then let u D F x C v, where v is a time-varying control input yet to be determined. Consider the resulting L1 system, xT D .A C BF /x C Bv; (10.8) z D C x: We have Zt z.t/ D C e

.ACBF /t

D Ce

.ACBF /t

x.0/ C

C e .ACBF /.t / Bv./ d

0

x.0/ C z0 .t/:

(10.9)

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10 Sandwich systems: state feedback

Since A C BF is Hurwitz, we know that there exists a ı > 0 such that whenever kv./k < ı

8 > 0;

(10.10)

we have kz0 .t/k < 12 for all t > 0. Next we consider the linear system, z x C Bv; xT D Ax

(10.11)

where z D A C BF A NC

! 0 ; M

! B BD ; 0

! x xD : !

(10.12)

Note that conditions (i) and (ii) of Theorem 10.7 and asymptotic stability of z B/ is stabilizable and A z has all its eigenvalues A C BF together imply that .A; in the closed left-half plane. x , to find a stabiOur initial objective is, for any a priori given compact set W x lizing controller for the system (10.11) such that W is contained in its domain of attraction and kv.t/k < ı for all t > 0. This is accomplished in the following lemma whose proof follows easily from Theorem 4.21.

Lemma 10.14 Consider the linear system (10.11) with constraint kv.t/k < ı, and assume that .A; B/ as given by (10.6) is stabilizable and that the eigenvalues of M are in the closed left-half plane. Let Q" > 0 be a parameterized family of matrices which is increasing in " > 0 with lim"!0 Q" D 0. Then, for any a priori x 2 Rn1 Cn2 , there exists an " such that for any 0 < " < " , given compact set W the control law !   x 1 v D  B 0 0 P" (10.13) D B 0 P" x ; x2 where P" D P"0 > 0 satisfies the continuous-time algebraic Riccati equation (CARE), z  P" BB 0 P" C Q" D 0; z 0 P" C P" A (10.14) A achieves asymptotic stability of the equilibrium point x D 0. Moreover, for any x , kv.t/k < ı for all t > 0. initial condition in W We can now use Lemma 10.14 to prove that a particular family of control laws achieves semi-global stability of the single-layer nonlinear sandwich system.

Theorem 10.15 Consider the systems given by (10.1) and (10.2) that satisfy Conditions (i) and (ii) of Theorem 10.7. Let F be chosen such that ACBF is Hurwitz,

10.4 Generalized and adaptive-low-gain design for single-layer systems

551

and let P" D P"0 > 0 be defined by the CARE (10.14). Define what can be termed as generalized low-gain state feedback control law by !   x 0 u D F x  B 0 P" (10.15) D F1;" x C F2;" !: ! Then, for any compact set of initial conditions W 2 Rn1 Cn2 , there exists an " > 0 such that for all " with 0 < " < " , the controller (10.15) asymptotically stabilizes the origin with a domain of attraction containing W . Proof : For simplicity and without loss of generality, let us choose Q" D "I . Condition (i) of Theorem 10.7 implies the existence of P" D P"0 > 0 satisfying (10.14). Moreover, Condition (ii) implies that P" ! 0 as " ! 0, which in turn implies that F1;" ! F and F2;" ! 0. The initial conditions belong to some compact set W , and hence there exist compact sets X  Rn1 and ˝  Rn2 such that x.0/ 2 X and !.0/ 2 ˝. For u D F x, there exists a T > 0 such that for any x.0/ 2 X, we have x  R n1 kC e .ACBF /t x.0/k < 12 for all t > T , and there exists a compact set X x such that x.t/ 2 X for all t 2 Œ0; T . This follows from the Hurwitz property of A C BF . Since !.0/ 2 ˝, where ˝ is a compact set, and .z.t// is bounded, we find x such that !.t/ 2 ˝ x for all that, independent of ", there exists a compact set ˝ t 2 Œ0; T . Next, there exists an " > 0 such that for u D F1;" x C F2;" ! and 0 < " < " , x for all t 2 Œ0; T . This follows from the fact that F1;" ! F we have x.t/ 2 2X and F2;" ! 0, while !.t/ is bounded. We also note that, from Lemma 10.14, there exists an "2 with 0 < "2 < " such that, for all 0 < " < "2 , the controller !   x D B 0 P" x v D  B 0 0 P" ! x stabilizes system (10.11) and satisfies kv.t/k < ı for all t > T , given x.T / 2 2X x and !.T / 2 ˝. This implies that z.t/ generated by (10.8) satisfies kz.t/k < 1 for all t > T . Then the interconnection of (10.1) and (10.2) with controller (10.15) is equivalent to the interconnection of (10.11) with controller (10.13) for t > T . The asymptotic stability of (10.11) with controller (10.13) implies that x.t/ ! 0 and !.t/ ! 0. Since this holds for any .x.0/; !.0// 2 W , it follows that W is contained in the domain of attraction.

Remark 10.16 For semi-global stabilization, we can enlarge the domain of attraction by choosing a sufficiently small low-gain parameter. However, this incurs

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10 Sandwich systems: state feedback

a deterioration of closed-loop performance near the origin since a small lowgain parameter results in conservativeness in feedback gain and hence does not allow full utilization of control capacity when the state is close to the origin. In order to rectify this problem, a generalized low-and-high-gain feedback design methodology is recently introduced in [170] and will be discussed subsequently in Sect. 10.7. It is shown there that a refined performance can be achieved with the so-called low-and-high-gain feedback controller.

Remark 10.17 To implement the semi-globally stabilizing controller, it is necessary to find appropriate low-gain parameters ". It is difficult to derive tight upper bounds on " analytically, and thus the parameters are typically found experimentally by gradually decreasing them until the desired stability is achieved. Generalized adaptive-low-gain design for global stabilization: We present now a generalized scheduled or adaptive low-gain design for solving Problem 10.2 which concerns with global stabilization of the origin of the single-layer sandwich system described by (10.1) and (10.2). In the following, we show that the family of controllers defined by (10.15), with " replaced by an x /, solves Problem 10.2. Therefore, let F be such adaptive-low-gain parameter "a .x that A C BF is Hurwitz, and let P"a .xx/ be defined by the CARE (10.14), with " x /. Choose ı such that the fact kv.t/k < ı replaced by an adaptive parameter "a .x for all t > 0 guarantees the fact that kz0 .t/k < 12 for all t > 0, where z0 is defined by (10.9). x / satisfying the following properties: Consider the adaptive parameter "a .x (i) "a .x x / W Rn1 Cn2 ! .0; 1 is continuous and piecewise continuously differentiable. x / D 1 for (ii) There exists an open neighborhood O of the origin such that "a .x all x 2 O. (iii) For any x 2 Rn1 Cn2 , we have kF"a .xx / x k 6 ı. x / ! 0 as kx x k ! 1. (iv) "a .x (v) f x 2 Rn1 Cn2 j x 0 P"a .xx / x 6 c g is a bounded set for all c > 0. (vi) For any x1 ; x2 2 Rn1 Cn2 , x10 P"a .xx1 / x1 6 x20 P"a .xx2 / x2 implies "a .x1 / > "a .x2 /. Note that the above properties yield that lim x 0 .t/P"a .xx .t // x .t/ D 0 H) lim x .t/ D 0:

t !1

t !1

10.4 Generalized and adaptive-low-gain design for single-layer systems

553

Furthermore, we have d P" .xx .t // D dt a



d P" .xx.t // d"a a



 d "a .x x .t// : dt

Since P" is increasing as a function of ", this implies that, if "a .x x .t// is increasing as a function of time, then P"a .xx .t // is also increasing as a function of time. A particular choice satisfying the above criteria is  ˚ "a .x (10.16) x / D max r 2 .0; 1 j .x x 0 Pr x / trace B 0 Pr B 6 ı 2 ; where Pr is the unique positive definite solution of CARE (10.14) with r replacing ". Before we proceed further, we need the following lemma which is a slightly modified version of Lemma 4.51 (see also [98]) and which defines a control law that stabilizes the linear system (10.11). Lemma 10.18 Consider the linear system (10.11) and assume that .A; B/ as given by (10.6) is stabilizable and that the eigenvalues of M are in the closed left-half plane. Define the control law, v D B 0 P"a .xx / x

(10.17)

where x is as defined in (10.12). Then, this control law achieves global stability of the equilibrium x D 0. Moreover, the constraint kv.t/k  ı does not get violated for any t  0. We can now use Lemma 10.18 to prove that a particular family of control laws achieves global stability of the single-layer nonlinear sandwich system.

Theorem 10.19 Consider the systems given by (10.1) and (10.2) that satisfies Conditions (i) and (ii) of Theorem 10.8. Choose F such that A C BF is Hurwitz. Let P"a .xx / be defined by the CARE (10.14), with " replaced by the adaptive-lowx / defined by (10.16). Define the generalized adaptive-lowgain parameter "a .x gain state feedback control law as u D F x  B 0 P"a .xx / x ;

(10.18)

where x is as defined in (10.12). Then, the control law (10.18) achieves global asymptotic stability of the origin.

Proof : Considering the interconnection of (10.1) and (10.2), we note that the saturation is not activated near the origin. Moreover, near the origin the control

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10 Sandwich systems: state feedback

law (10.18) is given by u D F x  B 0 P1 x , which implies that the origin of the interconnection of (10.1), (10.2), and (10.18) is locally asymptotically stable. It remains to show that it is globally asymptotically stable. Consider arbitrary initial conditions x.0/ and !.0/. There exists a T > 0 such that kC e .ACBF /t x.0/k < 12 for all t > T . Moreover, by construction v D B 0 P"a .xx / x yields kv.t/k 6 ı for all t > 0. This implies that z.t/ generated by (10.8) satisfies kz.t/k < 1 for all t > T . The interconnection of (10.1) and (10.2) with controller (10.18) therefore behaves like the interconnection of (10.11) with controller (10.17), for all t > T . Global asymptotic stability of (10.11) with controller (10.17) therefore implies that x .t/ ! 0 as t ! 1. Since this property holds for any initial condition, the origin is globally asymptotically stable.

10.4.2 Discrete-time systems This subsection pertaining to discrete-time systems is conceptually similar to the previous subsection that deals with continuous-time systems. For discrete-time systems, we explicitly present here a generalized low-gain design for solving Problem 10.1, concerning semi-global stabilization of the origin of the singlelayer sandwich system described by (10.1) and (10.2). Generalized low-gain design for semi-global stabilization: As we did before in the continuous-time, we start by choosing an arbitrary F such that A C BF is asymptotically stable, and then let u D F x C v, where v is a time-varying control input yet to be determined. Consider the resulting L1 system, x.k C 1/ D .A C BF /x.k/ C Bv.k/ z.k/ D C x.k/:

(10.19)

We have z.k/ D C.A C BF /k x.0/ C

k1 X

C.A C BF /ki 1 Bv.i /

(10.20)

i D0

D C.A C BF /k x.0/ C z0 .k/:

(10.21)

Define ı1 D

1 : P1   2 kD0 C.A C BF /k B 

(10.22)

Since A C BF is asymptotically stable, the above summation is well defined. We know that if (10.23) kv.k/k < ı1 8k > 0;

10.4 Generalized and adaptive-low-gain design for single-layer systems

555

then kz0 .k/k < 12 . Next we consider the system, z x .k/ C Bv.k/; x .k C 1/ D Ax

(10.24)

z B, and x are as defined in (10.12). Note that condition i and ii of where A, z B/ is staTheorem 10.7 and asymptotic stability of A C BF implies that .A; z bilizable and A has all its eigenvalues in the closed unit disc. x to find a stabilizOur next objective is, for any a priori given compact set W, x ing controller for the system (10.24) such that W is contained in its domain of attraction and kv.k/k < ı1 for all k > 0. We note that there exists a unique P" > 0 satisfying the DARE, z C "I  A z 0 P" B.B 0 P" B C I /1 B 0 P" A: z z 0 P" A P" D A

(10.25)

The following lemma summarizes a result obtained in Chap. 4.

Lemma 10.20 Consider the system (10.24) with constraint kv.k/k < ı1 , and z B/ is stabilizable and A z has its eigenvalues in the closed unit assume that .A; x disc. For any a priori given compact set W 2 Rn1 Cn2 , there exists an " such that for any 0 < " < " , the feedback control, z x; v D .B 0 P" B C I /1 B 0 P" Ax

(10.26)

x contained in its achieves asymptotic stability of the equilibrium x D 0 with W x the constraint domain of attraction. Moreover, for any initial condition in W, kv.k/k < ı1 does not get violated for any k > 0. We can now use Lemma 10.20 to prove that a particular family of control laws achieves semi-global stability of the single-layer nonlinear sandwich system.

Theorem 10.21 Consider the interconnection of the two systems given by (10.1) and (10.2) satisfying conditions (i) and (ii) of Theorem 10.7. Let F be an arbitrary matrix such that A C BF is asymptotically stable. Let P" > 0 be the solution of DARE (10.25). Define what can be termed as generalized low-gain state feedback law by z x D F1;" x C F2;" !: u D F x  .B 0 P" B C I /1 B 0 P" Ax

(10.27)

For any compact set of initial conditions W 2 Rn1 Cn2 , there exists an " > 0 such that for all " with 0 < " < " the controller (10.27) asymptotically stabilizes the equilibrium .0; 0/ with a domain of attraction containing W .

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10 Sandwich systems: state feedback

Proof : Condition (i) of Theorem 10.7 immediately implies the existence and uniqueness of P" > 0 satisfying the DARE (10.25). Moreover, condition (ii) immediately implies that (10.28) P" ! 0 as " ! 0. This immediately implies that F1;" ! F;

F2;" ! 0:

(10.29)

Note that the initial conditions are in some compact set W and hence there exist compact sets X and ˝ such that x.0/ 2 X and !.0/ 2 ˝. Note that if we apply u D F x, there exists a K > 0 such that for any x.0/ 2 X we have kC.A C BF /k x.0/k < 12 x such that x.k/ 2 X x for all for all k > K and there exists a compact set X 0 6 k 6 K. This immediately follows from the asymptotic stability of A C BF . Since !.0/ 2 ˝ which is a compact set and .z.k// is bounded, we find x such that !.k/ 2 ˝ x for all that, independent of ", there exists a compact set ˝ 0 6 k 6 K. Next, there exists an "# > 0 such that for u.k/ D F1;" x.k/ C F2;" !.k/ and for " < "# we have

x x.k/ 2 2X

x for all 0 6 k 6 K. This follows from (10.29) while !.k/ is bounded in ˝. From Lemma 10.20, we note that there exists an " < "# such that for " < " , the controller, z x; v D .B 0 P" B C I /1 B 0 P" Ax stabilizes system (10.24) and satisfies kvk < ı1 for all k > 0 given x .K/ 2 x  ˝. x This implies that z.k/ generated by (10.19) satisfies kz.k/k < 1 for 2X k > K. Then the interconnection of (10.1) and (10.2) with controller (10.27) for k > K is equivalent to the interconnection of (10.24) with controller (10.26) for k > K. The asymptotic stability of the latter system follows from Lemma 10.20. Hence, we have x.k/ ! 0; !.k/ ! 0: Since this follows for any .x.0/; !.0// 2 W , we find that W is contained in the domain of attraction as required.

Remark 10.22 Remarks 10.16 and 10.17 apply to discrete-time systems as well. However, because of some inherent differences between continuous- and discretetime systems, development of a low-and-high-gain design for discrete-time systems is not fully feasible as discussed at the end of Sect. 10.7 in Remark 10.41.

10.4 Generalized and adaptive-low-gain design for single-layer systems

557

We show here that the family of controllers defined by (10.27), with " replaced by an adaptive-low-gain parameter "a .x x /, solves Problem 10.2. Generalized adaptive-low-gain design for global stabilization: We consider the x / introduced earlier for continuous-time case and having adaptive parameter "a .x the same properties as given there, but now selected as x / D maxf r 2 .0; 1 j .x x 0 Pr x / trace B 0 Pr B 6 "a .x

ı12 Mp

g

(10.30)

where Pr is the unique positive definite solution of DARE (10.25) with " D r, ı1 is defined by (10.22) and 1

1

Mp D max .P12 BB 0 P12 / C 1: Here P1 is the solution of DARE (10.25) with " D 1. It can be shown easily that this adaptation guarantees that z x k 6 ı1 ; k.B 0 P"a .xx/ B C I /1 B 0 P"a .xx/ Ax where P"a .xx / is the same as P" , which is the solution of DARE (10.25) with " x /. replaced by "a .x To prove Theorem 10.8, we need the following lemma which is analogous to Lemma 10.18 and which defines a control law that stabilizes the linear system (10.24). z B/ as given Lemma 10.23 Consider the system (10.24) and assume that .A; z are within the closed by (10.12) is stabilizable and that the eigenvalues of A unit disc. The control law zx v D .B 0 P"a .xx / B C I /1 B 0 P"a .xx / Ax

(10.31)

achieves global stability of the equilibrium x D 0. Moreover, the constraint kv.k/k  ı1 does not get violated for any k  0. We can now use Lemma 10.23 to prove that a particular family of control laws achieves global stability of the single-layer nonlinear sandwich system. Theorem 10.24 Consider the systems given by (10.1) and (10.2), satisfying Conditions i and ii of Theorem 10.8. Choose an arbitrary matrix F such that A C BF is asymptotically stable. Let P"a .xx / be the unique positive definite solution of x / defined DARE (10.25), with " replaced by the adaptive-low-gain parameter "a .x by (10.30). Then, the generalized adaptive-low-gain state feedback control law zx u D F x  .B 0 P"a .xx / B C I /1 B 0 P"a .xx / Ax

(10.32)

z and B are given achieves global asymptotic stability of the origin where A by (10.12).

558

10 Sandwich systems: state feedback

Proof : Considering the interconnection of (10.1) and (10.2), we note that close to the origin the saturation does not get activated. Moreover, close to the origin the feedback (10.32) is given by z x; u D F x  .B 0 P1 B C I /1 B 0 P1 Ax where P1 is the solution of (10.25) with " D 1. This immediately yields that the interconnection of (10.1), (10.2), and (10.32) is locally asymptotically stable. It remains to show that we have global asymptotic stability. Consider an arbitrary initial condition x.0/ and !.0/. Then there exists a K > 0 such that kC.A C BF /k x.0/k < 12 for k > K. Moreover, by construction zx v D .B 0 P"a .xx / B C I /1 B 0 P"a .xx / Ax yields kv.k/k 6 ı1 for all k > 0. However, this implies that z.k/ generated by (10.19) satisfies kz.k/k < 1 for all k > K. But this yields that the interconnection of (10.1) and (10.2) with controller (10.32) behaves for k > K like the interconnection of (10.24) with controller (10.31). From Lemma 10.23, global asymptotic stability of the latter system then implies that x .k/ ! 0 as k ! 1. Since this property holds for any initial condition and since we have local asymptotic stability, we can conclude that the controller yields global asymptotic stability. This completes the proof.

10.5 Low-gain design for single-layer systems with actuator saturation In this section, we explicitly construct controllers to solve the semi-global and global stabilization problems described in Sect. 10.2 for single-layer systems where the actuator is subject to saturation. In doing so, we prove sufficiency of the conditions in Theorems 10.9 and 10.10. We divide our development into two subsections, one for continuous-time systems and the other for discrete-time systems.

10.5.1 Continuous-time systems We first present a generalized low-gain design for solving Problem 10.3 which concerns with semi-global stabilization of the origin of the single-layer sandwich system subject to actuator saturation described by (10.3) and (10.4).

10.5 Low-gain design for single-layer systems with actuator saturation

559

Generalized low-gain design for semi-global stabilization: We define the following family of generalized low-gain state feedback control laws: ! x 0 D F1;"1 ;"2 x C F2;"1 ;"2 !; (10.33) u D B P"1 ;"2 ! where P"1 ;"2 D P"01 ;"2 > 0 satisfies the CARE, 0

0

A P"1 ;"2 C P"1 ;"2 A  P"1 ;"2 BB P"1 ;"2

"1 I C 0

0 "2 I

! D 0:

(10.34)

The family of control laws is parameterized by the parameters "1 ; "2 > 0, and in the following, we show that semi-global stabilization is achieved for suitably chosen values of these parameters. By Conditions (ii) and (iii) of Theorem 10.9, we know that the eigenvalues of M and A are in the closed left-half plane, and this implies that ! P"1 0 ; lim P"1 ;"2 D 0; lim P"1 ;"2 D "2 !0 "1 !0 0 0 "2 !0

where P"1 D P"01 > 0 is the unique positive definite solution of the CARE, A0 P"1 C P"1 A  P"1 BB 0 P"1 C "1 I D 0:

(10.35)

This in turn implies that F1;"1 ;"2 ! F"1 WD B 0 P"1 ;

F2;"1 ;"2 ! 0

(10.36)

as "2 ! 0. Note that the initial conditions belong to some compact set W , and hence there exist compact sets X  Rn1 and ˝  Rn2 such that x.0/ 2 X and !.0/ 2 ˝. For u D F"1 x, there exists an "1 > 0 such that for all 0 < "1 < "1 and for all x.0/ 2 X, (10.37) kF"1 x.t/k D kF"1 e .ACBF"1 /t x.0/k 6 14 : Moreover, there exists a T > 0, dependent on "1 , such that ˚  x.T / 2 V"1 WD x 2 Rn1 j x 0 P"1 x < ı for all x.0/ 2 X. Here ı > 0 is such that x 2 V"1 implies that kC xk 6 14 and kF"1 xk 6 14 . Since !.0/ 2 ˝, where ˝ is a compact set, and .z.t// is bounded, x independent of "2 , such that !.t/ 2 ˝ x it follows that there exists a compact set ˝, for all t 2 Œ0; T . Next, we note that for u D F"1 x, we have x.T / 2 V"1 and hence there exists an "2 , dependent on "1 , such that for all 0 < "2 < "2 , we have x.T / 2 2V"1 for

560

10 Sandwich systems: state feedback

u D F1;"1 ;"2 x C F2;"1 ;"2 !. Here we use (10.36) and our earlier conclusion that !.t/ is bounded on Œ0; T . Define ˚  V"1 ;"2 D x 2 Rn1 Cn2 j x 0 P"1 ;"2 x < 9ı : There exists an "#2 with 0 < "#2 < "2 such that, for 0 < "2 < "#2 , the following holds: x then .x; !/ 2 V"1 ;"2 .  If x 2 2V"1 and ! 2 ˝,  For any .x; !/ such that .x; !/ 2 V"1 ;"2 , we have x 2 3V"1 and kF1;"1 ;"2 x C F2;"1 ;"2 !k < 1: To see this, note that x 2 3V"1 implies that kC xk 6 34 . Consider the controller, !   x 0 D B 0 P"1 ;"2 x ; v D  B 0 P"1 ;"2 !

(10.38)

for 0 < "2 < "#2 where x is as defined in (10.12). This controller stabilizes the linear system xT D Ax x C Bv; (10.39) x we know that where A and B are as in (10.6). Given x.T / 2 2V"1 and !.T / 2 ˝, .x.T /; !.T // 2 V"1 ;"2 . Then the controller (10.38) applied to the system (10.39) guarantees that .x.t/; !.t// 2 V"1 ;"2 for all t > T , which, given the properties of the set, implies that kv.t/k < 1 and kC x.t/k < 1 for all t > T . Then the interconnection of (10.1) and (10.2) with controller (10.33) for t > T is equivalent to the interconnection of (10.39) with controller (10.38) for t > T . The asymptotic stability of (10.39) with controller (10.38) implies that x.t/ ! 0 and !.t/ ! 0. Since this holds for any .x.0/; !.0// 2 W , it follows that W is contained in the domain of attraction. We have therefore established Theorem 10.25 given below, which proves that the family of control laws defined by (10.33) achieves semiglobal stability.

Theorem 10.25 Consider the systems given by (10.3) and (10.4) that satisfy Conditions (i), (ii), and (iii) of Theorem 10.9. For any compact set of initial conditions W 2 Rn1 Cn2 , there exists an "1 > 0 such that for all "1 with 0 < "1 < "1 , there exists an "2 ."1 / such that for all 0 < "2 < "2 ."1 /, the controller defined by (10.33) asymptotically stabilizes the origin with a domain of attraction containing W . We now present a generalized adaptive-low-gain design for solving Problem 10.4 which concerns with global stabilization of the single-layer sandwich system subject to actuator saturation described by (10.3) and (10.4).

10.5 Low-gain design for single-layer systems with actuator saturation

561

Generalized adaptive-low-gain design for global stabilization: As in the previous section, we design a controller based on appropriate adaptation of low-gain parameter. 0 > 0 be the unique positive definite solution of the CARE, Let P1;"1 D P1;" 1 A0 P1;"1 C P1;"1 A  P1;"1 BB 0 P1;"1 C "1 I D 0:

(10.40)

We consider the adaptive parameter "a;1 .x/ having the same properties as given in Sect. 10.4.1 on page 552. A particular choice satisfying such properties is given by  1 0 0 : (10.41) "a;1 .x/ D max r 2 .0; 1 j .x P1;r x/ trace B P1;r B 6 4 Let ` > 0 be such that "a;1 .x/ < 1 implies that kxk > `. 0 Next, consider P2;"2 D P2;" > 0 satisfying 2 A C BF NC

0 M

!0 P2;"2 C P2;"2

A C BF NC

0 M

!  P2;"2

BB 0 0

! 0 P2;"2 0

C "2 I D 0; (10.42) where F D B 0 P1;1 . Choose ı 6 max



` 1 ; ; 2 4kB 0 P1;1 k

such that the fact kv.t/k < ı for all t > 0 guarantees the fact that kz0 .t/k < 12 for all t > 0, where z0 is defined by (10.9). Consider an associated adaptive parameter "a;2 .x x / that satisfies the same properties as given in Sect. 10.4.1 on page 552. A particular choice satisfying such properties is given by  !0 ( ! )  B  B   "a;2 .x x / D max r 2 .0; 1 j .x x 0 P2;r x /  P2;r  6 ı 2 : (10.43)  0 0  The following theorem shows that a specified control law achieves global stability of the single-layer nonlinear sandwich system subject to actuator saturation. Theorem 10.26 Consider the two systems given by (10.3) and (10.4) that satisfy Conditions (i)–(iii) of Theorem 10.10. Let P1;"a;1 .x/ be defined by (10.40) with "1 replaced by the adaptive-low-gain parameter "a;1 .x/ defined by (10.41). Let P2;"a;2 .xx / be defined by (10.42) with "2 replaced by the adaptive-low-gain parameter "a;2 .x x / defined by (10.43). Define the generalized adaptive-low-gain state feedback control law as   (10.44) u D B 0 P1;"a;1 .x/ x  "a;1 .x/ B 0 0 P2;"a;2 .xx/ x ; where x is as defined in (10.12). Then, the control law (10.44) achieves global asymptotic stability of the origin.

562

10 Sandwich systems: state feedback

Proof : Considering the interconnection of (10.3) and (10.4), we note that the saturation is not activated near the origin. Moreover, near the origin the control law (10.44) is given by u D F x  BP2;1 x where F D B 0 P1;1 . This means that state matrix of the interconnection of (10.3), (10.4), and (10.44) equals Az  BB 0 P2;1 ; which is Hurwitz by the properties of the ARE. We have therefore established local asymptotic stability. It remains to show that we have global asymptotic stability. Define V D f x 2 Rn1 j "a;1 .x/ D 1 g. We want to establish that "a;1 .x/ is strictly increasing in time when x.t/ 62 V. Assume that this is not the case and we can find some x.t/ 62 V such that "a;1 .x.t// is nonincreasing, that is, the derivative with respect to time is less than or equal to zero. We obtain 

d 0 d x .t/P1;"a;1 .x.t // x.t/ D "a;1 .x.t//x 0 .t/x.t/ C x 0 .t/ P1;"a;1 .x.t // x.t/ dt dt 0 0  x .t/P1;"a;1 .x.t // BB P1;"a;1 .x.t // x.t/ !0 B 0  2"a;1 .x.t//x .t/P1;"a;1 .x.t // B P2;"a;2 .xx .t // x .t/: 0 Since the derivative of "a;1 .x.t// with respect to time is less than or equal to zero, the properties of our adaptation imply that d P1;"a;1 .x.t // 6 0: dt Next, our adaptation guarantees that      0  x .t/P1;"a;1 .x.t // B B 0 0 P2;"a;2 .xx .t // x .t/ 6 ıkB 0 P1;"a;1 .x.t // kkx.t/k ı 6 kB 0 P1;1 kkx.t/k2 ` 6 14 x 0 .t/x.t/: Combining the above expressions, we obtain d 0 x .t/P1;"a;1 .x.t // x.t/ 6  12 "a;1 .x.t//x 0 .t/x.t/: dt However, if x 0 .t/P1;"a;1 .x.t // x.t/ is decreasing, then the properties of our adaptation guarantee that "a;1 .x.t// is strictly increasing, which yields a contradiction. Hence, if x.t/ 62 V, we find that "a;1 .x.t// is strictly increasing, and it follows that x.t/ converges to V and that it cannot escape from V. On V we have "a;1 D 1. Moreover,   u D F x  B 0 0 P"a;2 .xx / x

10.5 Low-gain design for single-layer systems with actuator saturation

563

satisfies .u/ D u. We can then apply Lemma 10.18 as in the previous subsection, and we conclude that the system therefore behaves like a stable system after a finite amount of time, and it follows that x.t/ ! 0 and !.t/ ! 0 as t ! 1.

Remark 10.27 Theorems 10.19 and 10.26 are stated with respect to the adaptive parameters described by (10.16), (10.41), (10.43). We remark, however, that these theorems are valid for all choices of adaptive parameters that satisfy the conditions enumerated earlier.

10.5.2 Discrete-time systems This subsection pertaining to discrete-time systems is conceptually similar to the previous subsection that deals with continuous-time systems. We now present a generalized low-gain design for solving Problem 10.3, concerning semi-global stabilization of the origin of the single-layer sandwich system subject to input saturation described by (10.3) and (10.4). Generalized low-gain design for semi-global stabilization: Let the matrix P1;"1 be the unique positive definite solution of the DARE, P1;"1 D A0 P1;"1 A C "1 I  A0 P1;"1 B.B 0 P1;"1 B C I /1 B 0 P1;"1 A;

(10.45)

and define F1;"1 D .B 0 P1;"1 B C I /1 B 0 P1;"1 A:

(10.46)

0 > 0 be the unique positive definite solution of the Next, let P2;"2 D P2;" 2 DARE,

z C "2 I  A z (10.47) z 0 P2;" A z 0 P2;" B.B 0 P2;" B C I /1 B 0 P2;" A; P2;"2 D A 2 2 2 2 z and B are given by where A z D A C BF1;"1 A NC

! 0 ; M

! B BD : 0

Also define z F2;"2 D .B 0 P2;"2 B C I /1 B 0 P2;"2 A:

(10.48)

We define next the family of control laws, u D F1;"1 x C F2;"2 x :

(10.49)

This family of control laws is parameterized by the parameters "1 ; "2 > 0, and we show next that the semi-global stabilization is achieved for suitably chosen values of these parameters.

564

10 Sandwich systems: state feedback

Theorem 10.28 Consider the systems given by (10.3) and (10.4), satisfying conditions (i)–(iii) of Theorem 10.9. For any compact set of initial conditions W 2 Rn1 Cn2 , there exists an "1 > 0 such that for any "1 with 0 < "1 < "1 , there exists an "2 ."1 / such that for all 0 < "2 < "2 ."1 /, the controller defined by (10.49) asymptotically stabilizes the origin with a domain of attraction containing W .

Proof : By conditions (ii) and (iii) of Theorem 10.9, we know that the eigenvalues of A and M are in the closed unit disc. This implies that lim P1;"1 D 0;

"1 !0

lim P2;"2 D 0;

"2 !0

and hence implies that lim F1;"1 D 0;

"1 !0

lim F2;"2 ! 0:

"2 !0

(10.50)

Note that the initial conditions belong to some compact set W , and hence there exist compact sets X  Rn1 and ˝  Rn2 such that x.0/ 2 X and !.0/ 2 ˝. Define a family of sets ˚  V1 .c/ D x 2 Rn1 j x 0 P1;"1 x 6 c : If we apply u D F1;"1 x, there exists an "1 > 0 such that for all 0 < "1 < "1 and for all x.0/ 2 X, kF1;"1 .A C BF1;"1 /k x.0/k 6 14 : (10.51) Moreover, there exists a K > 0, dependent on "1 , such that x.K/ 2 V1 .c1 / for all x.0/ 2 X. Here c1 is such that x 2 V1 .c1 / implies that kC xk 6 14 and kF1;"1 xk 6 14 . Since !.0/ 2 ˝, where ˝ is a compact set, and .z.k// is x independent of "2 , such that bounded, it follows that there exists a compact set ˝, x !.k/ 2 ˝ for all 0 6 k 6 K. Define a family of level sets ˚  V2 .c/ D x 2 Rn1 Cn2 j x 0 P1;"1 x C x 0 P2;"2 x 6 c : Next, we note that for u D F1;"1 x, we have x.K/ 2 V1 .c1 /. If we apply u D F1;"1 x C F2;"2 x , from (10.50) and our earlier conclusion that !.k/ is bounded for 0 6 k 6 K, we see that there exists an "2 , dependent on "1 , such that for all 0 < "2 < "2 , the following properties hold:  x.K/ 2 2V1 .c1 /. x then x 2 3V2 .c1 /.  If x 2 2V1 .c1 / and ! 2 ˝,  For any x such that x 2 3V2 .c1 /, we have kF2;"2 x k < 14 .

10.5 Low-gain design for single-layer systems with actuator saturation

565

At time k D K, we have x 2 3V2 .c1 /. This immediately implies that kF2;"2 x k 6 14 . Note that for any x 2 3V2 .c1 /, we have x 0 P1;" x 6 x 0 P1;" x C x 0 P2;"2 x 6 9c1 ; and hence x 2 3V1 .c1 /. But this implies that kF1;"1 xk 6 34 . Therefore, we have kF1;"1 x C F2;"2 x k 6 1: Similarly, for any x 2 3V2 .c1 /, we have x 2 3V1 .c1 /, and this implies that kC xk 6 34 . Therefore, for any x 2 3V2 .c1 /, both saturations are inactive. We know at time K, the closed-loop system is linear and can be written as z C BF2;" /x x .k/: x .k C 1/ D .A 2

(10.52)

It is straightforward to see that (10.52) is asymptotically stable and 3V.c1 / is invariant. We know that both the saturations will remain inactive for all k > K. The asymptotic stability of (10.52) implies that x .k/ ! 0 as k ! 1. Since this holds for any x .0/ 2 W , it follows that W is contained in the domain of attraction. This completes the proof. We now present a generalized adaptive-low-gain design methodology for solving Problem 10.4, concerning global stabilization of the single-layer sandwich system subject to input saturation described by (10.3), (10.4). Generalized adaptive-low-gain design for global stabilization: As in previous section, this controller is formed from the semi-global controller (10.49) while using appropriate adaptation of low-gain parameters. 0 > 0 be the unique positive definite solution of the Let P1;"1 D P1;" 1 DARE (10.45) and F1;"1 be defined as (10.46) with adaptive parameter "1 D "1 .x/. As in Sect. 10.4.2, a particular choice of adaptation is given by "1 .x/ D max f r 2 .0; 1 j .x 0 P1;r x/ trace B 0 P1;r B 6 where P1;r is the solution of DARE (10.45) with "1 D r and 1

1

2 2 BB 0 P1;1 / C 1: M2 D max .P1;1

Here P1;1 is the solution of DARE (10.45) with "1 D 1. It can be shown that the above adaptation guarantees that   0 .B P1;" .x/ B C I /1 B 0 P1;" .x/ x  6 1 : 1 1 2 Let ` > 0 be such that .max .P1;1 / C 12 /`2 6

1 : 4M2 kB 0 P1;1 Bk

1 4M2

g

(10.53)

566

10 Sandwich systems: state feedback

0 Next, let P2;"2 D P2;" > 0 be the unique positive definite solution of the 2 DARE (10.47) and F2;"2 be defined by (10.48) where "2 D "2 .x x / is an adaptive parameter and where, in both (10.47) and (10.48), we use ! ! 0 B A C BF 1;1 z D ; BD : (10.54) A NC M 0

Choose  ı2 D min where z D given by

P1

kD0

`2 1 1 ; ; ; 2 2.3 kB 0 P1;1 Bk C 1/ 2z

(10.55)

kC.ACBF1;1 /k Bk. Consider an associated adaptive parameter

"2 .x x / D max f r 2 .0; 1 j .x x 0 P2;r x / trace B 0 P2;r B 6

ı22 M3

g

(10.56)

where P2;r is the solution of DARE (10.47) with "2 D r and 1

1

2 2 BB 0 P2;1 / C 1: M3 D max .P2;1

Here P2;1 is the solution of DARE (10.47) with "2 D 1. We have kF2;" k 6 ı2 . The following theorem shows that a particular family of control laws achieves global stability of the single-layer nonlinear sandwich system subject to input saturation.

Theorem 10.29 Consider the two systems given by (10.3) and (10.4), satisfying conditions (i)–(iii) of Theorem 10.10. Let P1;"1 .x/ be the solution of DARE (10.45) with "1 replaced by the adaptive-low-gain parameter "1 .x/ defined by (10.53). Let P2;"2 .xx / be the solution of DARE (10.47) with "2 replaced by the adaptive-lowgain parameter "2 .x x / defined by (10.56). Then, the generalized adaptive-low-gain state feedback control law, u D F1;"1 .x/ x C "1 .x/F2;"2 .xx/ x ;

(10.57)

achieves global asymptotic stability of the origin where F1;"1 .x/ and F2;"2 .xx / are respectively defined by (10.46) and (10.48) with "1 and "2 replaced by "1 .x/ and x /. "2 .x

Proof : Note that our adaptive parameter guarantees that ku.k/k 6 1 for all k > 0. The input saturation is always inactive. Considering the interconnection of (10.3) and (10.4), we note that the sandwiched saturation is not activated near the origin. Moreover, near the origin, the

10.5 Low-gain design for single-layer systems with actuator saturation

567

control law (10.57) is given by u D F1;1 x C F2;1 x where F1;1 is F1;"1 .x/ with "1 .x/ D 1 and F2;1 is F2;"2 .xx / with "2 .x x / D 1. This means that state matrix z C BF2;1 which is of the interconnection of (10.3), (10.4), and (10.57) equals A z is as in (10.54)). We aymptotically stable by the properties of the DARE (here A have therefore established local asymptotic stability. It remains to show that we have global asymptotic stability. Define V D x 0 P"1 .x/ x and V1 D f x 2 Rn1 j kxk 6 ` g and V2 D f x 2 n1 R j V .x/ 6 .max .P1;1 / C 1=2/`2g. Since kx.k/k 6 ` implies that V .x/ 6 max .P"1 .x.k// /kx.k/k2 6 max .P1;1 /`2 , we have V2 V1 . Moreover, from the definition of `, we have "1 .x/ D 1 for x 2 V2 . We first want to establish that V .k/ is strictly decreasing in time when x 62 V1 . Assume that this is not the case and we can find a x.k/ 62 V1 such that V .k C 1/V .k/ > 0. Denote "1 .x.k// and P1;"1 .x.k// by "1 .k/ and P1 .k/, respectively. We obtain V .k C 1/  V .k/ 6  "1 .k/x.k/0 x.k/  x.k C 1/0 P1 .k/x.k C 1/ C x.k C 1/0 P1 .k C 1/x.k C 1/  2x.k/0 A0 P1 .k/Bv2 .k/  2v1 .k/0 B 0 P1 .k/Bv2 .k/ C v2 .k/0 B 0 P1 .k/Bv2 .k/; where v1 .k/ D F1;"1 .k/ x.k/ and v2 .k/ D "1 .k/F2;"2 .k/ x .k/. Our adaptation guarantees that kv1 .k/k 6 12 and kv2 .k/k 6 "1 .k/ı2 and hence kx.k/0 A0 P1 .k/Bv2 .k/k D kv1 .k/0 .B 0 P1 .k/B C I /v2 .k/k   6 12 "1 .k/.B 0 P1;1 B  C 1/ı2   kv1 .k/0 B 0 P1 .k/B 0 v2 .k/k 6 12 "1 .k/ B 0 P1;1 B  ı2     kv2 .k/0 B 0 P1 .k/Bv2 .k/k 6 "1 .k/2 B 0 P1;1 B  ı 2 6 "1 .k/ B 0 P1;1 B  ı2 : 2

Therefore, V .k C 1/  V .k/ 6  "1 .k/x 0 .k/x.k/ C x.k C 1/0 .P1 .k C 1/  P1 .k//x.k C 1/   C "1 .k/.3 B 0 P1;1 B  C 1/ı2 6  "1 .k/x 0 .k/x.k/ C x.k C 1/0 .P1 .k C 1/  P1 .k//x.k C 1/ C 12 "1 .k/`2 (10.58) 6  12 "1 .k/kx.k/k2 C x.k C 1/0 .P1 .k C 1/  P1 .k//x.k C 1/; where we use, in the last inequality, the fact that x.k/ … V1 and hence kx.k/k > `. Since V .k C 1/  V .k/ > 0, the properties of our scheduling imply that x.k C 1/0 .P1 .k C 1/  P1 .k//x.k C 1/ 6 0: We get V .k C 1/  V .k/ 6  12 "1 .k/kx.k/k2 < 0:

(10.59)

568

10 Sandwich systems: state feedback

This yields a contradiction. Hence, when x.k/ 62 V1 , we have V .k/ strictly decreasing, and it follows that x.k/ enters V1 within finite time, say K1 . When x.k/ 2 V1 , we have either V .k C 1/  V .k/ 6 0 or (10.59) and (10.58) yield that V .k C 1/  V .k/ 6 12 "1 .k/`2 6 12 `2 : This implies that V .k C 1/ 6 max .P1;1 /`2 C 12 `2 and hence x.k C 1/ 2 V2 . We find that if x.k/ 2 V1 , then x.k C 1/ 2 V2 . On the other hand, if x.k/ 2 V2 nV1 , then V .k/ is strictly decreasing and hence x.k C 1/ 2 V2 . Therefore, x.k/ will enter V2 and it cannot escape from V2 . On V2 , we have "1 .k/ D 1. The L1 system then becomes x.k C 1/ D .A C BF1;1 /x.k/ C Bv2 .k/ (10.60) z.k/ D C x.k/; where kv2 .k/k 6 ı2 . We have for any k > K1 z.k/ D C.A C BF1;1 /kK1 x.K1 / C z0 .k/ where z0 .k/ D

k1 X

C.A C BF1;1 /ki 1 Bv2 .i /:

(10.61)

i DK1 1 1 as given by (10.55), we have kv.k/k < 2 for all k > K1 . Given that ı2 6 2 1 But this guarantees that kz0 .k/k < 2 for all k > K1 , where z0 .k/ is defined by (10.61). Therefore, there exists a K2 such that for k > K2 ,

kC.A C BF1;1 /kK1 x.K1 /k 6

1 2

and hence kz.k/k 6 1 for k > K2 . We can then apply Lemma 10.23 as in the previous subsection, and we conclude that the system therefore behaves like a stable system after a finite amount of time, and it follows that x.k/ ! 0 and !.k/ ! 0 as k ! 1.

10.6 Low-gain design for multilayer systems with actuator saturation As mentioned in the introduction, the results presented in this chapter are generalizations of classical low-gain design methodologies for linear systems subject to only actuator saturation. The principle behind classical low-gain design is to create a control law with a sufficiently low gain to avoid saturating the actuator. In the semi-global case, the gain is fixed, based on an a priori given set of possible initial conditions; in the global case, the gain is adapted to be sufficiently low regardless of the initial conditions.

10.6 Low-gain design for multilayer systems with actuator saturation

569

For the single-layer sandwich system shown in Fig. 10.3, the principle is similar. However, the problem is more complex because the sandwiched saturation cannot be made inactive from the start by using low gain. Instead, the sandwiched saturation must be deactivated by controlling the states of the L1 subsystem toward the origin. Conceptually, the control task can therefore be viewed as consisting of two subtasks. The first subtask is to control the states of the L1 subsystem toward the origin in order to deactivate the sandwiched saturation after a finite time. Once the sandwiched saturation has been deactivated, the second subtask consists of controlling the state of the whole system to the origin without reactivating the sandwiched saturation. To accomplish the two subtasks, the control law is divided into two terms: a term F x that depends only on the state x of the L1 system, referred to as the L1 term, and a low-gain term that depends on ! as well, referred to as the L1 =L2 term. The L1 term ensures that x becomes small after an initial transient, so that after a finite time T , the sandwiched saturation is inactive. A sufficiently low gain for the L1 =L2 term ensures that the sandwiched saturation remains inactive while the states are brought to the origin. This philosophy is what is pursued in Sect. 10.4. When the single-layer sandwich system is extended with an actuator saturation, as in Fig. 10.4, we cannot freely select the L1 term to make x small; we must also take care to avoid activation of the actuator saturation. The L1 term is therefore also designed using a low-gain methodology, to ensure that the sandwiched saturation is inactive after a time T , without activating the actuator saturation in the mean time. The gain for the L1 =L2 term is chosen sufficiently low, depending on the gain for the L1 term, to ensure that both the sandwiched saturation and the actuator saturation remain inactive while the states are brought to the origin. This philosophy is what is pursued in Sect. 10.5. As the above discussion makes clear, the design methodology for single-layer sandwich systems subject to actuator saturation is nested: first, the gain for the L1 term is chosen sufficiently low, and then the gain for the L1 =L2 term is chosen sufficiently low, depending on the gain of the L1 term. This methodology can be naturally extended to multilayer sandwich systems of the types depicted in Figs. 10.5 and 10.6. Consider, for example, a double-layer sandwich system subject to input saturation. The control law is split into three terms, referred to as the L1 term, the L1 =L2 term, and the L1 =L2 =L3 term. The gain of the L1 term is chosen sufficiently low to make the first sandwiched saturation inactive after a finite time T1 , without activating the actuator saturation in the mean time. The gain of the L1 =L2 term is then chosen sufficiently low, depending on the gain of the L1 term, to ensure that the second sandwiched saturation is inactive after another finite time T2 > T1 , without activating the first sandwiched saturation or the actuator saturation in the mean time. Finally, the gain of the L1 =L2 =L3 term is chosen sufficiently low, depending on the gains of the L1 term and the L1 =L2 term, to ensure that the two sandwiched saturations and the actuator saturation remain inactive while the states are brought to the origin.

570

10 Sandwich systems: state feedback

As in the case of single-layer sandwich systems, semi-global stabilization of multilayer sandwich systems can be achieved using fixed gains, and global stabilization can be achieved by appropriately adapting the gains. In either case, necessary and sufficient conditions for semi-global and global stabilization correspond to the conditions for single-layer sandwich systems. When there is no actuator saturation, the conditions are that (1) the linearized cascade system is stabilizable and (2) the eigenvalues of systems L2 ; L3 ; : : : are in the closed lefthalf plane(continuous-time systems) or within the closed unit disc (discrete-time systems). When the actuator is subject to saturation, the eigenvalues of the L1 system must also be in the closed left-half plane. In what follows, we develop the above design philosophy for multilayer sandwich systems by considering discrete-time systems. Although we focus here only on discrete-time systems, the methodology applies equally well for continuoustime systems.

10.6.1 Generalized low-gain design for semi-global stabilization We now proceed to construct a linear semi-globally stabilizing controller for multilayer sandwich system (10.62) which solves the Problem 10.5 for discrete-time systems. For discrete-time systems, we rewrite the multilayer nonlinear sandwich systems defined in Sect. 10.2 as 8 ˆ < xi .k C 1/ D Ai xi .k/ C Bi .ui .k//; i D 1; : : : ;  Li W (10.62) zi .k/ D Ci xi .k/; i D 1; : : : ;   1 ˆ : ui .k/ D zi 1 .k/; i D 2; : : : ; : Let P"i be the positive definite solution of DARE, P"i D A0i P"i Ai C "i I  A0i P"i Bi .Bi0 P"i Bi C I /1 Bi0 P"i Ai ;

(10.63)

and define F"i D .Bi0 P"i Bi C I /1 Bi0 P"i Ai ;

(10.64)

where A1 D A1 ; and

Ai 1 C Bi 1 F"i 1 Ai D Bi Ci 1

 Bi D B10

0 

0 0 ;

! 0 ; Ai

 Ci D 0 : : :

i D 2; : : : ; ;

0

Ci

(10.65)

 (10.66)

are of appropriate dimensions. The parameters "i , i D 1; : : : ;  are to be determined subsequently. We have the following theorem.

10.6 Low-gain design for multilayer systems with actuator saturation

571

Theorem 10.30 Consider the interconnection of  systems as given by (10.62), satisfying conditions (i), (ii) of Theorem 10.11. Let P"i be the solution of DARE in (10.63) with "i 2 .0; 1, i D 1; : : : ; . For any compact set W  Rn1 CCn , we can determine "i , i D 1; : : : ;  such that the controller uD

 X

F"i i

(10.67)

i D1

renders the origin asymptotically stable with a domain of attraction containing W where 0  i D x10    xi0 : Proof : For simplicity of presentation, denote P"i and F"i by Pi and Fi . Conditions (i) and (ii) of Theorem 10.11 and the fact that all Ai C Bi Fi are asymptotically stable imply that lim Pi D 0;

"i !0

Define the function

lim Fi D 0:

"i !0

i X

Vi . i / D

(10.68)

j0 Pj j ;

j D1

and the sets

n o Pi Vi .c/ D i 2 R j D1 nj j Vi . i / 6 c :

Since W is compact, there exist for i D 1; : : : ; , compact sets Wi such that  .0/ 2 W implies that xi .0/ 2 Wi . We proceed next to determine "i recursively. Determine "1 Let us consider applying a controller v1 D F1 1 D F1 x1 . Note that (10.68) implies that there exists an "1 such that for any " 2 .0; "1  and x1 .0/ 2 W1 , 1 kF1 .A1 C B1 F1 /k x1 .0/k 6 41

for all k > 0. 1 Let c1 be such that x1 2 V1 .c1 / implies that kF1 x1 k 6 41 and kC1 x1 k 6 1 . Since A C B F is asymptotically stable, there exists a K 1 1 1 1 such that for 31 all x1 2 W1 , we have x1 .K1 / 2 V1 .c1 /. Determine "2 x 2 such that Since x2 .0/ 2 W2 and the input to L2 is bounded, there exists a W x 2; x2 .k/ 2 W

for k 6 K1 :

Let "1 be fixed. Consider applying the controller v2 D F1 x1 C F2 2 . Due to (10.68), given x2 2 W2 , there exists an "2 ."1 / such that the following properties hold:

572

10 Sandwich systems: state feedback

(i) For any "2 2 .0; "2 ."1 /, x1 .K1 / 2 2V1 .c1 /. x 2 impliy that 2 2 (ii) For any "2 2 .0; "2 ."1 /, x1 2 2V1 .c1 / and x2 2 W 3V2 .c1 /. (iii) For any "2 2 .0; "2 ."1 /, 2 2 3V2 .c1 / implies that kF2 2 k 6

1 . 41

At time k D K1 , we know that 2 2 3V2 .c1 /. For any 2 2 3V2 .c1 /, we have 1 kF2 2 k 6 41 . Also note that 2 2 3V2 .c1 / implies that V1 .x1 / 6 9c1 . But 3 1 this implies that F1 x1 6 41 and kC1 x1 k 6 32 . We have kuk D kF1 x1 C F2 2 k 6

1 : 42

Therefore, both the first two saturation elements are inactive in 3V2 .c1 /, then it is straightforward to see that with controller v2 , we have 2 .k/ 2 3V2 .c1 / for all k > K1 and moreover 2 .k/ ! 0 as k ! 1. 1 , and kC2 2 k 6 Let c2 be such that 02 P2 2 6 c2 implies that kC1 x1 k 6 32 1 . There exists then a K such that for all .K / 2 3V 2 2 1 2 .c1 /, we have 32 2 .K2 / 2 V2 .c2 /. At time K2 , we get (i) 2 .K2 / 2 V2 .c2 /. (ii) kC1 x1 .K2 /k 6

1 32

(iii) kF1 x1 C F2 2 k 6

and kC2 2 .K2 /k 6

1 42

1 . 32

for all 2 2 V2 .c2 / and k 6 K2 .

Determine "3 ; : : : ; "n Consider the systems Li , i > 3. At this moment, "j , cj , and Kj for j 6 i  1 have been determined in previous i  1 steps. The resulting controller vi 1 D P i 1 j D1 Fj j yields (i) i 1 .Ki 1 / 2 Vi 1 .ci 1 /. (ii) kCj j .Ki 1 /k 6 (iii) k

Pi 1

j D1

Fj j k 6

1 3i C1

for all j 6 i  1.

1 4i C1

for all i 1 2 Vi 1 .ci 1 /.

Since the input to Li is bounded and xi .0/ 2 Wi , we know that there exists a x i such that xi .k/ 2 W x i for all k 6 Ki 1 . W P Consider the controller vi D ji D1 Fj j . Equation (10.68) implies then that there exists an "i ."1 ; : : : ; "i 1 / such that the following properties hold: (i) i 1 .Ki 1 / 2 2Vi 1 .ci 1 /. x i imply that i 2 3Vi .ci 1 /. (ii) i 1 2 2Vi 1 .ci 2 / and xi 2 W (iii) i 2 3Vi .ci 1 / implies that Fi i 6

1 . 4i C1

10.6 Low-gain design for multilayer systems with actuator saturation

573

Therefore, we get at k D Ki 1 , i .Ki 1 / 2 3Vi .ci 1 /, that is, Vi . / 6 9ci 1 . 1 But this implies that Vi 1 . / 6 9ci 1 . Hence, we get kCj j k 6 3i for all 3 j D 1; : : : ; i  1, and kFi i k 6 4i C1 . Moreover, kvi k D kFj i k C k

i 1 X

Fj j k 6

j D1

1 4i C1

C

3 4i C1

D

1 4i

:

Therefore, the first i saturation elements are inactive for any i 2 3Vi .ci 1 /. It is easy to see then that, with the controller vi , .k/ 2 3Vi .ci 1 / for all k > Ki 1 and moreover i .k/ ! 0 as k ! 1. 1 Let ci be such that Vi . i / 6 ci implies that kCj j k 6 3i for all j 6 i . There exists a Ki such that i .Ki / 2 V.ci / for all i .Ki 1 / 2 3Vi .ci 1 /. At time Ki , we get (i) i .Ki / 2 Vi .ci /. (ii) kCj j .Ki 1 /k 6 (iii) k

Pi

j D1

Fj j k 6

1 3i

for all j 6 i .

1 4i

for all i 2 Vi .ci /.

Repeating this procedure, we can determine "1 ; : : : ; " , c , K and a controller P u.  / D v .  / D iD1 Fi i such that for k > K we have (i)  .K / 2 V .c /. (ii) kCj j .K /k 6 1 for all j 6 . P (iii) k jD1 Fj j k 6 1 for all i 1 2 3Vi 1 .c0 /. Then the interconnection of  systems (10.62) is equivalent to  D .A C B F /  : The stability of this system implies that  .k/ ! 0 as k ! 1. This completes the proof.

10.6.2 Generalized adaptive-low-gain design for global stabilization In this section we construct a global stabilizing controller for a multilayer system to prove sufficiency of conditions (i) and (ii) in Theorem 10.12. This controller is formed by assembling semi-global stabilizing controller (10.67) with adaptive parameters. Let P"i .i / be the positive definite solution of DARE (10.63) and F"i .i / be defined by (10.64) where "i D "i . i / is an adaptive parameter, B, is given

574

10 Sandwich systems: state feedback

by (10.66) and A is given by (10.65) with F"i 1 replaced by Fi 1;1 . Here we denote Fi;1 D F"i .i / with "i . i / D 1. We need  adaptive parameters which satisfy similar properties as given in Sect. 10.4.1 on page 552. Choose ı1 D 1 ; ıi D min

(

`2 1  i 1  ; ıi 1 ; ; C2  2.  i C 1/2 .  Bi0 1 Pi 1;1 Bi 1  C 2 / 1 ; (10.69) 2.  i C 1/z i 1

for i D 2; : : : ; , where `i is such that .max .Pi;1 / C 12 /`2i 6 and zi D

1 X

ıi2 Mi kB 0 Pi;1 Bk

kCi .Ai C Bi Fi;1 /k Bi k:

kD0

Consider the following adaptive parameters: "i . i / D max f r 2 .0; 1 j . 0i Pr i / trace Bi0 Pr Bi 6

ıi2 Mi

g;

(10.70)

where Pr is the solution of the DARE (10.63) with "i D r;

1

1

2 2 Mi D max .Pi;1 Bi Bi0 Pi;1 /C1

where Pi;1 D P"i .i / with "i . i / D 1. Consider the controller, u1 D

 iY 1 X . "j . j //F"i .i / i

(10.71)

i D1 j D0

with "0 D 1. It can be shown that our adaptation guarantees that kF"i .i / i k 6 1 ; and hence ku1 k 6 1. This implies that the input saturation to the first system never gets activated. The following theorem shows that the controller (10.71) with adaptive parameters defined by (10.70) achieves global asymptotic stability of the origin for multilayer nonlinear sandwich system described by (10.62). Theorem 10.31 Consider the interconnection of systems Li as given in (10.5), satisfying conditions (i) and (ii) of Theorem 10.12. Then, the generalized adaptive-low-gain state feedback control law (10.71) achieves global asymptotic stability of the origin.

10.6 Low-gain design for multilayer systems with actuator saturation

575

Proof : For simplicity of presentation, we will denote "i . i .k//, P"i .i .k// , and F"i .i .k// by "i .k/, Pi .k/, and Fi .k/, respectively. But we emphasize that they always depend on i . When the state is sufficiently close to the origin, all saturation elements are inactive and hence "i . i / D 1 for all i D 1; : : : ; . The state matrix of closedloop system is given by A C B F;1 . From the property of DARE, we know that the above matrix is asymptotically stable. Then local stability follows. We shall prove global attractivity using induction. We have argued that for all k > 0, the input saturation on L1 remains inactive and, by construction, "0 D 1. Suppose that there exists a Ki where 1 6 i 6   1 such that "j D 1 for j 6 i  1 and the first i saturation elements are inactive for all k > Ki . We show that there exists a Ki C1 such that "i D 1 and saturation on Li C1 will be inactive for all k > Ki C1 . Since the first i saturation elements are inactive and all "j D 1 for j 6 i  1, the interconnection of the first i systems is equivalent to the following system, T i D Ai i C Bi v1

(10.72)

where Ai is given by (10.65) and v1 is given by v1 D v1;1 C v1;2 D Fi i C

jY 1  X . " t /Fj j : j Di C1 t Di

Define Vi .k/ D 0i Pi i and the family of sets Vi;1 D f i 2 R k i k 6 `i g and Vi;2 D f i 2 R x.k/ 2 Vi;1 implies that

Pi

j D1

nj

j Vi 6 .max .Pi;1 / C

Pi

j D1

1=2/`2i g.

nj

j

Since

Vi .k/ 6 max .Pi .k//k i .k/k2 6 max .Pi;1 /`2i ; we find that Vi;1  Vi;2 . Moreover, the definition of `i implies that "i .k/ D 1 for i .k/ 2 Vi;2 . Evaluating Vi .k C 1/  Vi .k/ along the trajectories yields Vi .k C 1/  Vi .k/ 6 "i .k/ i .k/0 i .k/  i .k C 1/0 Pi .k/ i .k C 1/ C i .k C 1/0 Pi .k C 1/ i .k C 1/  2 i .k/0 A0i Pi .k/Bi v1;2 .k/  2v1;1 .k/0 Bi0 Pi .k/Bi v1;2 .k/ C v1;2 .k/0 Bi0 Pi .k/Bi v1;2 .k/; where v1;1 .k/ D Fi .k/ i .k/; v1;2 .k/ D

jY 1  X . " t .k//Fj .k/ j .k/: j Di C1 t Di

Our adaptation guarantees that kv1;1 .k/k 6 1 ;

576

10 Sandwich systems: state feedback

and kv1;2 .k/k 6 "i .k/.  i /ıi C1 : Hence, k i .k/0 A0i Pi .k/Bi v1;2 .k/k D kv1;1 .k/0 .Bi0 Pi .k/Bi C I /v1;2 .k/k   /2  0 . Bi Pi .k/Bi  C 1/ıi C1 ; 6 "i .k/ .i    /2  0 Bi Pi .k/Bi  ıi C1 ; kv1;1 .k/0 Bi0 Pi .k/Bi v1;2 .k/k 6 "i .k/ .i    kv1;2 .k/0 B 0 Pi .k/Bi v1;2 .k/k 6 "i .k/.  i /2 B 0 Pi .k/Bi  ıi C1 : i

i

With the above inequalities, we have Vi .kC1/Vi .k/ 6 "i .k/ 0i .k/ i .k/C i .kC1/0 .Pi .kC1/Pi .k// i .kC1/   C "i .k/.  i /2 . C4 B 0 Pi .k/Bi  C 2 /ıi C1 0

i





6 "i .k/k i .k/k C i .k C 1/ .Pi .k C 1/  Pi .k// i .k C 1/ C 12 "i .k/`2i : 2

Using the same argument as in the proof of Theorem 10.29, we can show that if i .k/ … Vi;1 , then Vi .k/ is strictly decreasing and hence i will enter Vi;1 within finite time. On the other hand, if i .k/ 2 Vi;1 , then i .k C 1/ 2 Vi;2 . Since Vi;1  Vi;2 , we conclude that i will enter Vi;2 within finite time, say Ki;1 , and cannot escape from it. On Vi;2 we have "i .k/ D 1. Consider zi .k/ D Ci xi .k/ D Ci i .k/ for k > Ki;1. Since "i .k/ D 1, we have zi .k/ D Ci .Ai C Bi Fi;1 /kKi;1 i .Ki;1 / C zi;0 .k/; where zi;0 .k/ D

k1 X

Ci .Ai C Bi Fi;1 /kj 1 Bi v1;2 .j /:

(10.73)

j DKi;1

Our adaptation guarantees that v1;2 6 .n  i /ıi C1 6

1 2zi

D

2

1 : k kC .A i i C Bi Fi;1 / Bi k kD0

P1

This implies that kzi;0 .k/k 6 12 for all k > Ki;1. Since Ai C Bi Fi;1 is asymptotically stable, there exists a Ki C1 > Ki;1 such that for all k > Ki , we have kzi .k/k 6 1: Therefore, the saturation on  systems Li C1 will be inactive and "i D 1 for all k > Ki C1 . By induction, there exists a K such that all the saturations are inactive for k > K and "i D 1 for all i D 0; : : : ;   1. Then the interconnection of  systems (10.62) and controller (10.71) is equivalent to the interconnection of linear system,  .k C 1/ D A  .k/ C B v1 ;

10.7 Low-and-high-gain design for single-layer systems

577

with controller v1 D F" . /  D .B0 P" . / B C I /1 B0 P" . / A  : It follows from Lemma 10.23 that the closed-loop system is globally asymptotically stable. This implies that  .k/ ! 0 as k ! 1. This completes the proof.

10.7 Low-and-high-gain design for single-layer systems In previous sections, we have developed generalized low-gain feedback design methodology and its adaptive version, respectively, for semi-global and global stabilization of sandwich systems. As we remarked in introduction, such generalized low-gain design methods do not allow full utilization of the available control capacity. In this section, we introduce a different strategy for stabilization of sandwich nonlinear systems, namely, a generalized low-and-high-gain feedback design methodology (for semi-global stabilization) and its adaptive version (for global stabilization) which allow full utilization of the available control capacity, and hence are capable of enhancing the system performance such as robust stability and disturbance rejection. We consider continuous-time systems in one subsection and discrete-time systems in another.

10.7.1 Continuous-time systems We first pursue semi-global stabilization. Let us consider the single-layer sandwich system as defined in (10.1) and (10.2). Generalized low-and-high-gain design methodology for semi-global stabilization: As in Sect. 10.4, we first choose F such that ACBF is asymptotically stable and consider the system, xT D .A C BF /x C Bv z D C x; where u D F x C v. We have Zt z.t/ D C e

.ACBF /t

x.0/ C

C e .ACBF /.t / Bv./ d

0

D C e .ACBF /t x.0/ C z0 .t/:

(10.74)

578

10 Sandwich systems: state feedback

Since A C BF is asymptotically stable, we know that there exists a ı > 0 such that whenever kv./k < ı 8 > 0; (10.75) we have kz0 .t/k < 12 for all t > 0. Next, we consider the system, ! xT A C BF D !T NC which can be rewritten as

0 M

!

! ! x B C v; ! 0

(10.76)

z x C Bv; xT D Ax

(10.77)

z B, and x are as defined in (10.12). Our initial objective is, for any a where A, priori given compact set W , to find a stabilizing controller for the system (10.76) such that W is contained in its domain of attraction and kv./k < ı for all  > 0. Let Q" > 0 be a parameterized family of matrices which is increasing in " > 0 with lim"!0 Q" D 0. In that case, for any " > 0, there exists a P" > 0 satisfying the CARE, z 0 P" C P" A z  P" BB 0 P" C Q" D 0: A (10.78) The above development is exactly the same as that in Sect. 10.4 leading to Lemma 10.14 but repeated here for continuity of presentation. The following lemma is a modified version of Lemma 10.14.

Lemma 10.32 Consider the linear system given in (10.76) and assume that the pair .A; B/, defined by (10.6), is stabilizable and all the eigenvalues of M are in the closed left-half plane. Then, for any a priori given compact set W 2 Rn1 Cn2 , there exists an " such that for any 0 < " < " and for any ˛ > 0, the generalized low-and-high-gain state feedback law, vD

0 ı. 1C˛ ı B P" x /

D ı

1C˛ ı

B 0

!0 P"

x !

!! ;

(10.79)

achieves asymptotic stability of the equilibrium point x D 0. Moreover, for any initial condition in W , the constraint kv.t/k < ı does not get violated for any t > 0.

Proof : Note that the condition that the system (10.76) is stabilizable immediately implies the existence of a P" > 0 satisfying the CARE (10.78), while the condition that the eigenvalues of M are in the closed left-half plane immediately implies that P" ! 0 (10.80)

10.7 Low-and-high-gain design for single-layer systems

579

as " ! 0. Obviously, controller (10.79) satisfies kvk < ı. It remains to show that such a controller achieves semi-global stabilization. Define V .x x / D x 0 P" x . Let c be defined as x 0 P" x g: c D sup fx "2.0;1

x 2W

There exists an " such that for any " 2 .0; " , we have x 2 Lv .c/ D fx x j 0 x P" x 6 cg. This implies that kz vk 6 ı where we denote B vz D  0

!0 P"

! x : !

Consider VT along any trajectory, VT 6 x x 0 Q" x  2ız v 0 Œ. 1C˛ vz/  1ı vz D x x 0 Q" x  2ız v 0 Œ. 1C˛ vz/  . 1ı vz/: ı ı We have VT < 0 for any ˛ > 0. This completes the proof. This leads to the following result.

Theorem 10.33 Consider the interconnection of the two systems given by (10.1) and (10.2) satisfying conditions (i) and (ii) of Theorem 10.7. Let F be such that A C BF is asymptotically stable while P" > 0 is defined by the CARE (10.78). Define a low-and-high-gain state feedback law as, !0 ! x 1C˛ B /: (10.81) u D F x  ı. ı P" 0 ! Then, for any compact set of initial conditions W 2 Rn1 Cn2 , there exists an " > 0 such that, for all " with 0 < " < " and for any ˛ > 0, the controller (10.81) asymptotically stabilizes the equilibrium point .0; 0/ with a domain of attraction containing W .

Proof : Consider any .x.0/; !.0// 2 W . Then there exists a T > 0 such that kC e .ACBF /t x.0/k < for t > T . Denote v.t/ D ı. 1C˛ ı

B 0

!0 P"

1 2

! x /: !

By construction, we have kv.t/k 6 ı for t > 0. This implies that kz.t/k 6 1 for t > T.

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10 Sandwich systems: state feedback

Since A C BF is Hurwitz stable and the input to the second system is bounded, x such that for any .x.0/; !.0// 2 W , we have .x.T /; !.T // 2 W. x there exists a W Then the interconnection of (10.1) and (10.2) with controller (10.81) for t > T is equivalent to the interconnection of (10.11) with controller (10.79) for t > T . From Lemma 10.32, there exists an " such that for any " 2 .0; "  and for any ˛ > 0, the closed-loop system of (10.11) and controller (10.79) is asymptotically x . Therefore, we have stable with .x.T /; !.T // 2 W x.t/ ! 0;

!.t/ ! 0:

Since this follows for any .x.0/; !.0// 2 W , we find that W is contained in the domain of attraction as required.

Remark 10.34 If we simply set ˛ D 0 in the generalized low-and-high-gain state feedback controller as developed in (10.81), what we get is a low-gain controller with a part of it, the part associated with the solution of the CARE (10.78), in the argument of saturation nonlinearity .:/. However, we note that in this case we choose the low-gain parameter " in such a way that the part associated with the solution of CARE (10.78) is less than ı in some large enough compact set. Then the saturation in the controller never gets activated; moreover, the saturation in the saturation element of sandwich system never gets activated either, and hence the controller reduces exactly to the generalized low-gain controller which we have constructed in (10.15). We claim that the same controller given in (10.81) with " being replaced by the x / as defined below solves the global stabilizaadaptive-low-gain parameter "a .x tion problem. Generalized adaptive-low-gain and generalized high-gain design methodology for global stabilization: As usual, we first look for an adaptive parameter having the same properties as given in Sect. 10.4.1 on page 552. A particular choice satisfying those properties is given by x / D max f r 2 .0; 1 j .x x 0 Pr x / trace B 0 Pr B 6 ı 2 g; "a .x

(10.82)

where Pr is the unique positive definite solution of CARE (10.78) with " D r. Then, following the same procedure as before in connection with generalized adaptive-low-gain design, we first show the following result: Lemma 10.35 Consider the linear system given in (10.76) and assume that the pair .A; B/, as defined by (10.6), is stabilizable and the eigenvalues of M are in the closed left-half plane. Then, for any ˛ > 0, the feedback, !0 !!

1C˛ 0 x 1C˛ B P"a .xx / ; (10.83) v D ı ı B P"a .xx / x D ı ı 0 !

10.7 Low-and-high-gain design for single-layer systems

581

achieves global stability of the equilibrium point x D 0.

Proof : Obviously, controller (10.83) satisfies kvk < ı. It remains to show that such a controller achieves global stabilization. Define V .x x / D x 0 P"a .xx / x , and denote !0 B P"a .xx / x : vz D  0 Consider VT along any trajectory, dP"a .x x/ v 0 Œ. 1C˛ z/  1ı vz C x 0 dt x: VT 6 x x 0 Q"a .xx / x  2ız ı v

By construction, k 1ı vzk < 1. We get dP"a .x x/ VT 6 x x 0 Q"a .xx / x  2ız v 0 Œ. 1C˛ z/  . 1ı vz/ C x 0 dt x: ı v

If ˛ > 0, we have

dP VT < x x 0 Q"a .xx / x C x 0 "dta .xx/ x :

The adaptive law (10.82) implies that   V .x/ B 0 P"a .xx / B  D ı 2 ; x / ¤ 1 or equivalently P"a .xx / is not a constant locally. This implies whenever "a .x 0 dP"a .x T that V and x dt x/ x are either both zero or of opposite signs. Hence, for x ¤ 0, we have VT < 0: dP"a .x x/ If not, we know that x 0 dt x 6 0. But this implies that VT < x x 0 Q"a .xx / x which yields a contradiction. Therefore, the global asymptotic stability follows.

This leads to the following result.

Theorem 10.36 Consider the interconnection of the two systems given by (10.1) and (10.2) satisfying conditions (i) and (ii) of Theorem 10.7. Choose F such x / be as defined by the that A C BF is asymptotically stable. Let P" and "a .x CARE (10.78) and (10.82), respectively. In that case, for any ˛ > 0, the generalized adaptive-low-gain and generalized high-gain state feedback law, !0 !!

1C˛ 0 B x (10.84) P"a .xx / u D F x  ı ı B P"a .xx / x D F x  ı 1C˛ ı 0 ! achieves global asymptotic stability.

582

10 Sandwich systems: state feedback

Proof : If we consider the interconnection of (10.1) and (10.2), then we note that close to the origin the saturation does not get activated. Moreover, close to the origin the feedback (10.84) is given by !0 B P1 x ; u D F x  .1 C ˛/ 0 which immediately yields that the interconnection of (10.1), (10.2), and (10.84) is locally asymptotically stable. It remains to show that we have global asymptotic stability. Consider an arbitrary initial condition x.0/ and !.0/. Then there exists a T > 0 such that kC e .ACBF /t x.0/k < 12 for t > T . Moreover, by construction, the control v D ı

1C˛ ı

B P"a .xx / x D ı 0

1C˛ ı

B 0

!0 P"a .xx /

x !

!!

yields kv.t/k 6 ı for all t > 0. However, this implies that z.t/ generated by (10.74) satisfies kz.t/k < 1 for all t > T . But this yields that the interconnection of (10.1) and (10.2) with controller (10.84) behaves for t > T like the interconnection of (10.76) with controller (10.83). Global asymptotic stability of the latter system then implies that x .t/ ! 0 as t ! 1. Since this property holds for any initial condition and since we have local asymptotic stability, we can conclude that the controller yields global asymptotic stability. This completes the proof. Similar to earlier chapters that utilize generalized low-and-high gain, the construction of our controller guarantees the saturation does not get activated after some finite time T and the stabilization of sandwich nonlinear systems becomes stabilization of a linear system subject to input saturation. It is clear from the proof that T is determined by the initial condition of L1 . Since A C BF is Hurwitz stable with the preliminary feedback, this T can be fairly small. However, after time T , the design methodology presented above yields a regular low-and-high-gain feedback controller, while in the case of earlier chapters that utilize generalized low-gain, it reduces to the classical low-gain feedback controller. Therefore, we expect an enhanced system performance from our design technique. A numerical example given shortly in Sect. 10.8 illustrates this result. We like to emphasize that an appropriate selection of the matrix Q" plays an important role in the design process. A judicious choice of Q" can tremendously improve the performance.

10.7.2 Discrete-time systems As in continuous-time case, we first pursue semi-global stabilization. We proceed to design here a controller which solves a semi-global stabilization problem for

10.7 Low-and-high-gain design for single-layer systems

583

discrete-time sandwich systems. For ease of presentation, as before we denote x D .x; !/. Generalized low-and-high-gain design methodology for semi-global stabilization: Our design philosophy follows that in continuous-time systems and progresses in three steps: Step 1 Choose a preliminary feedback F such that A C BF is Schur stable. Step 2 Define a ı as

ˇ kC.A C BF /k Bk kD0

ı D P1

(10.85)

for an arbitrary ˇ 2 .0; 1/. Such a ı is well defined since A C BF is Schur stable. Note that in continuous-time case we used ˇ D 0:5. Step 3 Let Q" > 0 be a matrix function: .0; 1 ! R.n1 Cn2 /.n1 Cn2 / which satisfies dQ" d" > 0 for " > 0 and lim"!0C Q" D 0. Solve the following DARE (same as (10.25) except that "I is replaced with Q" ), z A z 0 P" B.I C B 0 P" B/1 B 0 P" A z C Q" D 0; z 0 P" A P" D A

(10.86)

z and B are as defined in (10.12), and " as usual is a low-gain parameter where A to be chosen appropriately. Note that the condition (i) of Theorem 10.7 guarantees the existence of the positive definite solution P" . The generalized low-and-highgain feedback can then be constructed as   0 1 0 zx : u D F x  ı 1C˛ Ax (10.87) .I C B P B/ B P " " ı We show in the next theorem that the above low-and-high-gain controller solves the semi-global stabilization problem:

Theorem 10.37 Consider the interconnection of the two systems given by (10.1) and (10.2) satisfying conditions i and ii of Theorem 10.7. Define a state feedback control law as in (10.87). Then, for any compact set of initial conditions W 2 Rn1 Cn2 , there exists an " > 0 such that for all " with " 2 .0; "  and for any i h ˛ 2 0; kB 0 P2" Bk ; the controller (10.87) asymptotically stabilizes the equilibrium point .0; 0/ with a domain of attraction containing W .

584

10 Sandwich systems: state feedback

Proof : Define v D ı



1C˛ .I ı

 zx : C B 0 P" B/1 B 0 P" Ax

(10.88)

Then the system L1 given by (10.1) along with the preliminary feedback u D F x C v can be written as x.k C 1/ D .A C BF /x.k/ C Bv.k/ z.k/ D C x.k/:

(10.89)

We have z.k/ D C .A C BF /k x.0/ C

k1 X

C.A C BF /ki 1 Bv.i /

i D0

D C .A C BF / x.0/ C z0 .k/; k

where z0 .k/ D

k1 X

C.A C BF /ki 1 Bv.i /:

(10.90)

i D0

For any a priori given set of initial conditions W , there exists a K > 0 such that kC .A C BF /k x.0/k < 1  ˇ for k > K and any x.0/ 2 W . By construction, kvk 6 ı for all k > 0. From the definition of ı, we get kz0 .k/k D

k1 X

kC.A C BF /ki 1 Bkkv.i /k 6 ˇ:

i D0

This implies that for all k > K we have kz.k/k 6 1, that is, the sandwiched saturation remains inactive after time K. Therefore, for all k > K, the closedloop system is equivalent to the interconnection of the linear cascaded system z x .k/ C Bv.k/; x .k C 1/ D Ax

(10.91)

with the control v given by (10.88). x such that for any x .0/ 2 W , we have x .K/ 2 W. x There exists a compact set W This is due to the fact that W is compact, A C BF is Schur stable, and the input to L2 is bounded. In the next lemma which is akin to Lemma 10.20, we show that the interconx contained in its nection of (10.91) and (10.88) is asymptotically stable with W domain of attraction.

10.7 Low-and-high-gain design for single-layer systems

585

Lemma 10.38 Consider the system (10.91) and assume that the pair .A; B/ as given by (10.6) is stabilizable and all the eigenvalues of M are in the closed unit x 2 Rn1 Cn2 , there exists an " disc. Then, for any a priori given compact set W  such that for any 0 < " < " and for any i h (10.92) ˛ 2 0; kB 0 P2" Bk ; the state feedback, 0 1 0 z x /; v D ı. 1C˛ ı .I C B P" B/ B P" Ax

(10.93)

achieves asymptotic stability of the equilibrium point x D 0 with a domain of x. attraction containing W

Proof of Lemma 10.38 : First we introduce the following notation: x and D kB 0 P" Bk: vz D .I C B 0 P" B/1 B 0 P" Ax Define V .x x / D x 0 P" x . Note that condition (ii) of Theorem 10.7 immediately implies that P" ! 0 (10.94) as " ! 0. Hence, there exists an " such that for any " 2 .0; "  and x 2 W , we have jz v .k/j 6 ı; componentwise, and hence, given that ˛ satisfies (10.92), we have

jz v .k/j 6 jv.k/j 6 2ı C 1 jz v .k/j

(10.95)

componentwise, and since v.k/ and vz.k/, also componentwise, have the same sign, it follows that vz.k/k 6 1 kz v .k/k: (10.96) kv.k/  1C  Next, consider V .k C 1/  V .k/ along any trajectory, V .k C 1/  V .k/ v .k/  x .k/0 Q" x .k/ Dz v .k/0 .I C B 0 P" B/z  2z v .k/0 .I C B 0 P" B/v.k/ C v.k/0 B 0 P" Bv.k/ D  x .k/0 Q" x .k/  v.k/0 v.k/ C Œv.k/  vz.k/0 .I C B 0 P" B/Œv.k/  vz.k/ 6.1 C /Œv.k/  vz.k/0 Œv.k/  vz.k/  x .k/0 Q" x .k/  v.k/0 v.k/ 6  x .k/0 Q" x .k/  C Œv.k/ 

1 vz.k/0 vz.k/  1C z.k/0 Œv.k/  v



1C z.k/:  v

586

10 Sandwich systems: state feedback

Using (10.96) we find,

Œv.k/ 

1C vz.k/0 Œv.k/ 



1C vz.k/ 



1 vz.k/0 vz.k/ 

6 0:

We conclude that V .k C 1/  V .k/ < 0 for any " 2 .0; " , ˛ satisfying (10.92) and x ¤ 0. This completes the proof. The above lemma indicates that x.k/ ! 0;

!.k/ ! 0:

Since this follows for any .x.0/; !.0// 2 W , we find that W is contained in the domain of attraction as required. Generalized adaptive-low-gain and generalized high-gain design methodology for global stabilization: We claim that the same controller given in (10.87) with " replaced by the schedx / as defined below solves the global stabilization uled low-gain parameter "a .x problem. Specifically, the design methodology follows in four steps: Steps 1, 2, and 3 The above steps are exactly the same as for semi-global stabilization. Step 4 As usual, we first look for an adaptive parameter " D "a .x x / having the same properties as given in Sect. 10.4.1 on page 552. A particular choice satisfying such properties is given by  ˚ (10.97) x / D max r 2 .0; 1 j .x x 0 Pr x / trace B 0 Pr B 6 ı 2 =Mp ; "a .x 1

1

where Mp D max .P12 BB 0 P12 /C1 and Pr is the solution of (10.86) with " D r. We have the following result. Theorem 10.39 Consider the interconnection of the two systems given by (10.1) and (10.2) satisfying the conditions (i) and (ii) of Theorem 10.7. Choose F such that A C BF is Schur stable. Let P" and "a be as defined by (10.86) and (10.97), respectively. In that case, for any i h ˛ 2 0; kB 0 P21 Bk ; the state feedback, u D F x  ı



1C˛ ı .I

 zx ; C B 0 P"a .xx / B/1 B 0 P"a .xx / Ax

(10.98)

achieves global asymptotic stability of the origin, where F , ı, P"a .xx / , and "a .x x/ are obtained in Steps 1,2, 3, and 4, respectively.

10.7 Low-and-high-gain design for single-layer systems

587

Proof : Define z x /: v D ı. 1C˛ .I C B 0 P"a .xx / B/1 B 0 P"a .xx / Ax ı

(10.99)

If we consider the interconnection of (10.1) and (10.2), then we note that close to the origin the saturation does not get activated. Moreover, close to the origin, the feedback (10.98) is given by z x; u D F x  .1 C ˛/.I C B 0 P1 B/1 B 0 P1 Ax which immediately shows that the interconnection of (10.1), (10.2), and (10.98) is locally asymptotically stable. It remains to show that we have global asymptotic stability. Consider an arbitrary initial condition x.0/ and !.0/. Then there exists a K > 0 such that kC .A C BF /k x.0/k < 1  ˇ for k > K. The definition of ı implies that kz0 .k/k 6 ˇ for all k > 0 where z0 is given by (10.90). However, this implies that z.k/ generated by (10.89) satisfies kz.k/k < 1 for all k > K. Then the closed-loop system becomes the interconnection of the linear cascade system (10.91) with controller (10.99). We next show the following lemma. Lemma 10.40 Consider the system (10.91) and assume that the pair .A; B/ as z are in the closed unit given by (10.6) is stabilizable and all the eigenvalues of A disc. Then, for any i h (10.100) ˛ 2 0; kB 0 P21 Bk ; the feedback (10.99) achieves global stability of the equilibrium point x D 0.

Proof of Lemma 10.40 : Define V .x x / D x 0 P"a .xx / x . Denote z x; vz.k/ D .I C B 0 P"a .xx .k// B/1 B 0 P"a .xx .k// Ax and

D kB 0 P1 Bk:

Consider V .k C 1/  V .k/ along any trajectory,   V .k C 1/  V .k/ D x x .k C 1/0 P"a .xx .k//  P"a .xx.kC1// x .k C 1/  x .k/0 Q"a .xx .k// x .k/  2.v.k/  vz.k//0 vz.k/ C .v.k/  vz.k//0 B 0 P"a .xx .k// B.v.k/  vz.k//   6 x x .k C 1/0 P"a .xx .k//  P"a .xx .kC1// x .k C 1/  x .k/0 Q"a .xx .k// x .k/  2.v.k/  vz.k//0 vz.k/ C .v.k/  vz.k//0 .v.k/  vz.k//:

588

10 Sandwich systems: state feedback

Given that ˛ satisfies (10.100), we have jz v .k/j 6 jv.k/j 6

2 ı

C 1 jz v .k/j

componentwise, and since v.k/ and vz.k/, also componentwise, have the same sign, it follows that V .k C 1/  V .k/ 6 x x .k/0 Q"a .x.k// x x .k/    x .k C 1/0 P"a .xx .k//  P"a .xx .kC1// x .k C 1/: The scheduling law (10.97) guarantees that   V .k C 1/  V .k/ and x .k C 1/0 P"a .xx .kC1//  P"a .xx .k// x .k C 1/ cannot have the same signs. This implies that for x ¤ 0 and ˛ satisfying (10.100), we have V .k C 1/  V .k/ < 0: The global asymptotic stability follows. The above lemma implies that x .k/ ! 0 as k ! 1. Since this property holds for any initial condition and since we have local asymptotic stability, we can conclude that the controller achieves global asymptotic stability. This completes the proof.

Remark 10.41 Comparing the low-and-high-gain controllers for discrete- and continuous-time sandwich systems, we can see that in the discrete-time case, the parameter ˛ performs the role of high gain, which in the continuous-time case is just an arbitrary positive real number ˛. This shows an intrinsic difference between discrete-time and continuous-time high-gain techniques, namely, that in the continuous-time case, the high-gain parameter is completely free (˛ 2 Œ0; 1/), while in the discrete-time case, the high-gain parameter has only a limited freedom as characterized by (10.100). It can actually be shown that by also scheduling ˛ such that i h ˛ 2 0; kB 0 P" 2.xx.k// Bk ; a

we can actually choose ˛ larger without compromising global stability. Note that in both the continuous- and discrete-time cases, the high-gain part does not affect the domain of attraction, but as demonstrated in an example shortly in the next section, the high-gain greatly improves the transient performance. For stabilization of sandwich systems, despite the inherent difference between discrete- and continuous-time high-gain techniques, we still find a strict parallelism in choosing other design parameters, namely, the pre-feedback gain F and ˇ. Once again as shown in the next section, these parameters also have a great impact on closed-loop performance.

10.8 Numerical examples

589

10.8 Numerical examples We illustrate here the results developed in previous sections by means of numerical examples.

10.8.1 Continuous-time systems Example 1: (Semi-global stabilization of a single-layer system) Consider the two systems L1 and L2 given in (10.1) and (10.2), 8 ˆ 1 1 1 0 ˆ ˆ ˆ ˆ T D 0 0 1 x.t/ C 0 u.t/ ˆ < x.t/ 0 0 0! 1 L1 W ˆ ˆ ˆ 0 1 0 ˆ ˆ ˆ x.t/; : z.t/ D 0 0 1



0

and L2 W

!.t/ T D

0 0





1 0 0 1 !.t/ C 0 0



 0 0 0 1 .z.t//: 1 1

For semi-global stabilization, we design below a low-gain as well as a low-andhigh-gain state feedback controller that stabilizes the cascaded system of L1 and L2 with an a priori given compact set W to be contained in the domain of attraction of the closed-loop system, where W D f 2 R6 j  2 Œ10; 106 g: Step 1. We start by choosing  F D 12 6

 7 ;

which makes A C BF Hurwitz. Step 2. We choose ı D 2:28, which ensures that, if kv.t/k < ı for all t > 0, then kz0 .t/k < 12 for all t > 0. We set the low-gain parameter " D 1010 and choose Q" D "I . After solving the associated CARE (10.14), we obtain the following generalized low-gain state feedback control law, !0 ! B x u D Fx  P" ; 0 ! which is given explicitly as   u D 12:2879 6:0254 7:0237 xC



 0:00001 0:0017 0:1454 !:

590

10 Sandwich systems: state feedback

The simulation data of the closed-loop system under this generalized low-gain state feedback controller is shown in Fig. 10.7. Step 3. As in Step 2, we set the low-gain parameter " D 1010 and choose Q" D "I . Also, we choose the high-gain parameter ˛ D 1; 000. After solving the associated CARE (10.14), we obtain the following generalized low-and-highgain state feedback controller,   u D 12 6 7 x

   2:28f 126:4175 11:1549 10:4106 xC   0:0044 0:7486 63:8259 !g:

The simulation data closed-loop system under this controller is shown in Fig. 10.8. By comparing Figs. 10.7 and 10.8, we note that the generalized low-and-highgain design enhances the performance by incurring much lower overshoot and undershoot.

200 0 x1 x2 x3 ω1 ω2 ω3

−200

sates

−400 −600 −800 −1000 −1200 −1400 −1600

0

200

400

600 800 time

1000 1200 1400

Figure 10.7: Semi-global stabilization by generalized low-gain state feedback— continuous-time system

10.8 Numerical examples

591

80 x1 x2 x3 ω1 ω2 ω3

70 60

states

50 40 30 20 10 0 −10

0

200

400

600 800 time

1000

1200

1400

Figure 10.8: Semi-global stabilization by generalized low-and-high-gain state feedback—continuous-time system

Example 2: (Global stabilization of a single-layer system) The two systems L1 and L2 in (10.1) and (10.2) are the same as in the preceding example. For global stabilization, we develop below an adaptive-low-gain as well as an adaptive-low-gain and generalized high-gain state feedback controller: Step 1. Choose   F D 12 6 7 such that A C BF is Hurwitz stable. Step 2. Choose the same ı D 2:28 as in the preceding example, and design a generalized adaptive-low-gain state feedback controller as B u D Fx  0

!0 P"a .xx/ x ;

where P"a .xx/ is given by the CARE (10.14) and (10.16). The simulation data of closed-loop system under this controller is shown in Fig. 10.9. Step 3. We choose the same ı D 2:28, and set ˛ D 1; 000, and design a generalized low-and-high-gain state feedback controller as

u D Fx 

ı. 1C˛ ı

B 0

!0 P"a .xx / x /;

592

10 Sandwich systems: state feedback

where P"a .xx / is given by the CARE (10.14) and (10.82). The resulting simulation data of the closed-loop system under this controller is shown in Fig. 10.10. Clearly, the closed-loop dynamics achieved by the generalized low-and-highgain state feedback controller has a lower overshoot.

1000 x1 x2 x3 ω1 ω2 ω3

800

states

600 400 200 0 −200

0

50

100

150 time

200

250

300

Figure 10.9: Global stabilization by generalized adaptive-low-gain state feedback—continuous-time system

Example 3: (The impact of Q" on performance) Consider the same system as in Examples 1 and 2. Choose the same F and hence we have the same ı. We observe that in the above examples, the first state element of system L2 has the worst performance. Therefore, instead of Q" D "I , choose "I Q" D 0 where z" D Q

200" 0 0

! 0 ; z" Q

0 " 0



0 0 : "

10.8 Numerical examples

593

1000

x1 x2 x3 ω1 ω2 ω3

800

states

600 400 200 0 −200

0

50

100

150 time

200

250

300

Figure 10.10: Global stabilization by generalized adaptive-low-gain and generalized high-gain state feedback—continuous-time system

However, with this Q" , we need to choose a relatively smaller ". Set " D 21012 and keep ˛ D 1; 000. After solving the CARE (10.14), we obtain the following generalized low-and-high-gain state feedback controller:   u D 12 6 7 x    2:28f 159:7642 14:2992 13:1163 xC   0:0088 1:1917 80:8617 !g:

Using the same " and Q" but ˛ D 0, the generalized low-gain state feedback controller can be obtained as   u D 12:36390 6:03257 7:02988 xC   0:00002 0:00271 0:18418 !:

We reexamine then the semi-global stabilization of the interconnection of L1 and L2 by generalized low-and-high-gain state feedback and generalized lowgain state feedback, respectively. The simulation data of respective closed-loop

594

10 Sandwich systems: state feedback

systems are shown in Figs. 10.11 and 10.12. This illustrates that, with a proper choice of Q" , we can refine the dynamics. 200 0 x1 x2 x3 ω1 ω2 ω3

−200

states

−400 −600 −800

−1000 −1200 −1400 −1600

0

200

400

600 800 time

1000 1200 1400

Figure 10.11: Semi-global stabilization by generalized low-gain state feedback with modified Q" —continuous-time system

10.8.2 Discrete-time systems Example 4: (Semi-global and global stabilization of a single-layer system) We consider the following two systems that constitute a single-layer sandwich system: 8 ! ! ˆ 0 1 0 ˆ < x.k C 1/ D x.k/ C u.k/; 1 0 1 (10.101) L1 W   ˆ ˆ : z.k/ D 1 0 x.k/; and L2 W

0:8 !.k C 1/ D 0:6

! ! 0:6 0 !.k/ C .z.k//: 0:8 1

(10.102)

Given that W D Œ1; 14 , we design controllers for both semi-global and global stabilization of the origin of (10.101), (10.102).

10.8 Numerical examples

595

80 x1 x2 x3 ω1 ω2 ω3

70 60

states

50 40 30 20 10 0 −10

0

200

400

600 800 time

1000

1200

1400

Figure 10.12: Semi-global stabilization by generalized low-and-high-gain state feedback with modified Q" —continuous-time system We proceed now with generalized low-gain design for semi-global stabilization:  Choose

  F D 0:6500 1:2000 :

 From (10.22), ı1 D 0:0750.  Determine " according to W and ı1 . We choose " D 103 .  The feedback controller is given by   u D 0:7216 1:0945 0:0060 0:0415 x :

The simulation data is shown in Fig. 10.13. We proceed now with the generalized adaptive-low-gain design for global stabilization:  Choose

  F D 0:6500 1:2000 :

596

10 Sandwich systems: state feedback 4 x1 x2 ω1 ω2

3 2

state

1 0 −1 −2 −3 −4 −5

0

100

200

300

400

500

time

Figure 10.13: Semi-global Stabilization of a single layer system—Discrete-time system  From (10.22), ı1 D 0:0750.  The global stabilizing controller is formed by semi-global controller together with adaptive parameter. The simulation data is shown in Fig. 10.14. Example 5 (Semi-global and global stabilization of a single-layer system with input saturation): We consider the same systems as given by (10.101) and 10.102 and W D Œ1; 14 , however, with the actuator subject to saturation. We proceed now with generalized low-gain design for semi-global stabilization:  In accordance of the given W , we choose "1 D 0:0120.  In accordance of the given W and "1 , we choose "2 D 5  104 .  The controller is given by   u D 0:1419 0:0170 0:0304 0:0069 x : The simulation data is shown in Fig. 10.15. We proceed now with generalized adaptive-low-gain design for global stabilization:  In view of (10.55), we use ı D 0:0036.

10.8 Numerical examples

597

4 x1 x2 ω1 ω2

3 2

state

1 0 −1 −2 −3 −4 −5

0

50

100

150 time

200

250

300

Figure 10.14: Global Stabilization of a single-layer system—discrete-time system  M2 D 3:7321 and M3 D 14:7373.  The controller is formed by semi-global stabilizing controller together with adaptation as given in (10.53) and (10.56). The simulation data is shown in Fig. 10.16. Example 6 (Semi-global and global stabilization of a multilayer system with input saturation): We now consider a multilayer sandwich system with the following three systems: 8 ! ! ˆ 0 1 0 ˆ < x1 .k C 1/ D x1 .k/ C .u1 .k//; 1 0 1 (10.103) L1 W   ˆ ˆ : z1 .k/ D 1 0 x1 .k/; and 8 ˆ ˆ <

! ! 0:8 0:6 0 x2 .k C 1/ D x2 .k/ C .z1 .k//; 0:6 0:8 1 L2 W   ˆ ˆ : z2 .k/ D 1 0 x2 .k/;

(10.104)

and L3 W

0:8 !.k C 1/ D 0:6

! ! 0:6 0 !.k/ C .z.k//: 0:8 1

(10.105)

598

10 Sandwich systems: state feedback 2.5 x1 x2 ω1 ω2

2 1.5 1 state

0.5 0

−0.5 −1 −1.5 −2 −2.5

0

50

100

150

200 time

250

300

350

400

Figure 10.15: Semi-global stabilization of a single-layer system with Input saturation—Discrete-time Given that W D Œ1; 16 , we design controllers for both semi-global and global stabilization of the origin of (10.103), (10.104) and (10.105). We proceed next with generalized low-gain design for semi-global stabilization.  In accordance of the given W , we choose "1 D 1:2  104 , "2 D 106 , and "3 D 109 .  The controller is given by   u D 0:0133 0:0060 0:0116 0:0033 0:000015 0:000042 3 where 3 D .x1 ; x2 ; x3 /0 . The simulation data is shown in Fig. 10.17. We proceed next with generalized adaptive-low-gain design for global stabilization.  In view of (10.69), we use ı1 D 13 , ı2 D 0:0011, and ı3 D 1:5983  106 .  We compute M1 D 3:7321, M2 D 14:7373, and M3 D 53:2378.  The global stabilizing controller consists of semi-global stabilizing controller and adaptation defined by (10.70). The simulation data is shown in Fig. 10.18.

10.8 Numerical examples

599

2 x1 x2 ω1 ω2

1.5 1

state

0.5 0

−0.5 −1 −1.5 −2

0

100

200

300

400

500

600

700

time

Figure 10.16: Global stabilization of a single-layer system with input saturation— discrete-time Example 7: (Semi-global stabilization of a single-layer system—low-andhigh-gain controllers) We consider, in this example, the low-and-high-gain design methodology and address the performance issues with regard to the choice of the design parameters: high-gain parameter ˛, magnitude of z0 as represented by ˇ, and pre-feedback gain F . We consider semi-global stabilization of the following sandwich systems: 8 ! ! ˆ 1 0 ˆ < x.k C 1/ D 2 x.k/ C u.k/ 0 1 1 (10.106) L1 W   ˆ ˆ : z.k/ D 1 0 x.k/; and L2 W

! ! 0:8 0:6 0 !.k C 1/ D !.k/ C .z.k//; 0:6 0:8 1

(10.107)

with initial conditions in W D f 2 R4 j; 2 Œ3; 34 g. We choose in particular x .0/ D .3; 3; 3; 3/0 for all the simulations. Impact of ˛: As we discussed in previous sections, the high-gain parameter does not affect the domain of attraction. However, it plays a crucial role in improving the transient performance. Note that, in the continuous-time case, the high-gain parameter can be any positive real number. Although for discrete-time systems, the high-gain parameter cannot be arbitrarily large, it can still enhance the transient performance greatly.

600

10 Sandwich systems: state feedback 3 2

state

1 0

x11 x12 x21 x22 x31 x32

−1 −2 −3 −4

0

500

1000 time

1500

2000

Figure 10.17: Semi-global stabilization of a multilayer system—discrete-time In what follows, we shall compare the results for four different values of ˛, namely, ˛ 2 f0; 0:1; 1; 2g. We proceed in three steps as described on page 583: Step 1 Choose F D .2:1 and 2 D 0:6.

 1:9/ such that the eigenvalues of A C BF are at 1 D 0:5

Step 2 Choose ˇ D 0:5 and compute ı D 0:1. The saturation time K is approximately 11. Step 3 Choose Q" D "I4 . Based on K, ı, and W , we choose " D 104 . For each ˛, solve DARE (10.86) with Q" D "I4 and " D 104 . The simulation data is shown in Figs. 10.19–10.22. Generally, the low-andhigh-gain feedback greatly improves the transient performance, but this does not necessarily mean ˛ should be chosen as the maximum value of 2. We find a small variation of performance among different choices of ˛. From ˛ D 0:1 to ˛ D 1, a small improvement can be observed. However, from ˛ D 1 to ˛ D 2, we get a bit of deterioration when state is close to the origin. The proper value of ˛ may depend on particular circumstances. Impact of ˇ: In the generalized low-and-high-gain design methodology proposed in Sect. 10.7.2, we choose ı so that the zero state response of L1 system, namely, z0 , remains less than ˇ, where ˇ 2 .0; 1/. By choosing different ˇ or equivalently z0 , we can tune the total control capacity allowed for the linear cas-

10.8 Numerical examples

601

3 2

state

1 0 −1

x11 x12 x21 x22 x31 x32

−2 −3 −4

0

500

1000 time

1500

2000

Figure 10.18: Global stabilization of a multilayer system—discrete-time

cade systems when saturation is inactive. We next explore the impact of this parameter ˇ. (Note that, in the continuous-time case, ˇ is fixed at 0:5; however, the following discussion is also applicable to continuous-time systems.) The definition of ı indicates that a larger ˇ will result in a larger ı and thus allows for better utilization of control forces when saturation remains inactive. We expect that this will refine the closed-loop performance. On the other hand, saturation is active until the zero input response of L1 falls below ˇ1 . Thus, a larger ˇ may keep the saturation active for a longer period of time. The overall performance depends on the trade-off between these two effects. We consider the same systems as in (10.106) and (10.107) and use the same value for F as chosen earlier. If we choose ˇ D 0:1, then ı D 0:02 as given by (10.85) and the approximate saturation time K D 9. For K, ı, and W as given, a proper choice for " is 105 . The simulation data is shown in Fig. 10.23. If we choose ˇ D 0:9, then we have ı D 0:18 and K D 14. Based on K, ı, and W , a proper choice for " is " is 103 . The simulation data is shown in Fig. 10.24. In this case, the performance is improved by choosing a larger level of ˇ or equivalently z0 . Impact of F : We discuss here the choice of the pre-feedback gain matrix F . We note that F will affect the effective control capacity ı, saturation time K, and the solution P" of DARE (10.86). This impact is generally difficult to analyze quantitatively. We illustrate this by choosing a different value of F than what we did earlier.

602

10 Sandwich systems: state feedback

15

x1 x2

ω1 ω2

10

state

5

0 −5 −10

0

50

100

150 time

200

250

300

Figure 10.19: Semi-global stabilization via low-gain feedback

15

x1 x2

ω1 ω2

10

state

5

0 −5 −10

0

20

40

60

80

100

time

Figure 10.20: Semi-global stabilization via low-and-high-gain feedback with ˛ D 0:1

10.8 Numerical examples

603

15

x1 x2

ω1 ω2

10

state

5

0 −5 −10

0

20

40

60

80

100

time

Figure 10.21: Semi-global stabilization via low-and-high-gain feedback with ˛ D 1

15

x1 x2

ω1 ω2

10

state

5

0 −5 −10

0

20

40

60

80

100

time

Figure 10.22: Semi-global stabilization via low-and-high-gain feedback with ˛ D 2

604

10 Sandwich systems: state feedback

15

x1 x2

ω1 ω2

10

state

5

0 −5 −10

0

50

100

150 time

200

250

300

Figure 10.23: Semi-global stabilization kz0 k D 0:1

15

x1 x2

ω1 ω2

10

state

5

0 −5 −10

0

20

40

60

80

100

time

Figure 10.24: Semi-global stabilization kz0 k D 0:9

10.8 Numerical examples

605

20

x1 x2

15

ω1 ω2

state

10 5 0 −5 −10

0

20

40

60

80

100

time

Figure 10.25: Semi-global stabilization via low-and-high-gain with different F Let ˇ D 0:5 and ˛ D 1 be fixed. We choose F such that the eigenvalues of A C BF are at 1 D 0:1 and 2 D 0:2. As a result, we get   F D 3:4200 2:7000 ; ı D 0:36; " D 103 : The simulation data is shown in Fig. 10.25. Comparing with Fig. 10.20, where we chose F such that the eigenvalues of A C BF are at 1 D 0:5 and 2 D 0:6, we find a better convergence rate but a larger overshoot.

11 Simultaneous external and internal stabilization

11.1 Introduction So far, we developed various design methodologies that attain internal stabilization in different contexts for linear systems with constraints, and in particular for linear systems subject to actuator saturation. We recall internal stability protects against a single impulse-like disturbance, whereas input–output stability or otherwise called external stability or Lp (`p ) stability protects against external inputs or noise disturbances. In general, internal stability alone does not necessarily imply any aspects of external stability, although external stability in some cases implies some aspects of internal stability. As such, our focus now is on developing feedback control strategies for simultaneous internal and external stabilization. There exist various definitions of external stability as discussed in Sect. 2.8. Then, in view of such definitions, for simultaneous stabilization, we seek here besides internal stabilization different types of external or Lp (`p ) stabilization, namely, (1) Lp (`p ) stabilization with fixed initial conditions and without finite gain, (2) Lp (`p ) stabilization with fixed initial conditions and with finite gain, (3) Lp (`p ) stabilization with arbitrary initial conditions and without finite gain, and (4) Lp (`p ) stabilization with arbitrary initial conditions and with finite gain and bias. All the aforementioned simultaneous stabilization problems can be formulated in either global framework or semi-global framework. The global framework (respectively semi-global framework) implies that we seek both internal and external stabilization in a global sense (respectively in a semi-global sense). Another issue in the global framework is the input to state stability (ISS) problem discussed in Sect. 2.8. As said there, the notion of ISS makes an attempt to marry both the notions of internal stability and the L1 -stability or `1 -stability. In fact, as pointed out in Remark 2.68, when the input d is identically zero, ISS implies the global asymptotic stability of the zero equilibrium point. In this sense, ISS is indeed a simultaneous stabilization concept. Thus, we formulate here five problems in a global framework. We observe that the first two problems among the above mentioned problems are traditional simultaneous stabilization problems as they deal with fixed initial conditions, typically zero. On the other hand, the later three problems deal with arbitrary initial A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__11, © Springer Science+Business Media New York 2012

607

608

11 Simultaneous external and internal stabilization

Disturbance

Controlled Output Plant

Control Input

Measured Output Controller

Figure 11.1: Closed-loop system with input-additive disturbance conditions, and in these problems, the notions of external and internal stability are somewhat intermingled, i.e., guaranteeing external stability in the intended sense guarantees the internal stability in some sense or other. Unlike the global framework, our focus in the semi-global framework is only on the first two problems, one that does not seek finite gain while the other seeks finite gain. Both of the problems are traditional simultaneous stabilization problems that deal with fixed initial conditions, typically zero. Disturbance Plant Control Input

Controlled Output Measured Output

Controller

Figure 11.2: Closed-loop system with non-input-additive disturbance Two fundamental questions that arise at this stage are these: What conditions do we need to impose on a given system in order to achieve simultaneous internal and external stabilization? Under such conditions, do we need linear or nonlinear feedback controllers? In view of earlier chapters dealing with internal stabilization alone, in general for simultaneous stabilization, the given system must necessarily be asymptotically null controllable with bounded control (ANCBC), or equivalently, it must be stabilizable and at most open-loop critically unstable.1 Is ANCBC condition itself sufficient to achieve simultaneous stabilization as required in the problems discussed above? It turns out that the answer to this question depends intrinsically on how the disturbance signals act on the given system. Two distinct cases arise, the first case as illustrated in Fig. 11.1 corresponds to the situation when the control inputs and the disturbance signals are additive, and the second case as illustrated in Fig. 11.2 corresponds to the situation when

1 We

recall that a linear system is said to be open-loop critically unstable if all its open-loop poles are in the closed left-half plane for continuous-time systems or within or on the unit circle for discrete-time systems.

11.2 Simultaneous stabilization in global framework: problem statements

609

such signals are nonadditive. The achievable simultaneous stabilization results are profoundly different for these two cases. In fact, the level of complexity involved in the non-input-additive case compared to the input-additive case demands that we treat the two cases separately. As such, we treat each of these problems in different chapters that follow this introductory chapter which is basically devoted to introducing universal definitions, all pertaining to simultaneous stabilization.

11.2 Simultaneous stabilization in global framework: problem statements The beforementioned simultaneous external and internal stabilization problems in a global framework are formulated formally in this section. Depending upon the type of external stabilization that is sought (see Sect. 2.8), there exist different types of such problems. These problems can be distinctly divided into two groups. The first group consists of those problems in which external stabilization is sought in the classical sense with fixed initial conditions normally set at the origin. On the other hand, the second group consists of those problems which utilize the recently introduced notions of external stability with arbitrary initial conditions and input to state stability (ISS). As we said in the introduction, in the problems of the second group, the notions of external and internal stability are somewhat intermingled, i.e., the notion of external stability imbeds in some sense or other the notion of internal stability. Also, in order to achieve stabilization in the sense defined in all the problems of this section, one would need the given linear system subject to saturation be ANCBC. Moreover, as can be expected, global simultaneous stabilization in general requires nonlinear feedback laws. Our emphasis throughout this book is only on linear systems subject to actuator saturation. Also, as mentioned earlier, external disturbance can be additive (as depicted in Fig. 11.1) or nonadditive (as depicted in Fig. 11.2) to the control input. Consider a continuous-time linear system subject to actuator saturation where the disturbance is input-additive, 8 ˆ T D Ax.t/ C B.u.t/ C d.t//; < x.t/ c (11.1a) ˙1 W z.t/ D x.t/; t  0; ˆ : y.t/ D C x.t/; t  0; or similarly consider a discrete-time system, 8 ˆ < x.k C 1/ D Ax.k/ C B.u.k/ C d.k//; d ˙1 W z.k/ D x.k/; k  0; ˆ : y.k/ D C x.k/; k D 1; 2; : : : ;

(11.1b)

610

11 Simultaneous external and internal stabilization

where as usual x 2 Rn is the state, u 2 Rm is the input, z 2 Rq is the controlled variable, and y 2 Rp is the measured output. Here  denotes the standard saturation function defined as .u/ D Œsat .u1 /; : : : ; sat .um /; where sat .s/ D sgn.s/ min fjsj; g for some  > 0. Along the same lines, when the disturbance signals are non-input-additive, consider a continuous-time system of the form 8 ˆ T D Ax.t/ C B.u.t// C Ed.t/; < x.t/ c ˙2 W z.t/ D x.t/; t  0; ˆ : y.t/ D C x.t/; t  0

(11.2a)

or similarly consider a discrete-time system of the form 8 ˆ < x.k C 1/ D Ax.k/ C B.u.k// C Ed.k/; ˙2d W z.k/ D x.k/; k  0; ˆ : y.k/ D C x.k/; k D 1; 2; : : :

(11.2b)

with x 2 Rn , u 2 Rm , z 2 Rq , and y 2 Rp . We have the following problem formulations valid for either or both the cases when the disturbance signal is additive or nonadditive to control input. Problem 11.1 For any p 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously globally Lp (or `p ) stabilizable with fixed initial conditions and without finite gain and globally asymptotically stabilizable via static state (or dynamic measurement) feedback if there exists a static state (or dynamic measurement) feedback law such that the following conditions hold: (i) The closed-loop system is Lp (or `p ) stable with fixed initial conditions and without finite gain. (ii) In the absence of any disturbance signal d , the equilibrium point of the closed-loop system is globally asymptotically stable. The above problem is coined as the .Gp =G/ problem with fixed initial conditions. Problem 11.2 For any p 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously globally Lp (or `p ) stabilizable with fixed initial conditions with finite gain and with zero bias and globally asymptotically stabilizable via static state (or dynamic measurement) feedback if there exists a static state (or dynamic measurement) feedback law such that the following conditions hold:

11.2 Simultaneous stabilization in global framework: problem statements

611

(i) The closed-loop system is Lp (or `p ) stable with fixed initial conditions with finite gain and with zero bias. (ii) In the absence of any disturbance signal d , the equilibrium point of the closed-loop system is globally asymptotically stable. The above problem is coined as the .Gp =G/fg problem with fixed initial conditions and with zero bias. Problem 11.3 For any p 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously globally Lp (or `p ) stabilizable with fixed initial conditions with finite gain and with bias and globally asymptotically stabilizable via static state feedback (or dynamic measurement feedback) if there exists a static state (or dynamic measurement) feedback law such that the following conditions hold: (i) The closed-loop system is Lp (or `p ) stable with fixed initial conditions with finite gain and with bias. (ii) In the absence of any disturbance signal d , the equilibrium point x D 0 of the closed-loop system is globally asymptotically stable. The simultaneous global external and global internal stabilization problems formulated above utilize the classical concept of Lp (or `p ) stability with fixed initial conditions while explicitly requiring internal stabilization. We formulate below external stabilization problems based on recently introduced notions of Lp (or `p ) stability with arbitrary initial conditions and ISS stability. Problem 11.4 For any p 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously globally Lp (or `p ) stabilizable with arbitrary initial conditions and without finite gain and globally asymptotically stabilizable via static state (or dynamic measurement) feedback if there exists a static state (or dynamic measurement) feedback law such that the following conditions hold: (i) The closed-loop system is Lp (or `p ) stable with arbitrary initial conditions and without finite gain. (ii) In the absence of any disturbance signal d , the equilibrium point of the closed-loop system is globally asymptotically stable. Problem 11.5 For any p 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously globally Lp (or `p ) stabilizable with arbitrary initial conditions and with finite gain and bias and globally asymptotically stabilizable

612

11 Simultaneous external and internal stabilization

via static state (or dynamic measurement) if there exists a static state (or dynamic measurement) feedback law such that the following conditions hold: (i) The closed-loop system is Lp (or `p ) stable with arbitrary initial conditions and with finite gain and bias. (ii) In the absence of any disturbance signal d , the equilibrium point of the closed-loop system is globally asymptotically stable. As discussed in Sect. 2.8, there exists a connection between the notions of Lp stability with arbitrary initial conditions and internal stability. This connection plays a vivid and transparent role in the case of Problem 11.5. In fact, as the following lemma formalizes, the second condition of Problem 11.5 is imbedded in its first condition.

Lemma 11.6 Let p 2 Œ1; 1/. For the system as in (11.1) with disturbance additive to the control input, and for Problem 11.5, we have Condition (i) ) Condition (ii):

Proof : The proof basically follows the same line as in Theorems 2.83 and 2.84. Let us first consider the continuous-time system. Suppose, with a feedback controller u D f .x/, condition (i) is attained, i.e., the closed-loop system xT D Ax C B.f .x/ C d / satisfies kxkp 6 p kd kp C bp .kx0 k/ for any x0 2 Rn where bp ./ is a class K function. This immediately implies that for d D 0, x 2 Lp for any x.0/. Suppose, for the sake of establishing a contradiction, that x.t/ ! 0 does not hold. Then there exists a ı > 0 such that, for any arbitrarily large T > 0, there is a  > T such that kx./k > 2ı. Let m be an upper bound on kAx C B.f .x//k for x in the closed ball B.2ı/. Due to saturation, this bound is finite for finite ı. For some  such that kx./k > 2ı, let t2 >  be the smallest value such that kx.t2 /k D ı and let t1 be the largest value such that  6 t1 < t2 and kx.t2 /k D 2ı. Such t1 and t2 exist because x 2 Lp and x is absolutely continuous. Since kx.t/k 6 2ı for all t 2 Œt1 ; t2 , we have, due to the absolute continuity of the solution,

11.2 Simultaneous stabilization in global framework: problem statements

613

t  Z 2     kx.t1 /k  kx.t2 /k 6 kx.t2 /  x.t1 /k D  ŒAx./ C B.f .x./// d      t1

Zt2 6

kAx./ C B.f .x.///k d  6 .t2  t1 /m: t1

Hence, t2  t1 > .kx.t1 /k  kx.t2 /k/=m D ı=m. Clearly, kx.t/k > ı for all t 2 Œ; t2 , and furthermore t2   > t2  t1 > ı=m. It follows that for each  such that kx./k > 2ı, we have kx.t/k > ı for all t 2 Œ;  C ı=m. Let T be chosen large enough that Z1 kx.t/kp d  < T

ı pC1 : m

(11.3)

Such a T must exist, since x.t/ 2 Lp . Let  > T be chosen such that kx./k > 2ı. We have Cı=m Z1 Z ı pC1 p : kx.t/k d  > kx.t/kp d  > m 

T

This contradicts (11.3), which proves that x.t/ ! 0. We proceed now to show local stability. For p 2 Œ1; 1/, and for any " > 0, let M be such that kAx C B.f .x//k 6 M for kxk 6 ", and ı 6 2" be such that bp .ı/p 6

"pC1 2pC1 M

:

Therefore, for d D 0 and kx0 k 6 ı, we have kxkpp 6

"pC1 2pC1 M

:

(11.4)

It remains to show that kx.t/k < " for all t > 0. We establish this by contradiction. Choose t1 as the smallest t for which we have kx.t/k D ". Let t2 < t1 be the largest value such that kx.t2 /k D "=2. We have, owing to the absolute continuity of x./, kx.t1 /k  kx.t2 /k 6 kx.t1 /  x.t2 /k Zt1 6k

Ax.t/ C B.f .x.t///dtk t2

Zt1 6

M dt 6 M.t2  t1 /: t2

614

11 Simultaneous external and internal stabilization

This yields that t1  t2 >

" 2M

and hence we have for p 2 Œ1; 1/,

Z1

Zt1 p

kx.t/kp dt >

kx.t/k dt > 0

"pC1 2pC1 M

;

t2

which contradicts (11.4). Therefore, such a t1 does not exist. This, together with the fact that kx0 k 6 ı 6 2" , implies that kx.t/k < " for all t > 0. The local stability follows. We consider next the proof for discrete-time systems. In this case, it is rather simple owing to the nature of `p space. Suppose for p 2 Œ1; 1/, under a feedback controller f .x/, condition (i) is attained, i.e., the closed-loop system x D Ax C B.f .x/ C d / satisfies kxkp 6 p kd kp C bp .kx0 k/ for any x0 2 Rn where bp is a class K function. By setting d D 0, we immediately have x 2 `p for any x0 . This implies that x.k/ ! 0 as k ! 1 and hence global attractivity follows. For any " > 0, let ı 6 " be such that bp .ı/ 6 ". Then for any kx0 k 6 ı and d D 0, we have for p 2 Œ1; 1/, kxkp 6 bp .kx0 k/ 6 bp .ı/ 6 ": But then, kxk1 6 kxkp 6 ": Therefore, we conclude local stability.

Remark 11.7 The above lemma also holds when the disturbance is non-inputadditive. However, in that case, as will be shown in a later chapter, the Lp n`p stabilization with finite gain is in general not possible unless the open-loop system is already stable. Lemma 11.6 can be weakened if we do not require finite gain as discussed in the following lemma. Lemma 11.8 Let p 2 Œ1; 1/. For the system as in (11.1) with disturbance additive to the control input, and for Problem 11.4, we have Condition (i) ) Global attractivity.

11.3 Simultaneous stabilization in semi-global framework: problem statements

615

Proof : The proof follows exactly by the same argument as used in the proof of Lemma 11.6. Although the next problem does not explicitly seek internal stability, it imbeds the notion of internal stability within itself as we shall prove in the next chapter, Sect. 12.4. Problem 11.9 The system as in (11.1) or as in (11.2) is said to be globally ISS stabilizable via static state feedback (or dynamical measurement feedback) if there exists a static state (or a dynamical measurement) feedback law such that the closed-loop system is ISS stable.

11.3 Simultaneous stabilization in semi-global framework: problem statements As discussed in the introduction, our focus in the semi-global framework is only on two problems, one that does not seek finite gain while the other seeks finite gain. Both of the problems are traditional simultaneous stabilization problems that deal with fixed initial conditions, typically zero. Before we proceed to define formally the problems we solve in the semi-global framework, we need to recall some notation. Definition 11.10 For a signal z with z.t/ 2 Rs , and for any p; q 2 Œ1; 1 and any D > 0, Lp;q .D/ denotes the set of all z 2 Lp such that kzkLq 6 D. Similarly, for discrete-time signals z with z.t/ 2 Rs , and for any p; q 2 Œ1; 1 and any D > 0, `p;q .D/ denotes the set of all z 2 `p such that kzk`q 6 D. Problem 11.11 For any p; q 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously Lq (or `q ) semi-globally Lp -stabilizable (or `p stabilizable) and semi-globally asymptotically stabilizable via static state feedback (or dynamic measurement feedback with dynamic order nc ) if, for any a priori given (arbitrarily large) bounded set X  Rn (or respectively, X  RnCnc ) and any D > 0, there exists a static state feedback (or respectively, dynamic measurement feedback of order nc ), possibly depending on X and D, such that the following conditions hold: (i) For continuous-time case, the closed-loop system is Lp -stable over the set Lp;q .D/. That is, z 2 Lp for all d 2 Lp with kd kLq 6 D and x.0/ D 0. Similarly, for discrete-time case, the closed-loop system is `p -stable over the set `p;q .D/. That is, z 2 `p for all d 2 `p with kd k`q 6 D and x.0/ D 0.

616

11. Simultaneous external and internal stabilization

(ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is asymptotically stable with X  Rn (or respectively, X  RnCnc ) contained in its domain of attraction. The above problem is coined as the .S Gp;q =S G/ problem. Problem 11.12 For any p; q 2 Œ1; 1, the system as in (11.1) or as in (11.2) is said to be simultaneously Lq (or `q ) semi-globally finite gain Lp -stabilizable (or `p -stabilizable) and semi-globally asymptotically stabilizable via static state feedback (or dynamic measurement feedback with dynamic order nc ) if, for any a priori given (arbitrarily large) bounded set X  Rn (or respectively, X  RnCnc ) and any D > 0, there exists a static state feedback (or respectively, dynamic measurement feedback of order nc ), possibly depending on X and D, such that the following conditions hold: (i) For continuous-time case, the closed-loop system is finite gain Lp -stable over the set Lp;q .D/. That is, there exists a positive constant p such that with x.0/ D 0, the following holds: ˇ kzkLp  p kd kLp ; for all d 2 Lp ˇ kd kLq 6 D: Similarly, for the discrete-time case, the closed-loop system is finite gain `p -stable over the set `p;q .D/. That is, there exists a positive constant p such that with x.0/ D 0, the following holds: ˇ kzk`p  p kd k`p ; for all d 2 `p ˇ kd k`q 6 D: (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is asymptotically stable with X  Rn (or respectively, X  RnCnc ) contained in its domain of attraction. The above problem is coined as .S Gp;q =S G/fg problem.

Remark 11.13 In the above two problem statements that deal with semi-global internal stabilization, we prespecified explicitly the dynamical order of the measurement feedback controller. This is necessitated because of the need to specify a priori bounded set X that has to be included in the region of attraction. However, such a pre-specification of the dynamical order of the measurement feedback controller is not necessary when we deal with global internal stabilization. This is so because global internal stabilization concerns the whole state space, i.e., the region of attraction is the whole state space. All the problems formulated in this chapter are studied in subsequent chapters.

12 Simultaneous external and internal stabilization: input-additive case

12.1 Introduction For linear systems subject to saturation, Chap. 11 formulates five simultaneous global external and global internal stabilization problems and two simultaneous semi-global external and semi-global internal stabilization problems. As discussed there, two distinct cases arise, the first case corresponds to the situation when the control inputs and the disturbance signals are additive, while in the second case, such signals are nonadditive. In this chapter, under the condition that the given system is asymptotically null controllable with bounded control (ANCBC), we present control strategies that solve all the five global problems and the two semi-global problems for both continuous- and discrete-time systems. For state feedback, we will solve these problems completely. However, for the measurement feedback case, only partial results are available.. In general, all the simultaneous stabilization problems utilize nonlinear feedback controllers in a global framework and linear feedback controllers in a semi-global framework. However, for open-loop critically stable or neutrally stable1 systems, even in a global framework, simultaneous stabilization can be achieved with linear feedback controllers. As introduced in (11.1), a continuous-time linear system subject to actuator saturation where the disturbance is input-additive can be described by 8 ˆ T D Ax.t/ C B.u.t/ C d.t//; < x.t/ c (12.1a) ˙ W z.t/ D x.t/; t  0; ˆ : y.t/ D C x.t/; t  0; where, as usual, x 2 Rn is the state, u 2 Rm is the input, z 2 Rq is the controlled variable, and y 2 Rp is the measured output. Similarly a discrete-time system is described by 1 We recall that a linear system is said to be open-loop critically stable or neutrally stable if, for a continuous-time system, all its open-loop poles are in the closed left-half plane with those on the imaginary axis being simple or, for a discrete-time system, all its open-loop poles are within or on the unit circle with those on the unit circle being simple.

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__12, © Springer Science+Business Media New York 2012

617

618

12 Simultaneous external and internal stabilization: input-additive case

8 ˆ < x.k C 1/ D Ax.k/ C B.u.k/ C d.k//; ˙d W z.k/ D x.k/; k  0; ˆ : y.k/ D C x.k/; k D 1; 2; : : : :

(12.1b)

Here,  denotes the standard saturation function defined as .u/ D Œsat .u1 /; : : : ; sat .um /; where sat .s/ D sgn.s/ min fjsj; g for some  > 0. For the above two systems where the disturbance d is additive to the control input, the goal of this chapter is to construct appropriate controllers that solve the simultaneous stabilization problems formulated in Chap. 11. Since all the problems require internal stabilization, it is obvious that the following two assumptions are necessary to solve these problems:

Assumption 12.1 The pair .A; B/ is stabilizable.

Assumption 12.2 The eigenvalues of A are in the closed left-half complex plane for continuous-time systems and are inside and/or on the unit circle for discretetime systems. Also, we make the following additional assumption whenever a measurement feedback controller has to be used:

Assumption 12.3 The pair .C; A/ is observable.

12.2 Simultaneous stabilization in a global framework: continuous time In this section, we consider continuous-time systems. The objective will be to design appropriate controllers which solve the problem of simultaneous global external and global internal stabilization. To be specific, we consider in this section the first four problems, namely, (i) Simultaneous global Lp stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, as defined by Problem 11.1 (the .Gp =G/ problem) (ii) Simultaneous global Lp stabilization with fixed initial conditions with finite gain and with zero bias and global asymptotic stabilization, as defined by Problem 11.2 (the .Gp =G/fg problem)

12.2 Simultaneous stabilization in a global framework: continuous time

619

(iii) Simultaneous global Lp stabilization with arbitrary initial conditions and without finite gain and bias and global asymptotic stabilization, as defined by Problem 11.4 (iv) Simultaneous global Lp stabilization with arbitrary initial conditions and with finite gain and bias and global asymptotic stabilization, as defined by Problem 11.5 We note that the solvability of .Gp =G/fg problem (Problem 11.2) implies the solvability of a simultaneous global Lp stabilization problem with fixed initial conditions with finite gain and with bias and global asymptotical stabilization (Problem 11.3). In the following two sections, we consider state feedback and measurement feedback controllers, respectively.

12.2.1 State feedback We consider state feedback controllers in this subsection. A natural question that arises first is, what are our design methodologies, and what kind of feedback control laws do we utilize? In tune with our development in earlier chapters related to internal stability, we utilize low-and-high-gain feedback control methodologies, that is, we utilize state feedback controllers of the form ˙con W u D .1 C ˛/B 0 P" x: As usual, P" is the positive definite solution of the continuous-time algebraic Riccati equation (CARE) given in (4.42). Moreover, " is a low-gain parameter and ˛ is a high-gain parameter. Since we are aiming at global results for both external stabilization and internal asymptotic stabilization, based on our experience in dealing with internal stabilization problems, we must necessarily adapt (schedule) the low-gain and high-gain parameters " and ˛ to depend on the state x. Note that adaptation of the low-gain is discussed in Chap. 4 and is essential to achieve global internal stability. Low-gain adaptation is recalled below. It turns out that adaptation of the high-gain is crucial for achieving external stability. For adapting both low-gain and high-gain parameters, different adaptation functions can be used; however, they must satisfy certain properties, as described below. Adaptation of the low-gain parameter: We need to adapt the low-gain parameter " based on the state x. That is, one needs to use a function "a .x/ from Rn ! .0; 1 in place of ". Different properties which are sought in adapting the low-gain parameter "a .x/ are discussed earlier in Chap. 4. We recall them below with slight modifications to suit our present development: (i) "a .x/ 2 C 1 : (ii) "a .x/ D 1 for all x in an open neighborhood of the origin.

620

12 Simultaneous external and internal stabilization: input-additive case

(iii) For any x 2 Rn , we have kB 0 P"a .x/ xk1 6 : (iv) "a .x/ ! 0 as kxk1 ! 1. (v) f x 2 Rn j x 0 P"a .x/ x 6 c g is a bounded set for all c > 0. (vi) For any x1 ; x2 2 Rn , x10 P"a .x1 / x1 6 x20 P"a .x2 / x2 implies that "a .x1 / > "a .x2 /. In item (iii), P"a .x2 / is the positive definite solution of the CARE (4.42) when " is replaced by "a .x2 /. Moreover,  is a design parameter to be chosen (often, it is the saturation level). A particular choice for the adaptive-low-gain parameter "a .x/ having all the above properties has been introduced by Megretski [98] in connection with the continuous-time systems. This is what we use throughout this section and it is given by "a .x/ D max f; r 2 .0; 1 W .x 0 Pr x/ trace Pr 6

2 g: kBB 0 k

(12.2)

Note that this is a nontrivial choice since Property (iii) requires that "a .x/ converges to 0 fast enough, yet Properties (v) and (vi) restrict the speed with which "a .x/ can converge to 0. We note that in this chapter, Lemma 12.54 given in “Appendix” plays a crucial role, and its proof relies on the explicit choice for the scheduling chosen in (12.2). Adaptation of the high-gain parameter: We need to adapt the high-gain parameter ˛ based on the state x. That is, one needs to use a function ˛a .x/ from Rn ! RC in place of ˛. The function ˛a .x/ has to be selected appropriately so that it does not affect the internal stability of the closed-loop system, that is, it does not affect the region of attraction, as is the case in adapting the low-gain parameter ". On the other hand, the dependency of ˛ on x can be advantageous to establish global Lp stability of the closed-loop system. For a globally defined adaptive controller, it turns out that the high-gain parameter ˛a .x/ has to go to 1 as the norm of x goes to 1, but the growth of ˛a .x/ that is required turns out to be problem dependent. That is, the adaptation of the ˛a .x/ depends on the choice of p in Lp stability whether the Lp stability of the closed-loop system is required to be with finite gain or without finite gain. Because of this, a strategic method of adapting the high-gain parameter was introduced in [126]. The adaptation of the ˛a .x/ in [126] directly links to the adaptation of the low-gain parameter " and is given by max .P"a / ; (12.3) ˛a .x/ D ˛o min .Q"a /min .P"a /

12.2 Simultaneous stabilization in a global framework: continuous time

621

where ˛o is a constant if we do not impose a finite gain or if we have p D 1. Otherwise we choose  max .P"a / ˛o D ˛oo min .Q"a /min .P"a / # " max . dQ 1 d" / ; (12.4)  2 " k.sI  A C BB 0 P"a /1 kH min . dQ / 2 d" where ˛oo is a design parameter. Remark 12.4 A typical choice of Q" is "I . In this case, obviously, the expression for ˛o reduces to " # 1 max .P"a / ˛o D ˛oo : 2 "a min .P"a / k.sI  A C BB 0 P"a /1 kH 2 We proceed now with the construction of controllers and the analysis of the .Gp =G/ and .Gp =G/fg problems when state feedback is considered. It turns out that the analysis of these problems for p D 1 is radically different from the case where p 2 Œ1; 1/. As such, we separate out our development of the results related to these problems into two different cases, p D 1 and p 2 Œ1; 1/. For the system ˙ c given in (12.1a), the theorem given below deals with the .Gp =G/fg problem for p D 1 while using state feedback. Theorem 12.5 Consider the system ˙ c of (12.1a) while using state feedback. For this system, under Assumptions 12.1 and 12.2, the problem of simultaneous global L1 stabilization with fixed initial conditions with finite gain and with zero bias and global asymptotic stabilization, that is, the .G1 =G/fg problem, is solvable, and the L1 gain can be made arbitrarily small. Moreover, the adaptive-low-andhigh-gain design methodology can yield a control law that solves the problem. More specifically, for any specified gain  > 0, there exists an ˛o > 0 such that the adaptive-low-and-high-gain design feedback law, ˙con W u D .1 C ˛a .x//B 0 P"a .x/ x;

(12.5)

with "a defined by (12.2) and ˛a defined by (12.3), where ˛o > ˛o is a positive constant, has the following properties: (i) In the presence of a disturbance signal d , the closed-loop system is L1 stable with fixed initial conditions with finite gain and with zero bias. Moreover, the L1 gain is less than the specified  . (ii) In the absence of any disturbance signal d, the equilibrium point of the closed-loop system is globally asymptotically stable.

622

12 Simultaneous external and internal stabilization: input-additive case

Remark 12.6 Note that ˛o can be chosen as a function of x or can be chosen as a constant as long as one makes sure that ˛o > ˛o .

Proof : Property (ii) has been proven in [67] where we note that this proof is not affected if we use an adaptation of the high gain. Hence, we focus on the proof of Property (i). Before we proceed, we recall the important Property (iii) on page 620 of the adaptive low-gain parameter "a . Choose a Lyapunov function V .x/ D x 0 P"a x and let LV .c/ be a level set defined as LV .c/ D fx 2 Rn W V .x/ 6 cg. For the derivative of V .x/ along the trajectory of the system (12.1a) with the feedback (12.5), we obtain the following inequality: dV 6 x 0 Qx C 2x 0 PBŒ.B 0 P x  ˛B 0 P x C d / C B 0 P x dt dP x  x 0 PBB 0 P x C x 0 dt m X dP x; (12.6) 6 x 0 Qx  2 vi Œsat .vi C ˛vi C di /  sat .vi / C x 0 dt i D1

where v D B 0 P x, di is the ith component of d , vi is the ith component of v, and we use vi D sat .vi /. Here, for simplicity, we have omitted the subscript "a , that is, P D P"a , and Q D Q"a , and ˛ D ˛a .x/. If j˛vi j < jdi j, then we obtain the following inequality from (12.6): X jdi j dV dP 6 x 0 Qx C 2  jdi j C x 0 x: dt ˛ dt m

(12.7)

i D1

On the other hand, if j˛vi j > jdi j, then  vi Œsat .vi C ˛vi C di /  sat .vi / 6 0;

(12.8)

and hence, also in this case, (12.7) is satisfied. We then obtain, X jdi j2 dP dV 6 x 0 Qx C 2 C x0 x dt ˛ dt m

i D1

6

min .Q/ kd k2 dP V C2 C x0 x: max .P / ˛ dt

(12.9)

We claim that for ˛ equal to ˛a , as defined in (12.3), we have V .x/ 6

2 min .P /kd k21 ; ˛o

(12.10)

12.2 Simultaneous stabilization in a global framework: continuous time

and kxk2 6

2 kd k21 : ˛o

623

(12.11)

It is obvious that (12.11) is a consequence of (12.10), and therefore, it only remains to prove (12.10). We know that inequality (12.10) is satisfied for t D 0. Assume that for some t0 , the inequality is satisfied for t 6 t0 , but the inequality is not satisfied for t 2 .t0 ; t0 C  for some small  > 0. We consider three cases: .t / D 0, and hence, (12.7) for t D t0 Case 1: If "a .x.t0 // D 1, then dP dt 0 reduces to min .Q/ 2 min .Q/min .P / dV 6 V C kd k21 : (12.12) dt max .P / ˛o max .P / Since (12.10) is satisfied for t D t0 , we obtain that dV dt .t0 / 6 0. On the other hand, the right-hand side of (12.10) is 0. This contradicts that for t > t0 , at least one of the inequalities will be falsified. .t / < 0 and "a .x.t0 // ¤ 1, then there exists a small neighborCase 2: If dP dt 0 hood of t0 such that dP .t/ < 0 for all t in this neighborhood. We know that for dt t 2 .t0 ; t0 C , the inequality (12.10) is not satisfied. But that implies by usdV ing (12.9) that dP dt < 0 and dt < 0. Since "a .x.t0 // ¤ 1, we have "a .x.t// ¤ 1 in a neighborhood of t, but this implies that V  trace P D

2 kBB 0 k

(12.13)

in this neighborhood of t0 which contradicts with V and P decreasing simultaneously. .t / > 0 and "a ¤ 1, then we have that "a .x.t// ¤ 1 in a Case 3: If dP dt 0 neighborhood of t, but this implies that (12.13) in this neighborhood of t0 , and 6 0. But this implies that the right-hand side of (12.10) is we conclude that dV dt increasing and the left-hand side is decreasing which contradicts the assumption made earlier. Clearly, (12.11) then shows that the closed-loop system is L1 stable with fixed initial conditions with finite gain and with zero bias. Note that to achieve a finite gain less than  , we should choose ˛o > 2 . We proceed now to the case of p 2 Œ1; 1/. We first consider the .Gp =G/ problem, that is, the problem which does not seek finite gain. Theorem 12.7 Consider the system ˙ c of (12.1a) while using state feedback. For this system, under Assumptions 12.1 and 12.2, the problem of simultaneous global Lp stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, namely, the .Gp =G/ problem, is solvable for any p 2 Œ1; 1/. Moreover, the adaptive-low-and-high-gain design methodology can

624

12 Simultaneous external and internal stabilization: input-additive case

yield a control law that solves the problem. In particular, for any p 2 Œ1; 1/, the adaptive-low-and-high-gain state feedback law, ˙con W u D .1 C ˛a .x//B 0 P"a .x/ x;

(12.14)

with "a defined by (12.2) and ˛a defined by (12.3) with ˛o any fixed positive constant, has the following properties: (i) In the presence of a disturbance signal d, for any p 2 Œ1; 1/, the closedloop system is Lp stable with fixed initial conditions and without finite gain. (ii) In the absence of any disturbance signal d, the equilibrium point of the closed-loop system is globally asymptotically stable. Remark 12.8 Note that our method of adapting the high-gain parameter for solving the .Gp =G/ problem requires only ˛0 to be a positive constant for any p 2 Œ1; 1/. This, as we can see in the subsequent Theorem 12.9, is not the case if we additionally require a finite gain. Proof : We begin from (12.6). Here, for simplicity, we have again omitted the subscript "a , that is, P D P"a and Q D Q"a , and ˛ D ˛a .x/. If j˛vi j > jdi j, then we have (12.8). On the other hand, if j˛vi j > jdi j, then vi Œsat .vi C ˛vi C di /  sat .vi / 6

m X jdi j : 2 ˛ i D1

0

If we define the function V by V .x/ D x P"a .x/ x, then combining the above with (12.6) yields dV min .Q/ 4m dP 6 V C kd k C x 0 x: dt max .P / ˛ dt

(12.15)

We would like to show the following inequality:     max .P / p1 4m p p1 dV < V kd kp : dt min .Q/ ˛ In order to do so, we consider two cases: D 0. Hence, using (12.15), we find that Case 1: If "a D 1, then dP dt if max .P / 4m kd k: V .x/ 6 min.Q/ ˛ Since

dP"a dt

(12.16)

dV dt

> 0 only (12.17)

D 0, (12.15) also yields 4m dV 6 kd k: dt ˛

(12.18)

12.2 Simultaneous stabilization in a global framework: continuous time

625

Multiplying this inequality with V p1 on the left-hand side and utilizing (12.17) on the right-hand side then yields (12.16) if dV > 0. dt On the other hand, if dV 6 0, then (12.16) is trivially satisfied. dt Case 2: If "a ¤ 1, then (12.13) is satisfied. We first assume that (12.17) is not < 0, then (12.15) implies that dV 6 0 which contrasatisfied. In that case, if dP dt dt dicts that (12.13) is satisfied for a neighborhood around the current time. There> 0 and dV 6 0. Obviously, in this fore, if (12.17) is not satisfied, then dP dt dt case, (12.16) is satisfied. On the other hand, if (12.17) is satisfied, then from (12.15), we obtain dV 4m dP 6 kd k C x 0 x: dt ˛ dt dP Therefore, dV dt 6 0 in which case (12.16) is obviously satisfied or dt 6 0 in which case combining (12.17) and (12.18) yields (12.16). Therefore, the state trajectory of the closed-loop system satisfies (12.16). Integrating that inequality and using the definition of ˛ together with the comparison theorem then implies that V .x/ is bounded from the above, that is, there exists a c such that the trajectory of the closed-loop system starting from x.0/ D 0 will remain inside LV .c/. In summary, for any p 2 Œ1; 1/, we have already shown that in the presence of d 2 Lp , the feedback (12.14) guarantees (12.16). This implies that the trajectory of the closed-loop system starting from x.0/ D 0 remains inside LV .c/, though c is dependent on the individual d . Based on the definition of the adaptive low-gain parameter "a , it is then obvious that there exists an "a such that "a 6 "a .x.t// for all t. We will use this to show that the closed-loop system is Lp stable. 1 min Q From (12.6), there exist 1 ."a / D max and ˇ1 ."a / D 4mkB 0 P 2 k such that P 1 dP dV 6 1 ."a /V C ˇ1 ."a /V 2 kd k C x 0 x: dt dt

(12.19)

As demonstrated earlier, if "a D 1, then dP dt D 0. We next concentrate on the case dP when "a D 1 does not hold. If so, we have (12.13); therefore, dV dt and dt have dV different signs, or both are zero. Hence, if dt > 0, we have 1 dV 6 1 ."a /V C ˇ1 ."a /V 2 kd k: dt

(12.20)

Next, we will discuss the case dV dt < 0. Before that, we would like to point out some properties. Since we know that "a is bounded away from 0, we know that there exists a constant K (independent of x) such that (see Remark 12.55 in the “Appendix”) dV dP xj 6 Kj j: (12.21) jx 0 dt dt

626

If

dV dt

12 Simultaneous external and internal stabilization: input-additive case

< 0, the preceding inequality shows that dV 1 dV 6 1 ."a /V C ˇ1 ."a /V 2 kd k  K : dt dt

Thus, we have .1 C K/

dV 1 6 1 ."a /V C ˇ1 ."a /V 2 kd k: dt

(12.22)

dV Therefore, if "a D 1 or dV dt > 0, we have (12.20), while if dt < 0, we have (12.22). Therefore, there exist constants  > 0 and ˇ > 0 with  < 1 ."a / and ˇ > ˇ1 ."a / for all "a 2 Œ"a ; 1 such that 1 dV 6 V C ˇV 2 kd k: dt

(12.23)

Then, by using the standard comparison theorem, we can see easily that the closed-loop system is Lp stable with fixed initial conditions and without finite gain. This concludes our proof. The next theorem deals with .Gp =G/fg problem, that is, with the simultaneous global external stabilization problem with fixed initial conditions with finite gain and with zero bias and global asymptotic stabilization for p 2 Œ1; 1/.

Theorem 12.9 Consider the system ˙ c of (12.1a) while using state feedback. For this system, under Assumptions 12.1 and 12.2, the problem of simultaneous global Lp stabilization with fixed initial conditions with finite gain and with zero bias and global asymptotic stabilization, namely, the .Gp =G/fg problem, is solvable for any p 2 Œ1; 1/. Also, the Lp gain can be made arbitrarily small. Moreover, the adaptive-low-and-high-gain design methodology can yield a control law that solves the problem. In particular, for any p 2 Œ1; 1/ and for any gain  > 0,  > 0 such that the adaptive-low-and-high-gain feedback law, there exists an ˛oo ˙con W u D .1 C ˛a .x//B 0 P"a .x/ x;

(12.24)

with "a defined by (12.2) and ˛a defined by (12.3), where ˛o defined by (12.4)  , has the following properties: with ˛oo > ˛oo (i) For any p 2 Œ1; 1/, in the presence of a disturbance signal d, the closedloop system is Lp stable with fixed initial conditions with finite gain and with zero bias. Moreover, the Lp gain is less than or equal to  . (ii) In the absence of any disturbance signal d, the equilibrium point of the closed-loop system is globally asymptotically stable.

12.2 Simultaneous stabilization in a global framework: continuous time

627

Proof : It is immediate from Theorem 12.7 and its proof that the system is globally asymptotically stable and is globally Lp stable with fixed initial conditions and without finite gain (the fact that we make ˛o a function of x is easily seen not to change these properties). It remains to show that we have a finite gain. Let  be a positive constant which can be chosen arbitrarily small. We will derive a bound on Zt2 .kxkp   kd kp /dt t1

when the system is moving from c1 D V .x.t1 // to c2 D V .x.t2 //, where V is defined by V .x/ D x 0 P"a .x/ x and the bound will depend only on c1 and c2 . We dV consider two cases: dV dt > 0 on the interval Œt1 ; t2  and dt < 0 on the interval Œt1 ; t2 . > 0). Case 1: ( dV dt Using similar arguments as in the proofs of the previous theorems, we find that D 0 or " < 1 in if V is increasing, we either have "a D 1 in which case dP dt which case dP 6 0. By using that the saturation function is globally Lipschitz dt and bounded, we obtain X dV 6 x 0 Qx C 2 jvi j sat .jei j/ dt i Wvi ei <0 X 6 2kB 0 P 1=2 kV 1=2 sat .jei j/ 6 N1 V

1=2

X

(12.25)

i Wvi ei <0

sat .jei j/;

(12.26)

i Wvi ei <0

for some constant N1 > 0 where ei D di C ˛vi . Note that if ei vi > 0 for all i then we have (12.8) for all i, and hence, dV dt < 0 which yields a contradiction. First, consider the case where X sat .jei j/ 6 V 1=2 : i Wvi ei <0

In that case, dV 6 N1 V; dt and we find that X i Wvi ei <0

jvi jp >

X 1 1 .x 0 Qx/p p . jv j/ > i pmp1 pmp1 .2V 1=2 /p i Wvi ei <0

pmin .Q/ p=2 V > N2 p ; max .P /

628

12 Simultaneous external and internal stabilization: input-additive case

for some constant N2 > 0 where the second inequality is based on dV > 0 dt P combined with (12.25) and i Wvi ei <0 sat .jei j/ 6 V 1=2 . Using the definition

of ˛ with ˛oo large enough such that N2  ˛op > 2 maxfp=2 min .P /; 1g, which is obviously possible since min .P / is bounded and ˛o =˛oo has a lower bound larger than 0, we have P kxkp   ˛ p i Wvi ei <0 jvi jp kxkp   kd kp 6 VT VT ! p V p=21 1 p min .Q/ p=21 V  N2  ˛ p 6 N1 p=2 max .P / min .P / 6 On the other hand, if

1  N2  ˛op V p=21 : N1 p=2 min .P / X

sat .jei j/ > V 1=2 ;

i Wvi ei <0

then obviously V is bounded. Note that (12.25) implies that 2

X

X

jvi ei j > 2

i Wvi ei <0

jvi j sat .jei j/ > x 0 Qx;

i Wvi ei <0

and hence, we have the following reductions: 0 1p X X 1 @ jdi jp > jdi jA pmp1 i Wvi ei <0 i Wvi ei <0 0 1p1 X p 1 >F@ j p ei j C j ˛vi jA ˛ i Wvi ei <0 0 1 1=2 p1 X  1 p A j p ei j2 C j ˛vi j2 >F@ ˛ i Wv e <0 0

>F@

i i

i Wvi ei

0 >F@

1p=21=2 p 1 j p ei j2 C j ˛vi j2 A ˛ <0

X

X

i Wvi ei <0

1p=21=2

jei vi jA

(12.27)

(12.28)

12.2 Simultaneous stabilization in a global framework: continuous time

>

˛

p=21=2

0

0

p=21=2

.x Qx/ .2/p=21=2 pmp1

1

X

@

629

jei jA

i Wvi ei <0

1 0 p=21=2 X V @ jei jA ; > N3 ˛op=21=2 p=2 min .P / i Wvi ei <0 where

0 F D

X

p=21=2

˛ @ pmp1

(12.29)

1 jei jA ;

i Wvi ei <0

for some N3 > 0 using that P is lower bounded and V is upper bounded using (12.28). Using (12.26) and (12.29) and choosing ˛oo large enough such that N3  ˛op=21=2 > 2, we have 1 0 p=2 X kxkp   kd kp V 6 @ p=2 jdi jp A  VT min .P / i Wvi ei <0



N1 V 1=2

1 6 N1 6

1

P

i Wvi ei <0

V p=21 p=2 min .P /



sat .jei j/

N3  ˛op=21=2

V p=21

!

p=2 min .P /

1  N3  ˛op=21=2 V p=21 : N1 p=2 min .P /

(12.30)

Combining (12.30) and (12.27), we obtain Zt2 .kxkp   kd kp /dt t1

1 6 N1

Zc2 V p=21 dV .1   ˛op=21=2 minfN2 ; N3 g/ p=2 min .P /

c1

Zc2  ˛op=21=2

6 N4 c1

V p=21 p=2 min .P /

dV; (12.31)

for some positive constant N4 where we used that  ˛op minfN2 ; N3 g > 2.

630

12 Simultaneous external and internal stabilization: input-additive case

Case 2: ( dV < 0). dt Obviously a worst-case disturbance signal d wants to maximize Zt2 .kxkp   kd kp /dt; t1

while V is decreasing from c2 to c1 . For d D 0, the term is positive, and it is obvious that it is unfavorable for d to make kxkp   kd kp 6 0 for any given time. We define min .Q/ ; D .1 C K/max .P / where K is a function of V that should be such that (12.21) is satisfied. One K satisfying (12.21) is given by Lemma 12.54 in “Appendix”, KD

" max . dQ N5 d" / ; 2 " min .P /k.sI  A C BB 0 P /1 kH min . dQ 2 d" /

for some positive constant N5 which can be chosen such that additionally K > 2 for all V . Since d will not make kxkp   kd kp negative, we find that kd k 6  1=p kxk 6

 1=p V 1=2 1=2 min .P /

:

We consider two cases. If jvi j <

1=2 1=2 min .P /V ; 2m 1=p

(12.32)

then V 1=2 1=2 min .P / kd k 2m 1=p  V: 6 2m

vi Œsat .vi C ˛vi C di /  sat .vi / 6

On the other hand, if (12.32) is not satisfied, then, for vi .di C ˛vi / < 0, we find that vi Œsat .vi C ˛vi C di /  sat .vi / 6 vi .di C ˛vi / 6 jvi j

 1=p V 1=2 1=2

min .P /

 ˛vi2

12.2 Simultaneous stabilization in a global framework: continuous time

" 6

631

# ˛ 1=2 1=2 V min .P / jvi j;  2m 1=p 1=2 min .P /

 1=p V 1=2

which is negative for ˛oo large enough, while for vi .di C ˛vi / > 0, we get vi Œsat .vi C ˛vi C di /  sat .vi / 6 0: Therefore, we can strengthen the argument used in the proof of the previous theorem to obtain, instead of (12.23), dV  6  V: dt 2

(12.33)

We have Zt2 Zc1 V p=2 dV p p : .kxk   kd k /dt 6 VT p=2 min .P /

t1

c2

Note that since c2 > c1 , we have, dV is negative, and hence, when combined with (12.33), it is obvious (where we use 1 C K < 2K) that there exists a negative constant N6 such that Zt2 Zc2 p p .kxk   kd k /dt 6 N6 t1

c1



V p=2 p=2C1

min

max .P / .P / min.Q/

" max . dQ / V 1 d" dV: 2 dQ 0 1 " k.sI  A C BB P / kH2 min . d" /

(12.34)

Conclusion of Case 1 and Case 2. Therefore, if we consider a trajectory on the interval Œt1 ; t3  where we first have dV dV dt > 0 while moving from V D c1 to V D c2 and then dt < 0 while moving from V D c2 back to V D c1 , then we have Zt3 Zc2 V p=21 p p .kxk   kd k /dt 6 N4  ˛op=21=2 p=2 dV min .P /

t1

c1

Zc1 C

N6 c2

V p=21 p=2C1

min 

max .P / .P / min .Q/

" max . dQ / 1 d" dV 2 dQ 0 1 k.sI  A C BB P / kH2 min . d"" /

632

12 Simultaneous external and internal stabilization: input-additive case

using (12.31) and (12.34). The righthand side is negative if for all "  ˛op=21=2 > N7

" max . dQ 1 max .P / d" / 2 " min .Q/min .P / k.sI  A C BB 0 P /1 kH min . dQ / 2 d"

for a suitable constant N7 which given our choice for ˛o will always be satisfied if  ˛oo is large enough. Given the fact that Zt3 .kxkp   kd kp /dt (12.35) t1

is always negative for any trajectory first moving up from c1 to c2 and then down from c2 to c1 can be used together with the fact that we rely on pointwise bounds that only rely on the value of V .x/ and not on x can be used to show that any trajectory which starts in c1 and ends in c1 will also yield that (12.35) is negative. This is related to the classical theory of dissipative systems (see, e.g., the overview article [185]). In particular, we obtain Z1 .kxkp   kd kp /dt 6 0 0

since we know that any d 2 Lp yields a x 2 Lp where we use that the previous theorem guarantees that the system is Lp stable. Moreover, we can achieve this for any  > 0, and hence, we can make the Lp gain arbitrarily small.

Remark 12.10 Theorems 12.5 and 12.9 pronounce that the achievable Lp gain can be rendered arbitrarily small, that is, as small as required. That is, we can achieve almost disturbance decoupling (ADDP) under the standard Assumptions 12.1 and 12.2. In the previous chapter, Sect. 11.2 defines the notion of simultaneous Lp stabilization with arbitrary initial conditions with finite gain and with bias and global asymptotic stabilization. Proofs of Theorems 12.5 and 12.9 lead to the achievability of such a stabilization as the following theorem states: Theorem 12.11 Consider the system ˙ c of (12.1a) while using state feedback. Also, consider the control law ˙con W u D .1 C ˛a .x//B 0 P"a .x/ x;

12.2 Simultaneous stabilization in a global framework: continuous time

633

with "a defined by (12.2) and ˛a defined by (12.3) with ˛o as in (12.4). Then, under Assumptions 12.1 and 12.2, the controller ˙con defined above achieves simultaneous Lp stabilization with arbitrary initial conditions with finite gain and with bias and global asymptotic stabilization (see Problem 11.5). Moreover, one can tune the adaptive-high-gain parameter to render the Lp -gain arbitrarily small. Proof : From the standard comparison principle, (12.23) in the proof of Theorem 12.7 immediately yields that there exist a  > 0 and a function bzp W Rn ! RC such that kxk 6 p kd k C bzp .x0 /: Lp

Lp

Define a class K function bp as bp .r/ D sup bzp .x0 /: kx0 kDr

We have kxkLp 6 p kd kLp C bp .kx0 k/:

12.2.2 Measurement feedback Our primary focus so far has been in constructing state feedback controllers. That is, we assumed so far that the complete state of the given system is available for feedback, and it is not corrupted with any disturbance signal. Once a state feedback controller is constructed, one often tries to construct a measurement feedback controller having an observer-based architecture. Accordingly, we construct here such measurement feedback controllers. By doing so, we solve here two problems both without finite gain, namely, (1) simultaneous global Lp stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, as formulated in Problem 11.1, and (2) global Lp stabilization with arbitrary initial conditions and without finite gain and bias and global asymptotic stabilization, as formulated in Problem 11.4. The development of a controller for both these problems is essentially the same. As such, we do not explicitly refer to initial conditions in our development. The corresponding finite gain problems are still open as they require complex high-gain observer. Consider a traditional observer for the continuous-time system ˙ c given in (12.1a), xyT D Ay x C B.u/ C K.y  C xy/; where the gain K is such that AKC is Hurwitz stable. Also, consider a dynamic system, !T D .A C BF /! C K.y  C xy/;

634

12 Simultaneous external and internal stabilization: input-additive case

where the gain F is such that A C BF is Hurwitz stable. Also, let P" be the solution of the CARE, A0 P" C P" A  P" BB 0 P" C Q" D 0;

(12.36)

where for " 2 Œ0; 1, Q" > 0;

lim Q" D 0;

"!0

dQ" d"

> 0:

Let z D xy  !. Choose u D B 0 P"a .z/ z C F ! where "a .z/ is determined by "a .z/ D maxfr 2 .0; 1 j z 0 Pr z trace Pr 6

2 g; 4kBB 0 k

(12.37)

and P"a .z/ is the solution of the CARE (12.36) with " replaced by "a .z/. The above discussion leads to the dynamic observer-based controller as 8 T ˆ x C B.u/ C K.y  C xy/ < xy D Ay (12.38) !T D .A C BF /! C K.y  C xy/ ˆ : 0 u D B P"a .z/ z C F !; where K and F are such that A  KC and A C BF are Hurwitz stable, and z D xy  !. We have the following theorem: Theorem 12.12 Consider the system ˙ c given in (12.1a). Let Assumptions 12.1, 12.2, and 12.3 be valid; also let  be the standard saturation function as in Definition 2.19. Then, the nonlinear dynamic measurement feedback controller (12.38) solves the following two problems: (i) Simultaneous global Lp stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, as defined by Problem 11.1 (the .Gp =G/ problem) (ii) Simultaneous global Lp stabilization with arbitrary initial conditions and without finite gain and bias and global asymptotic stabilization, as defined by Problem 11.4

Proof : Define e D x  xy. The closed-loop system in terms of e, z, and ! is given by 8  eT D .A  KC /e C B .B 0 P"a .z/ z C F ! C d / ˆ ˆ  ˆ <  .B 0 P z C F !/ "a .z/

ˆ zT D Az C B.B 0 P"a .z/ z C F !/  BF ! ˆ ˆ : !T D .A C BF /! C KC e:

12.2 Simultaneous stabilization in a global framework: continuous time

635

In the absence of d , the above becomes 8 ˆ < eT D .A  KC /e zT D Az C B.B 0 P"a .z/ z C F !/  BF ! ˆ : !T D .A C BF /! C KC e: Clearly, the origin is locally exponentially stable. To see global attractivity, we note that e ! 0 and ! ! 0 as time tends to infinity due to the fact that both A C BF and A  KC are Hurwitz stable. Then, there exists a T such that kF !.t/k 6  2 for all t > T . This and the adaptation law (12.37) together imply that the saturation will be inactive for all t > T . Since  is a standard saturation function, then the z dynamics becomes zT D Az  BB 0 P"a .z/ z which is globally attractive. This concludes global asymptotic stability. In the presence of d , for a standard saturation function, we have k.u C d /  .u/k 6 kd k: Therefore, d 2 Lp implies that ..u C d /  .u// 2 Lp . Since A  KC and A C BF are both Hurwitz stable, it follows that e 2 Lp , ! 2 Lp , and ! ! 0. for all t > T . Therefore, Then, as before, there exists a T such that kF !.t/k 6  2 as before, we can conclude that the saturation is inactive for all t > T , and hence, z dynamics becomes zT D Az  BB 0 P"a .z/ z: This system is known to be globally asymptotically stable and locally exponentially stable. Hence, z 2 Lp and x D e C xy D .e C z C !/ 2 Lp . This completes the proof.

Remark 12.13 As Theorem 12.12 clearly indicates, a 2n-dimensional dynamic adaptive-low-gain feedback controller can solve simultaneous global Lp stabilization without finite gain and global asymptotic stabilization irrespective of the nature of initial conditions. This is remarkable especially when we note that to solve the same problems by a static state feedback controller, one needs an adaptive low-and-high-gain feedback controller.

A similar result as in Theorem 12.12, however, with finite gain is challenging and is an open research problem.

636

12 Simultaneous external and internal stabilization: input-additive case

12.3 Simultaneous stabilization in a global framework: discrete time In this section, we consider discrete-time linear systems subject to actuator saturation when the disturbance is additive to the control input and design appropriate controllers for such systems in order to solve simultaneous global external and global internal stabilization. As such, this section is a counterpart of Sect. 12.2 that considers continuous-time systems. To be specific, we consider here the first four problems, namely, (i) Simultaneous global `p stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, as defined by Problem 11.1 (the .Gp =G/ problem) (ii) Simultaneous global `p stabilization with fixed initial conditions with finite gain and with zero bias and global asymptotic stabilization, as defined by Problem 11.2 (the .Gp =G/ problem) (iii) Simultaneous global `p stabilization with arbitrary initial conditions and without finite gain and bias and global asymptotic stabilization, as defined by Problem 11.4 (iv) Simultaneous global `p stabilization with arbitrary initial conditions and with finite gain and bias and global asymptotic stabilization, as defined by Problem 11.5 We consider both state feedback and measurement feedback controllers one in each separate subsection.

12.3.1 State feedback We first consider state feedback controllers based on the work of [198]. Under Assumptions 12.1 and 12.2, the system (12.1b) can be transformed into the form, ! ! ! ! xs .k/ As 0 Bs xs .k C 1/ .u.k/ C d.k//; (12.39) D C xu .k C 1/ 0 Au xu .k/ Bu where As is Schur stable, Au has all its eigenvalues on the unit circle, and .Au ; Bu / is controllable. Suppose .Gp =G/ and/or .Gp =G/fg of the xu dynamics can be achieved by a feedback controller u D f .xu /. If Bu has full column rank, it is straightforward to show that u D f .xu / also achieves .Gp =G/ and/or .Gp =G/fg of the overall system (see below). However, it takes some effort to reach the same conclusion in the general case. We show this in Appendix 12.B under a generic assumption on controller structure. Therefore, without loss of generality, the following assumption is made throughout this section:

12.3 Simultaneous stabilization in a global framework: discrete time

Assumption 12.14

637

(i) .A; B/ is controllable.

(ii) A has all its eigenvalues on the unit circle. Controller design As in the previous section, the controller design in this section is based on the classical low-gain and low-and-high-gain feedback design methodologies and their adapted or scheduled versions. As discussed earlier, the low-gain feedback can be constructed using different approaches such as direct eigenstructure assignment and H2 and H1 ARE based methods. However, in this section, we choose a recently developed parametric Lyapunov equation method [215, 216] to build the low-gain feedback because of its special properties. As will become clear later on, it greatly simplifies the expressions for our controllers and the subsequent analysis. As we said often, the low-gain feedback does not allow complete utilization of our control capacities. On the other hand, the low-and-high-gain feedback does so. The low-and-high-gain feedback is composed of a low-gain and a high-gain feedback. As in the continuous-time case, the solvability of simultaneous global external and internal stabilization problems critically rely on a proper choice of high gain. At first, we recall the low-gain feedback design and then propose a new high-gain design methodology well suited to discrete-time systems. Low-gain state feedback In this subsection, we review the low-gain feedback design methodology recently introduced in [215, 216] which is based on the solution of a parametric Lyapunov equation. Five key properties of the parametric Lyapunov equation are summarized in the next lemma, where the first three properties are adopted from [216].

Lemma 12.15 Assume that .A; B/ is controllable and A has all its eigenvalues on the unit circle. For any " 2 .0; 1/, the parametric ARE, .1  "/P" D A0 P" A  A0 P" B.I C B 0 P" B/1 B 0 P" A;

(12.40)

has a unique positive definite solution P" D W"1 where W" is the solution for W of 1 W  AWA0 D BB 0 : 1" Moreover, the following properties hold: (i) Ac ."/ D A  B.I C B 0 P" B/1 B 0 P" A is Schur stable for any " 2 .0; 1/. (ii)

dP" d"

> 0 for any " 2 .0; 1/.

(iii) lim P" D 0. "#0

638

12 Simultaneous external and internal stabilization: input-additive case

(iv) There exists an " such that for any " 2 .0; " , 1



kŒP"2 AP"

1 2

k6

p 2:

(v) Let " be given by Property (iv). There exists a M" such that kB

0P

"

"B

k 6 M"

for all " 2 .0; " .

Proof : The existence of the positive definite solution P" D W"1 and Properties (i), (ii) and (iii) were shown in [216]. Regarding Property (iv), multiplying by P"1=2 on both sides of (12.40) gives 1

1

V"0 ŒI  P"2 B.I C B 0 P" B/1 B 0 P"2 V" D .1  "/I; 1=2

1=2

where V" D P" AP" for any " 2 .0; " ,

. Since P" ! 0 as " ! 0, there exists an " such that 1

1

I  P"2 B.I C B 0 P" B/1 B 0 P"2 > 12 I: Hence, V"0 V" < 2I; or equivalently kV" k 6

p 2:

It remains to show Property (v). Note that W" is a rational matrix in ", and thus, P" is a rational matrix in ". Property (iii) implies that P D "Px" where Px" is rational in " and Px" is bounded for " 2 .0; " . This clearly implies that there exists a M" such that Property (v) holds. This concludes the proof of Lemma 12.15. We define the low-gain state feedback which is a family of parameterized state feedback laws given by uL .x/ D FL x D .I C B 0 P" B/1 B 0 P" Ax;

(12.41)

where P" is the solution of (12.40). Here, as usual, " is called the low-gain parameter. From the properties given by Lemma 12.15, it can be seen that the magnitude of the control input can be made arbitrarily small by choosing " sufficiently small so that the input never saturates for any, a priori given, set of initial conditions.

12.3 Simultaneous stabilization in a global framework: discrete time

639

Low-and-high-gain feedback: We proceed now to design a low-and-high-gain state feedback which is composed of a low-gain state feedback and a high-gain state feedback as uLH .x/ D FLH x D FL x C FH x;

(12.42)

where FL x is given by (12.41). The high-gain feedback is of the form FH x D ˛FL x; where ˛, as before, is called the high-gain parameter. For continuous-time systems and for semi-global stabilization, the high-gain parameter ˛ can be any positive real number in principle. However, this is not the case for discrete-time systems. In order to preserve local asymptotic stability, this high gain has to be bounded at least near the origin. The existing results in literature on the choice of high-gain parameter for discrete-time system are really sparse. To the best of our knowledge, the only available result is in [84, 85] where the high-gain parameter is a nonlinear function of x. This nonlinear high gain always yields a control smaller than  in magnitude, which lacks the capability of dealing with disturbances. Furthermore, to solve the global external and internal stabilization problem, we need to schedule the high-gain parameter with respect to x. Moreover, this nonlinear high-gain parameter is also not suitable for adaptation since it will make the analysis extremely complicated. Instead, we need a constant high-gain parameter so that the controller (12.42) remains linear. A suitable choice of such a high-gain parameter satisfies i h (12.43) ˛ 2 0; kB 0 P2" Bk ; where P" is the solution of parametric Lyapunov equation (12.40). The following lemma justifies the above selection of the high-gain parameter by considering the local stabilization of system (12.1b) over a given compact set X: Lemma 12.16 Consider the system (12.1b) satisfying Assumption 12.14. Let P" be the solution of (12.40). For any a priori given compact set X, there exists an " such that for any " 2 Œ0; "  and ˛ satisfying (12.43), the origin of the interconnection of (12.1b) with the low-and-high-gain feedback uLH D .1 C ˛/.I C B 0 P" B/1 B 0 P" Ax is locally asymptotically stable with domain of attraction containing X.

Proof : Let c be such that c D sup

"2.0;"  x2X

x 0 P" x;

640

12 Simultaneous external and internal stabilization: input-additive case

where " is given by property (iv) in Lemma 12.15. Define a Lyapunov function V .x/ D x 0 P" x and a level set V.c/ D fx j V .x/ 6 cg. We have X  Vc . From Lemma 12.15, there exists an "1 6 " such that for any " 2 .0; "1  and x 2 Vc , k.I C B 0 P" B/1 B 0 P" Axk 6 : Define  D kB 0 P" Bk. We evaluate V .k C 1/  V .k/ along the trajectories as V .k C 1/  V .k/ D  "V .k/  .uLH /0 .uLH / C Œ.uLH /  uL 0 .I C B 0 PB/Œ.uLH /  uL  6  "V .k/  .uLH /0 .uLH / C .1 C /Œ.uLH /  uL 0 Œ.uLH /  uL / D  "V .k/ 

1C 2  kuL k

1C 2  uL k ;

C k.uLH / 

where we abbreviated uLH .k/ and uL .k/ by uLH and uL , respectively. Since kuL k 6  and ˛ satisfies (12.43), we have kuL k 6 k.uLH /k 6 .1 C 2 /kuL k: This implies that k.uLH / 

1C uL k 

6

1 kuL k; 

and thus, k.uLH / 

1C 2  uL k



2 1  kuL k

6 0:

Combining the above, we get for any x.k/ 2 V.c/, V .k C 1/  V .k/ 6 "V .k/: We conclude local asymptotic stability of the origin with a domain of attraction containing X.

Remark 12.17 We would like to explain the role played by the high-gain parameter ˛ in the controller design. For semi-global asymptotic stabilization, the domain of attraction is basically determined by the low-gain parameter " provided that ˛ lies in a proper range. When ˛ is too large, stabilization is not possible. This is different from continuous-time systems for which the high-gain parameter ˛ does not have any impact on internal stability. But like continuous-time systems, ˛ plays a dominant role in issues other than internal stability such as external stabilization, robust stabilization, and disturbance rejection.

12.3 Simultaneous stabilization in a global framework: discrete time

641

Scheduling of the low-gain parameter In the semi-global framework, with controller (12.41), the domain of attraction of the closed-loop system is determined by the low-gain parameter ". In order to solve the global stabilization problem, this " can be adapted with respect to the state. For discrete-time systems, this has been done in the literature; see, for instance, [48]. An adaptive low-gain feedback controller for global stabilization is given by uL .x/ D F".x/ x D .B 0 P".x/ B C I /1 B 0 P".x/ Ax;

(12.44)

where P".x/ is the solution of (12.40) with " replaced by ".x/. The adapted parameter ".x/ should satisfy the following properties which are slight modifications of those we used in continuous-time case: (i) "a .x/ 2 C 1 : (ii) "a .x/ D 1 for all x in an open neighborhood of the origin. (iii) For any x 2 Rn , we have k.I C B 0 P"a .x/ B/1 B 0 P"a .x/ Axk1 6 : (iv) "a .x/ ! 0 as kxk1 ! 1. (v) f x 2 Rn j x 0 P"a .x/ x 6 c g is a bounded set for all c > 0. (vi) For any x1 ; x2 2 Rn , x10 P"a .x1 / x1 6 x20 P"a .x2 / x2 implies that "a .x1 / > "a .x2 /. A particular choice of scheduling satisfying the above conditions is given in [48], o n 2 ; (12.45) "a .x/ D max r 2 .0; "  j .x 0 Pr x/ trace Pr 6 2kBB 0k where " 2 .0; 1/ is any a priori given constant, while Pr is the unique positive definite solution of parametric Lyapunov equation (12.40) with " D r. We should note that in this section, we rely on a key technical bound (12.61) whose proof explicitly relies on (12.45). Note that the adaptive-low-gain controller (12.44) with (12.45) satisfies k.B 0 P"a .x/ B C I /1 B 0 P"a .x/ Axk 6 :

642

12 Simultaneous external and internal stabilization: input-additive case

To see this, observe that k.B 0 P"a .x/ B C I /1 B 0 P"a .x/ Axk2 6kB 0 P"a .x/ Axk2 6kB 0 P"1=2 k2 kP"1=2 AP"1=2 k2 kP"1=2 xk2 a .x/ a .x/ a .x/ a .x/ 62kBB 0 kkP"a .x/ kx 0 P"a .x/ x

.where we use Property (iv) of Lemma 12.15/ 62 : Scheduling of high-gain parameter As emphasized earlier, the high-gain parameter plays a crucial role in dealing with external inputs/disturbances. In order to solve the simultaneous external and internal stabilization problems for continuous-time systems, different methods for scheduling the high-gain parameter have been developed earlier in this chapter and in the literature [48, 67, 126]. Unfortunately, none of them carry over to the discrete-time case because the high gain has to be restricted near the origin. In this subsection, we introduce a new scheduling of the high-gain parameter with which we shall solve the .Gp =G/ and .Gp =G/fg problems, as formulated in the previous chapter (Sect. 11.2). Our scheduling depends on the specific control objective. If one is not interested in finite gain, the following adaptive high gain suffices to solve .Gp =G/ problem: ˛0 .x/ D

1 : kB 0 P"a .x/ Bk

(12.46)

Clearly, this high gain satisfies the constraint (12.43) mentioned earlier. We observe that this high-gain parameter is radially unbounded. However, if we further pursue finite gain `p stabilization, the rate of growth of ˛.x/ with respect to kxk as given in (12.46) is not sufficient for us. The scheduled high-gain parameter must rise quickly enough to overwhelm any disturbances in `p before the state is steered so large that it actually prevents finite gain. Therefore, we shall introduce a different scheduling of high-gain parameter. In order to do so, we need the following lemma: Lemma 12.18 Assume that 2p > 1. For any > 1, there exists a ˇ > 0 such that .u C v/p 6 up C up C ˇv p

(12.47)

for all u; v > 0. Proof : The lemma is a known result for p > 1; see, for instance, [151]. For p 2 Π12 ; 1/, we have 2p > 1 and then

12.3 Simultaneous stabilization in a global framework: discrete time

643

p p p . u C v/2p 6 . u C v/2p 6 u2p C u2p C ˇv 2p ; where we use the lemma with p replaced by 2p which is the known case. We proceed now to present a scheduled high-gain parameter. Let " and M" be given by Lemma 12.15 and let P  be the solution of (12.40) with " D " . The adapted high-gain parameter is then given by ( ˛0 .x/ D kB 0 P"1 .x/ Bk ; x 0 P"a .x/x 6 c a (12.48) ˛a .x/ D 8˛1 .x/ ; otherwise "a .x/min P "a .x/

with ˛1 .x/ D where

max P"a .x/ ˛2 .x/; min P"1 .x/

8 1 ˆ ˆ ˆ ˆ ˆ < 2 ˛2 .x/ D ˆ ˆ ˆ4  ˛p ˇ."a .x// ˆ ˆ : 1 1 "1 .x/

(12.49)

pD1 32=p p=2

C 15

; p 2 Œ1; 1/;

4.1CL"1 .x/ /

and where ˛p is a positive constant to be determined later and c, "1 .x/, and Ls are given by c D 2 maxf4M" ; 4.1 C kB 0 P  Bk/g; n "1 .x/ D max r 2 .0; "  j x 0 Pr x trace Pr 6 Ls D

2 2kBB 0 k

(12.50)

o ;

trace P  min Ps :

Finally, in order to define ˇ."/ > 1, we first define ."/ satisfying ip=2 ip=2 h h " " 1  4.1CL 6 .1 C ."// 1  < 1: / 2.1CL / " " Next, we choose ˇ."/ > 1 such that Lemma 12.18 holds for D ."/. In other words, ˇ."/ is such that for a given p > 1=2, " and ."/, .u C v/p 6 .1 C ."//up C ˇ."/v p for all u > 0; v > 0. We are now ready to solve the simultaneous external and internal stabilization problems, as formulated in the previous chapter (Sect. 11.2). We first study the simultaneous stabilization without finite gain, as formulated in Problems 11.1 and 11.4. Then we will solve Problems 11.2 and 11.5 which seek finite gain. The theorem given below solves the global `p stabilization with arbitrary initial conditions and without finite gain, as formulated in Problem 11.4.

644

12 Simultaneous external and internal stabilization: input-additive case

Theorem 12.19 Consider the system ˙ d of (12.1b) satisfying Assumption 12.14. For any p 2 Œ1; 1, the `p stabilization with arbitrary initial conditions and without finite gain, as formulated in Problem 11.4, can be solved by the adaptivelow-gain and high-gain controller, u D .1 C ˛0 .x//.I C B 0 P"a .x/ B/1 B 0 P"a .x/ Ax;

(12.51)

where P"a .x/ is the solution of (12.40), "a .x/ is determined by the scheduling (12.45), and ˛0 .x/ is determined by (12.46). Theorem 12.19 immediately yields the following result: Corollary 12.20 Consider a system ˙ d of the form (12.1b) satisfying Assumption 12.14. For any p 2 Œ1; 1, the .GP =G/, as formulated in Problem 11.1, can be solved by the same adaptive-low-gain and high-gain controller as given in (12.51).

Proof of Theorem 12.19 : In this proof, we denote "a .x.k//, ˛0 .x.k//, and P"a .x.k// by "a .k/, ˛0 .k/, and P .k/, respectively. This abbreviation should not cause any notational confusions. Define v.k/ D .I C B 0 P .k/B/1 B 0 P .k/Ax.k/; u.k/ D v.k/ C ˛0 .k/v.k/; .k/ D kB 0 P .k/Bk: We have shown that (12.45) implies that kv.k/k1 < . We proceed now to show global asymptotic stability. In the absence of d , we can evaluate the increment of V .k/ along the trajectory as V .k C 1/  V .k/ D x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/  "a .k/V .k/  k.u.k//k2 C Œ.u.k//  v.k/0 .I C B 0 P .k/B/Œ.u.k//  v.k/ 6 x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/  "a .k/V .k/  k.u.k//k2 C .1 C .k//Œ.u.k//  v.k/0 Œ.u.k//  v.k/ D x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/  "a .k/V .k/ 

1C.k/ 2 .k/ kv.k/k

C .k/k.u.k// 

1C.k/ 2 .k/ v.k/k :

As noted before, kv.k/k 6  for all k > 0, and therefore, kv.k/k 6 k.u.k//k 6 .1 C

1 .k/ /kv.k/k:

12.3 Simultaneous stabilization in a global framework: discrete time

645

This implies that k.u.k// 

1C.k/ .k/ v.k/k

6

1 .k/ kv.k/k;

and thus, .k/k.u.k// 

1C.k/ v.k/k2 .k/



1C.k/ kv.k/k2 .k/

6 kv.k/k2 :

Finally, we get V .k C1/V .k/ 6 "a .k/V .k/Cx.k C1/0 ŒP .k C1/P .k/x.k C1/: (12.52) Our scheduling (12.45) implies that V .k C 1/  V .k/ and x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/ cannot have the same sign. To see this, assume that V .k C 1/ > V .k/ and P .k C 1/ > P .k/:

(12.53)

This implies that "a .k/ < " . If V .k/ trace P .k/ <

2 ; 2kBB 0 k

then (12.45) implies that "a .k/ D " , which yields a contradiction. If V .k/ trace.P .k// D

2 ; 2kBB 0 k

then V .k C 1/ trace P .k C 1/ >

2 2kBB 0 k

since by assumption (12.53). But this is impossible by our scheduling (12.45). A similar argument can be used to establish that V .k C 1/  V .k/ < 0 and P .k C 1/  P .k/ < 0 cannot happen simultaneously either. Using this property, (12.52) then implies that for all x ¤ 0, V .k C 1/  V .k/ < 0: This concludes the global asymptotic stability. What remains is to show `p stability. Similar to our earlier development, we have V .k C 1/  V .k/ 6  x.k C 1/0 ŒP .k/  P .k C 1/x.k C 1/  "a .k/V .k/ 

1 kv.k/k2 .k/

C .k/k.u.k/ C d.k// 

1C.k/ 2 .k/ v.k/k :

646

12 Simultaneous external and internal stabilization: input-additive case

Let di .k/, vi .k/, and ui .k/ denote the i th element of d.k/, v.k/, and u.k/, respectively. 1 If jdi .k/j 6 .k/ jvi .k/j, recalling that jvi .k/j 6 , we have jvi .k/j 6 j sat .ui .k/ C di .k//j 6 .1 C

2 .k/ /jvi .k/j:

Hence, .k/j sat .ui .k/ C di .k//  If jdi .k/j > 

1 jv .k/j, .k/ i

2 1 .k/ jvi .k/j

1C.k/ vi .k/j2 .k/



1 jv .k/j2 .k/ i

6 0:

we have 1C.k/ 2 .k/ vi .k/j .k//di .k/2 C .k/jdi .k/j2

C .k/j sat .ui .k/ C di .k// 

6 .k/ Œ.1 C .k//di .k/ C di .k/ C .1 C 6 a.k/jdi .k/j2 ;

where a D .2 C 3/2 C 1,  D kB 0 P  Bk, and P  is the solution of (12.40) with " D " . Therefore, we conclude that V .k C 1/  V .k/ 6 x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/  "a .k/V .k/ C a.k/kd.k/k2 : (12.54) Note that this implies that V .k C 1/  V .k/ 6 maxf"a .k/V .k/ C a.k/kd.k/k2 ; 0g

(12.55)

since V .k C 1/  V .k/ and x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/ cannot have the same sign. Let us first address the case of p D 1. We will show that there exists a c1 such that V .k/ 6 c1 for all k > 0 with V .0/ D 0. If kd.k/k2 ; (12.56) V .k/ > a ".k/ a .k/ we have V .k C 1/  V .k/ 6 0:

(12.57)

Property (v) of Lemma 12.15 then yields that there exists a M" independent of k and d such that V .k/ > aM" kd k21 implies that (12.56) is satisfied and therefore V .k C 1/  V .k/ 6 0. On the other hand, if (12.56) is not satisfied, we have V .k C 1/  V .k/ 6 a.k/kd.k/k2 6 a kd k21 : We conclude that V .k/ 6 V .0/ C aM" kd k21 C a kd k21 :

(12.58)

12.3 Simultaneous stabilization in a global framework: discrete time

647

Property (v) of our scheduling therefore implies that x.k/ is bounded for all k > 0. This shows `1 stability of the closed-loop system with arbitrary initial conditions. We proceed now with the case of p 2 Œ1; 1/. First of all, due to the fact that kd k1 6 kd kp , (12.58) implies that V .k/ is bounded for all k > 0. Hence, by our scheduling, there exists an "0 such that "a .k/ > "0 for all k > 0. Next, we consider two possible cases: Case 1: For V .k C 1/  V .k/ > 0, (12.55) implies that V .k C 1/  V .k/ 6 "a .k/V .k/ C a.k/kd.k/k2 :

(12.59)

Case 2: For V .k C 1/  V .k/ 6 0, our scheduling implies that x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/ > 0: But this implies that "a .k/ 6 "a .k C 1/ 6 " , and thus, V .k C 1/ trace P .k C 1/ 6 V .k/ trace P .k/: Hence, ŒV .k C 1/  V .k/ trace P .k C 1/ 6 V .k/ traceŒP .k C 1/  P .k/: Then we have jx.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/j

(12.60) 2

6 j trace.P .k C 1/  P .k//j  kx.k C 1/k trace.P .k C 1//  jV .k C 1/  V .k/j  kx.k C 1/k2 6 V .k/ V .k C 1/ trace.P .k C 1//  jV .k C 1/  V .k/j 6 V .k/min P .k C 1/ trace.P  /  jV .k C 1/  V .k/j 6 min P .k/ 6 L.k/  jV .k C 1/  V .k/j; where L.k/ D

trace.P  / . min .P .k//

(12.61)

We have

V .k C 1/  V .k/ 6

"a .k/ V .k/ 1CL.k/

C a.k/kd.k/k2 :

(12.62)

Given "a .k/ 2 Œ"0 ; "  for all k > 0, (12.59) in case 1 and (12.62) in case 2 ensure that "0 V .k/ C a kd.k/k2 ; V .k C 1/  V .k/ 6  1CL 

(12.63)

/ where L D trace.P and P0 is the solution of (12.40) with " D "0 . Also, "0 < 1 min P0 implies that "0 =.1 C L/ < 1.

648

12 Simultaneous external and internal stabilization: input-additive case

Applying Lemma 12.18 with such that .1 C /.1 

"0 p=2 / 1CL

< 1;

we find that there exists a ˇ such that V .k C 1/p=2 6 .1 C /.1  This yields h 1  .1 C /.1 

"0 p=2 / 1CL

i

"0 p=2 / V .k/p=2 1CL

C ˇ.a /p=2 kd.k/kp :

kV p=2 k1 6 ˇ.a /p=2 kd kpp C V .0/p=2 :

Since "a .k/ > "0 for all k, kxkpp 6 6

kV p=2 k1 .min P0 /p=2  p=2 hˇ.a / i kd kp " p .min P0 /p=2 1.1C/.1 0 /p=2 1CL

C

p=2

h V .0/ i; " .min P0 /p=2 1.1C/.1 0 /p=2 1CL

(12.64)

we conclude that d 2 `p implies that x 2 `p for any x.0/ 2 Rn . This concludes the proof of Theorem 12.19. We observe from (12.58) and (12.64) that as kd kp and x.0/ become larger, the "0 becomes smaller, and the `p gain becomes larger. In order to pursue finite gain `p stabilization, it is necessary to modify the high-gain parameter. We first consider the case p D 1. Theorem 12.21 Consider the system ˙ d of (12.1b) satisfying Assumption 12.14. For p D 1, `p stabilization with arbitrary initial conditions with finite gain and with bias, as formulated in Problem 11.5, can be achieved by the adaptive-lowgain and high-gain controller, u D .1 C ˛a .x//.I C B 0 P"a .x/ B/1 B 0 P"a .x/ Ax;

(12.65)

where P"a .x/ is the solution of (12.40) with " D "a .x/, "a .x/ is determined adaptively by (12.45), and ˛a .x/ is determined by (12.48) and (12.49). Theorem 12.21 readily yields the following corollary: Corollary 12.22 Consider a system ˙ d of the form (12.1b) which satisfies Assumption 12.14. For p D 1, the .Gp =G/fg , as formulated in Problem 11.2, can be solved by the same adaptive-low-gain and high-gain controller as given in (12.65).

12.3 Simultaneous stabilization in a global framework: discrete time

649

Proof of Theorem 12.21 : For simplicity, we denote P"a .x.k// and P"1 .x.k// , respectively, by P .k/ and P1 .k/ whenever this does not cause any notational confusions. Define v.k/ D .I C B 0 P .k/B/1 B 0 P .k/Ax.k/; u.k/ D v.k/ C ˛a .k/v.k/: We have already shown that the controller (12.65) along with (12.45) satisfies kvk1 < . Define a Lyapunov function V .k/ D x.k/0 P .k/x.k/ and a set V.c/ D f x j V .x/ 6 c g with c defined by (12.50). Owing to Property (v) of Lemma 12.15, it is easy to verify that for x.k/ 2 V.c/c , the following inequality holds: "a .k/V .k/ > 4"a .k/M" 2 > 8kB 0 P .k/Bk2 :

(12.66)

In the absence of d , we can evaluate the increment of V along the trajectory as V .k C 1/  V .k/ D x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/  "a .k/V .k/  2v.k/0 Œ.u.k//  v.k/ C Œ.u.k//  v.k/0 B 0 P .k/B Œ.u.k//  v.k/ : Also, kv.k/k 6  implies that 2v.k/0 Œ.u.k//  v.k/ 6 0 for any ˛a .k/ > 0. Using this property, we find that for x.k/ 2 V.c/c , V .k C 1/  V .k/ 6 x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/  "a .k/V .k/  2v.k/0 Œ.u.k//  v.k/ C 4kB 0 P .k/Bk2 6 x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/ 

"a .k/ V .k/: 2

The last inequality is owing to (12.66). If x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/ < 0;

(12.67)

the last inequality implies that V .k C 1/  V .k/ < 0. But we have argued earlier that (12.67) and V .k C 1/  V .k/ < 0 cannot happen simultaneously by our scheduling (12.45). Therefore, x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/ > 0. From the proof of Theorem 12.19, x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/ 6 L.k/ŒV .k/  V .k C 1/: Hence, for x.k/ 2 V.c/c , "a .k/ V .k/: V .k C 1/  V .k/ <  2.1CL.k//

650

12 Simultaneous external and internal stabilization: input-additive case

The trajectory will enter V.c/ within finite time. However, for x.k/ 2 V.c/, we have already proved in the proof of Theorem 12.19 that V .k C 1/  V .k/ < 0 since in V.c/, ˛a .k/ D ˛0 .k/. This proves global asymptotic stability of the origin. We proceed now to show `1 stability with arbitrary initial conditions with V .k/ in finite gain with bias. In order to do so, we first find an upper bound of min P .k/ terms of kd k1 and then conclude `1 stability by observing that V kxk21 6 k min P k1 :

To this end, we note that the case V .k C 1/  V .k/ 6 0 is not interesting since it is equivalent with V .kC1/ min P .kC1/



V .k/ min P .k/

60

due to the fact that V .k C 1/ 6 V .k/ implies min P .k C 1/ > min P .k/. ThereV .k/ fore, it will not affect the upper bound of min P .k/ . In view of this, we only consider the case V .k C 1/  V .k/ > 0 throughout the rest of the proof. Suppose V .k C 1/  V .k/ > 0, scheduling (12.45) implies that x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/ 6 0: By construction, kv.k/k 6 . We get V .k C 1/V .k/ 6 "a .k/V .k/  2v.k/0 Œ.u.k/ C d.k//  v.k/ C 4kB 0 P  Bk2 6 4.1 C kB 0 P  Bk/2 : Since c > 4.1 C kB 0 P  Bk/2 , we have V .k C 1/  V .k/ 6 c:

(12.68)

The above inequality holds for any x.k/ 2 Rn . Since different high gains are applied in different regions, we have two possible cases: Case 1: x.k/ 2 V.c/c . Then (12.68) implies that V .k C 1/ 6 2V .k/. But this implies that "1 .k/ 6 "a .k C 1/ and P1 .k/ 6 P .k C 1/. Let vi .k/ and di .k/ denote the i th element of v.k/ and d.k/. If jdi .k/j < ˛a .k/jvi .k/j, then vi .k/ Œsat .vi .k/ C ˛a .k/vi .k/ C di .k//  vi .k/ 6 0:

12.3 Simultaneous stabilization in a global framework: discrete time

651

If jdi .k/j 6 j˛a .k/vi .k/j, we have  vi .k/ Œsat .vi .k/ C ˛a .k/vi .k/ C di .k//  vi .k/ D vi .k/ Œsat .vi .k/ C ˛a .k/vi .k/ C di .k//  .vi .k// jdi .k/j ˛a .k/

6 D

 j2di .k/j

.k/2

2di ˛a .k/

:

In summary, we find that 2v.k/0 Œ.u.k/ C d.k//  v.k/ 6

4kd.k/k2 ˛a .k/ :

This yields V .k C 1/  V .k/ 6 

"a .k/ 2 V .k/

 2v.k/0 Œ.u.k/ C d.k//  v.k/

6

"a .k/ V .k/ 2

C 4 kd.k/k ˛a .k/

6

"a .k/min P .k/ .kx.k/k2 2

2



kd.k/k2 ˛1 .k/ /:

Clearly, V .k C 1/  V .k/ > 0 requires that kx.k/k2 6

kd.k/k2 ˛1 .k/ :

Then V .kC1/ min P .kC1/

6

2V .k/ min P1 .k/

6

2max P .k/ 2 min P1 .k/ kx.k/k

D 2˛1 kx.k/k2 6 2kd.k/k2 : (12.69) Case 2: x.k/ 2 V.c/. We have ˛a .k/ D ˛0 .k/ and hence the same controller as in Theorem 12.19. In the proof of Theorem 12.19, the following two properties have already been shown: (i) If V .k/ > aM" kd.k/k2 , we have V .k C 1/  V .k/ 6 0. (ii) V .k C 1/  V .k/ 6 a kd.k/k2 . We can immediately draw the conclusion that for V .k C 1/  V .k/ > 0 and x.k/ 2 V.c/, V .k C 1/ 6 .aM" C a /kd.k/k2 : On the other hand, (12.68) and the fact V .k/ 6 c imply that V .k C 1/ 6 2c. But this implies that there exists a 1 independent of d such that V .kC1/ min P .kC1/

6

aM" Ca kd k21 : 1

(12.70)

652

12 Simultaneous external and internal stabilization: input-additive case

V .k/ In summary, whenever V .k/ or, equivalently, min is increasing, we have eiP .k/ ther (12.70) or (12.69) holds depending on x.k/ 2 V.c/ or not. Therefore, V k min P k1 6

V .0/ min P .0/

C maxf2;

aM" Ca gkd k1 : 1

V k , we have Using the fact that kxk21 6 k min P 1

kxk1 6

q q V .0/ V k min k 6 1 P min P .0/

p q aM  Ca " C maxf 2; gkd k1 : (12.71) 1

q V .0/ Note that min is clearly a class K function of kx.0/k. The finite gain `1 P .0/ stability of closed-loop system with arbitrary initial conditions and bias follows.

In Theorem 12.21, we only need to consider the case that V .x.k// is increasing. However, this does not work when the external input d is in `p with p 2 Œ1; 1/. The decay rate of V .x.k// when V .x.k// is decreasing definitely has an impact on the `p norm of x. Therefore, we have to consider both cases and obtain bounds on kxkp in terms of kd kp . As will be seen in the next theorem, it requires even more complicated high-gain design and involved analysis.

Theorem 12.23 Consider the system ˙ d of (12.1b) satisfying Assumption 12.14. For any p 2 Œ1; 1/, the `p stabilization with arbitrary initial conditions with finite gain with bias problem, as formulated in Problem 11.5, can be solved by the adaptive-low-gain and high-gain controller, u D .1 C ˛a .x//.I C B 0 P"a .x/ B/1 B 0 P"a .x/ Ax;

(12.72)

where P"a .x/ is the solution of (12.40) with " D "a .x/, "a .x/ is determined adaptively by (12.45), and ˛a .x/ is determined by (12.48), (12.49) with ˛p sufficiently large. Theorem 12.23 also produces as a special case the solution to .Gp =G/fg . This is stated in the following corollary:

Corollary 12.24 Consider a system ˙ d of the form (12.1b) satisfying Assumption 12.14. For any p 2 Œ1; 1/, the .Gp =G/fg , as formulated in Problem 11.2, can be solved by the adaptive-low-gain and high-gain controller as given in (12.72).

12.3 Simultaneous stabilization in a global framework: discrete time

653

Proof of Theorem 12.23 : For simplicity, we denote "a .x.k//; "1 .x.k//; ˛1 .x.k//; ˛a .x.k//; and ˇ."a .x.k/// by "a .k/, "1 .k/, ˛1 .k/, ˛a .k/, and ˇ.k/, respectively, and we denote P"a .x.k// , P"1 .x.k// , and L"1 .x.k// , respectively, by P .k/, P1 .k/, and L1 .k/. This does not cause any notational confusions. Define v.k/ D .I C B 0 P .k/B/1 B 0 P .k/Ax.k/ u.k/ D v.k/ C ˛f .k/v.k/: We have already shown that v.k/ along with (12.45) satisfies kvk1 < . Define a Lyapunov function V .k/ D x.k/0 P .k/x.k/ and a set V.c/ D fx j V .x/ 6 cg; where c is as defined in (12.50). As in the proof of Theorem 12.21, for x 2 V.c/c , the following inequality holds: "a .k/V .k/ > 4"a .k/M" 2 > 8kB 0 P .k/Bk2 :

(12.73)

Using exactly the same argument as used in Theorem 12.21, we conclude the global asymptotic stability of the origin of the closed-loop system. It remains to prove global `p stability with finite gain. The proof proceeds in several steps: Step 1. Define a function .s/ D .min Ps /p=2

h

s p=2  1 1

"s 4.1CLs /

ip=2 ;

where "s is a function of s as given by "s D maxfr 2 Œ0; "  j skPr k 6

2 2kBB 0 k g; 

/ and Ps is the solution of (12.40) with " D "s , Ls D trace.P . Note that, if s is min Ps strictly increasing then, by the property of our scheduling, "s is decreasing, and hence, min Ps is decreasing, and Ls is increasing. This implies that .s/ is strictly increasing and is a class K function. Define "

 p=2 # " 1 1 4.1CL / .min   p=2  ; "2c .min P2c /p=2 1 1 4.1CL / P  /p=2

D

2c

654

12 Simultaneous external and internal stabilization: input-additive case

where P  is the solution of (12.40) with " D " and L D

trace.P  / : min P 

Since c is given, "2c , P2c , L2c , and are fixed constants. Choose n p=2 o

: ˛p > max 1 C ; min P  We have ˛a .k/ > 1 for any x.k/. In what follows, for k1 ; k2 2 ZC such that k1 6 k2 , we denote by k1 ; k2 the set of integers fk1 ; k1 C 1; : : : ; k2 g. We can always divide the whole time horizon into a sequence of successive intervals fIi gi >1 with Ii D ki ; ki C1  1 such that for each Ii , one of the following cases holds: (i) For any k 2 Ii , x.k/ 2 V.2c/c and V .k C 1/  V .k/ > 0. (ii) For any k 2 Ii , x.k/ 2 V.2c/c and V .k C 1/  V .k/ 6 0. (iii) For any k 2 Ii , x.k/ 2 V.2c/ with ki C1 < 1. (iv) For any k 2 Ii , x.k/ 2 V.2c/ with ki C1 D 1. Step 2. For case (i), since V .k C1/V .k/ > 0, the adaptation (12.45) implies that x.k C 1/0 ŒP .k C 1/  P .k/ x.k C 1/ 6 0. As in the proof of Theorem 12.21, we find h i 2 : V .k C 1/  V .k/ 6  "a .k/2min P .k/ kx.k/k2  kd.k/k ˛1 .k/ Then, V .k C 1/  V .k/ > 0 implies that kd.k/k2 > ˛1 .k/kx.k/k2 > kx.k/k2

(12.74)

since ˛1 .k/ > 1 by construction. Furthermore, we have already shown that for all x.k/, V .k C 1/  V .k/ 6 c. Hence, V .k C 1/ 6 2V .k/: From the definition of "1 .k/ and L1 .k/, this implies that "1 .k/ 6 "a .k C 1/; L1 .k/ > L.k C 1/; and min P ."1 .k// 6 min P ."a .k C 1//: (12.75) Consider specifically k D ki C1  1. We have kd.ki C1  1/kp  kx.ki C1  1/kp  > ˛1 .ki C1  1/p=2  1 kx.ki C1  1/kp

12.3 Simultaneous stabilization in a global framework: discrete time

> >

655

˛p max P .ki C1 1/p=2 kx.ki C1 1/kp "  p=2 # "1 .ki C1 1/ min P1 .ki C1 1/p=2 1 1 4.1CL1 .ki C1 1// ˛p V .ki C1 1/p=2 "  p=2 # ".ki C1 1/ min P .ki C1 1/p=2 1 1 4.1CL.k 1// i C1

>

.1C/V .ki C1 /p=2 "  p=2 # ; ".ki C1 / p=2 1 1 min P .ki C1 / 4.1CL.ki C1 //

where we use (12.75), ˛p > 1 C , and V .ki C1  1/ > V .ki C1 / in the derivation of the last inequality. We get kd.ki C1  1/kp > kx.ki C1  1/kp C .1 C /.V .ki C1 //:

(12.76)

Then (12.74) and (12.76) yield ki C1 1

X

ki C1 1

X

kx.k/kp 6

kDki

kd.k/kp  .1 C /.V .ki C1 //:

kDki

Step 3. For case (ii), the following relationship has been established in the proof of Theorem 12.19: 0 6 x.k C 1/0 ŒP .k C 1/  P .k//x.k C 1/ 6 L.k/.V .k/  V .k C 1//; where L.k/ D

trace.P  / . min P .k/

Therefore,

"a .k/ V .k C 1/  V .k/ 6  2.1CL.k// V .k/ C "a .k/ 6  2.1CL.k// V .k/ C

"a .k/min P .k/ kd.k/k2 ˛1 .k/.1CL.k// min P .k/ 2 ˛1 .k/ kd.k/k ;

and hence, h V .k C 1/ 6 1 

"a .k/ 2.1CL.k//

i

V .k/ C

min P .k/ 2 ˛1 .k/ kd.k/k :

Since V .k/ is decreasing, we have min P .k C 1/ > min P .k/, and i h V .kC1/ "a .k/ V .k/ 1 2 min P .kC1/ 6 1  2.1CL.k// min P .k/ C ˛1 .k/ kd.k/k : By definition of ˇ.k/, 

V .kC1/ min P .kC1/

p=2

h 6 1

"a .k/ 4.1CL.k//

ip=2 

V .k/ min P .k/

p=2

p

C ˇ.k/ ˛kd.k/k : .k/p=2 1

656

12 Simultaneous external and internal stabilization: input-additive case

Using standard comparison principle, we get for k > ki , 

V .k/ min P .k/

p=2

6

k h Y

".j / 4.1CL.j //

1

j Dki

C

k1 X

0 @

j Dki

h Since V .k/ is decreasing, 1  

V .k/ min P .k/

p=2

6

h

1 C

k1 Yh

1

"a .k/ 4.1CL.k//

h

V .ki / min P .ki /

".s/ 4.1CL.s//

p=2

ip=2

1 A

sDj

"a .ki / 4.1CL.ki //

k1 X

ip=2 

1

ˇ.j / kd.j /kp : ˛1 .j /p=2

ip=2 is decreasing. Hence,

ip=2 kki 

".j / 4.1CL.j //

V .ki / min P .ki /

p=2

ip=2 k1j

j Dki

ˇ.j / kd.j /kp : ˛1 .j /p=2

We have ki C1 1 

X

V .k/ min P .k/

p=2

6

kDki

1  p=2 "a .ki / 1 1 4.1CL.k // i ki C1 2

C

X

j Dki



V .ki / min P .ki /

p=2

ˇ.j / kd.j /kp :  p=2 ˛1 .j /p=2 ".j / 1 1 4.1CL.j //

By definition, for any x.k/, "1 .k/ 6 "a .k/ and L1 .k/ > L.k/; and from (12.49), ˛1 .j /p=2 >

ˇ.j /  p=2 "1 .j / 1 1 4.1CL .j // 1

>

ˇ.j /  p=2 : ".j / 1 1 4.1CL.j //

We conclude that ki C1 1

X

ki C1 1

kx.k/k 6 p

kDki

X

kd.j /kp C .V .ki //:

kDki

Note that .V .ki // is increasing. Therefore, .V .ki // > .V .ki C1 //. We can rewrite the above inequality as ki C1 1

X

kDki

ki C1 1 p

kx.k/k

6

X

kDki

kd.j /kp C .1 C /.V .ki //  .V .ki C1 //:

12.3 Simultaneous stabilization in a global framework: discrete time

657

Step 4. For case (iii) and (iv), if x.k/ 2 V.c/, from (12.59) and (12.62), we have "a .k/ V .k C 1/  V .k/ 6  1CL.k/ V .k/ C a kd.k/k2 :

If x.k/ 2 V.c/c \ V.2c/ and V .k C 1/  V .k/ > 0, then x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/ 6 0: We obtain V .k C 1/  V .k/ 6 

"a .k/ V .k/ 2

 2v.k/0 Œ.u.k/ C d.k//  v.k/

6

"a .k/ 2 V .k/

C 4 kd.k/k ˛a .k/

6

"a .k/ V .k/ 2

C 4kd.k/k2 :

2

If x.k/ 2 V.c/c \ V.2c/ and V .k C 1/  V .k/ 6 0, then x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/ 6 L.k/.V .k/  V .k C 1//: This yields 2

"a .k/ kd.k/k V .k C 1/  V .k/ 6  2.1CL.k// V .k/ C 4 ˛a .k/.1CL.k// "a .k/ 6  2.1CL.k// V .k/ C 4kd.k/k2 :

Hence, there exists a  D maxf4; a g such that for all x.k/ 2 V.2c/, we have "a .k/ V .k C 1/  V .k/ 6  2.1CL.k// V .k/ C kd.k/k2 :

Note that our adaptation (12.45) and the fact that V .x/  2c imply that "a .k/ > "2c for k D ki ; : : : ; ki C1  1, and hence, "a .k/ "2c  2.1CL.k// 6  2.1CL ; 2c /

min P .k/ > min P2c :

Choose 2c such that h

1

"2c 4.1CL2c /

ip=2

h 6 .1 C 2c / 1 

"2c 2.1CL2c /

ip=2 < 1:

Applying Lemma 12.18, there exists a ˇ2c independent of d and k such that h V .k C 1/p=2 6 1 

"2c 4.1CL2c /

ip=2

V .k/p=2 C ˇ2c  p=2 kd.k/kp :

Using the same comparison principle as used in case (ii), we can find a constant 1 solely dependent on ˇ2c and  such that ki C1 1

X

kDki

ki C1 1 p

kx.k/k 6

X

kDki

V .k/p=2 .min P2c /p=2

658

12 Simultaneous external and internal stabilization: input-additive case ki C1 2

6 1

X

p=2 V .ki / "2c .min P2c /p=2 1 1 4.1CL

kd.k/kp C

ki C1 2

6 1

p=2 

2c /

kDki

X

p=2 i/ "V .k 

kd.k/kp C

.min P .ki //p=2 1 1

kDki

"a .ki / 4.1CL.ki //

p=2 #

ki C1 2

6 1

X

kd.k/kp C .V .ki //:

kDki

For case (iii) where ki C1 < 1, consider specifically k D ki C1  1. Since the states are leaving V.2c/, we have V .ki C1 /  V .ki C1  1/ > 0. Moreover, we have argued that the increment of V .k/ for any x.k/ is at most c. This implies that x.ki C1  1/ 2 V.c/c \ V.2c/. Following the same argument as used in case (i), we have kd.ki C1  1/kp > kx.ki C1  1/kp C .1 C /.V .ki C1//: Finally, we conclude for k 2 ki ; ki C1  1, ki C1 1

X

ki C1 1

kx.k/k 6 1 p

kDki

X

kd.k/kp C .V .ki //  .1 C /.V .ki C1 //:

kDki

For case (iv) where ki C1 D 1, we only have ki C1

X

ki C1

kx.k/kp 6 1

kDki

X

kd.k/kp C .V .ki //:

kDki

Step 5. In summary of previous steps, we find the following results:  If Ii belongs to case (i) , ki C1 1

X

ki C1 1

X

kx.k/kp 6

ki

kd.k/kp  .1 C /.V .ki C1 //:

kDki

 If Ii belongs to case (ii), ki C1 1

X

ki C1 1

kx.k/kp 6

kDki

X

kd.j /kp C .1 C /.V .ki //  .V .ki C1 //:

kDki

 If Ii belongs to case (iii), ki C1 1

X

kDki

ki C1 1

kx.k/kp 6 1

X

kDki

kd.k/kp C .V .ki //  .1 C /.V .ki C1//:

12.3 Simultaneous stabilization in a global framework: discrete time

659

 If Ii belongs to case (iv), ki C1

X

ki C1

kx.k/k 6 1 p

kDki

X

kd.k/kp C .V .ki //:

kDki

Note that if Ii belongs to cases (i), (iii), and (iv), we have either i D 1 or Ii 1 belongs to cases (i), (ii) or (iii). Then the positive term .V .ki // of Ii can always be canceled by the corresponding negative term of Ii 1 for i > 1. Similarly, if Ii belongs to case (ii), we have either i D 1 or Ii 1 belongs to case (i) or (iii). The positive term .1 C /.V .ki // can also be canceled by the negative term of Ii 1 for i > 1. In conclusion, we find that for any x.0/ and k, k X

k X

kx.k/kp 6 maxf1; 1 g

kD0

kd.k/kp C .1 C /.V .0//:

kD0

This completes the proof.

12.3.2 Measurement feedback Our primary focus so far has been in constructing state feedback controllers. As usual, once a state feedback controller is constructed, we can construct a measurement feedback controller having an observer-based architecture. By doing so, we solve here two problems both without finite gain, namely, (1) simultaneous global `p stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, as formulated in Problem 11.1, and (2) global `p stabilization with arbitrary initial conditions and without finite gain and bias and global asymptotic stabilization, as formulated in Problem 11.4. As in the continuous time, studied in Sect. 12.2.2, our development here for both of the above problems is essentially the same. As such, we do not explicitly refer to initial conditions in our development. The corresponding finite gain problems are still open as they require complex high-gain observer. Consider a standard observer for the discrete-time system ˙ d given in (12.1b), y x D Ay x C B.u/ C K.y  C xy/; where the gain K is such that A  KC is Schur stable. Also, consider a dynamic system, ! D .A C BF /! C K.y  C xy/; where the gain F is such that A C BF is Schur stable. Next, let P" be the solution of the DARE, P" D A0 P" A  AP" B.I C B 0 P" B/1 B 0 P" A C Q" ;

(12.77)

660

12 Simultaneous external and internal stabilization: input-additive case

where for " 2 Œ0; 1, Q" > 0;

lim Q" D 0;

"!0

dQ" d"

> 0:

Let z D xy  !. Choose u D .I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F ! where "a .z/ is determined by "a .z/ D maxfr 2 .0; 1 j z 0 Pr z trace B 0 Pr Bk 6

2 8 g

(12.78)

and P"a .z/ is the solution of the DARE (12.77) with " replaced by "a .z/. The above discussion leads to the dynamic observer-based controller as 8 ˆ x D Ay x C B.u/ C K.y  C xy/ < y (12.79) ! D .A C BF /! C K.y  C xy/ ˆ : u D .I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F !; where K and F are such that AKC and ACBF are Schur stable, and z D xy !. We have the following theorem: Theorem 12.25 Consider the discrete-time system ˙ d given in (12.1b). Let Assumptions 12.1, 12.2, and 12.3 be valid, also let  be the standard saturation function as in Definition 2.19. Then, the nonlinear dynamic measurement feedback controller (12.79) solves the following two problems: (i) Simultaneous global `p stabilization with fixed initial conditions and without finite gain and global asymptotic stabilization, as defined by Problem 11.1 (the .Gp =G/ problem) (ii) Simultaneous global `p stabilization with arbitrary initial conditions and without finite gain and bias and global asymptotic stabilization, as defined by Problem 11.4.

Proof : Define e D x  xy. The closed-loop system in terms of e, z, and ! is given by 8  e D .A  KC /e C B ..I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F ! C d / ˆ ˆ  ˆ < ..I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F !/ ˆ z D Az C B..I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F !/  BF ! ˆ ˆ : ! D .A C BF /! C KC e: In the absence of d , the above becomes 8 ˆ < e D .A  KC /e z D Az C B..I C B 0 P".z/ B/1 B 0 P".z/ Az C F !/  BF ! ˆ : ! D .A C BF /! C KC e:

12.4 ISS stabilization with state feedback: continuous time

661

Clearly, the origin is locally exponentially stable. To see global attractivity, we note that e ! 0 and ! ! 0 as time tends to infinity due to the fact that both ACBF and AKC are Schur stable. Then, there exists a N such that kF !.k/k 6  for all k > N . This and the adaptation law (12.78) together imply that the 2 saturation will be inactive for all k > N (see also (4.244) and the inequalities below it). Since  is a standard saturation function, the z dynamics then becomes z D Az  B.I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az which is globally attractive. This concludes global asymptotic stability. In the presence of d , for a standard saturation function, we have k.u C d /  .u/k 6 kd k: Therefore, d 2 `p implies that ..u C d /  .u// 2 `p . Since A  KC and A C BF are both Schur stable, it follows that e 2 `p , ! 2 `p and ! ! 0. Then, for all k > N . Therefore, as as before, there exists a N such that kF !.k/k 6  2 before, we can conclude that the saturation is inactive for all k > N , and hence, z dynamics becomes z D Az  B.I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az: This system is known to be globally asymptotically stable and locally exponentially stable. Hence, z 2 `p and x D e C xy D .e C z C !/ 2 `p . This completes the proof.

Remark 12.26 As Theorem 12.25 clearly indicates, a 2n-dimensional dynamic adaptive-low-gain feedback controller can solve simultaneous global `p stabilization without finite gain and global asymptotic stabilization irrespective of the nature of initial conditions. As in the continuous-time case, this is remarkable especially when we note that to solve the same problems by a static state feedback controller, one needs an adaptive-low-and-high-gain feedback controller. A similar result as in Theorem 12.25, however, with finite gain is challenging and is an open research problem as in the case of continuous-time systems.

12.4 ISS stabilization with state feedback: continuous time In a global framework, a recent notion, for a combined notion of external and internal stability, is global input-to-state stability (ISS) defined earlier in Sects. 2.8 and (11.2). The following theorem states that the same controller defined in Theorem 12.11 achieves ISS stability:

662

12 Simultaneous external and internal stabilization: input-additive case

Theorem 12.27 Consider the system ˙ c of (12.1a) while using state feedback. Also, consider the controller ˙con defined in Theorem 12.11. Then, under Assumptions 12.1 and 12.2, this controller ˙con also solves the global ISS stabilization problem.

Proof : Regarding ISS, Theorem 12.5 has shown that if x0 satisfies V .x0 / 6

2 ˛o min .P"a /kd k1 ;

we have V .x.t// 6

2  .P"a /kd k1 ˛o min

(12.80)

for all t > 0. We next consider the case when the initial condition is such that V .x0 / >

2 ˛o min .P"a /gkd k1 :

(12.81)

2  .P"a /gkd k1 ˛o min

(12.82)

We note that V .x/ >

implies VT < 0; we find that if x0 is such that (12.81) is satisfied, then V .x.t// 6 V .x0 / for all t > 0. Since VT .x/ < 0 for any x such that (12.82) is satisfied, there exists an " .x0 / such that "a > " .x0 / for all t > 0. Next, we define  by .c/ D inf

inf

k k6c "a 2Œ" . /;1

min Q"a max P"a

:

We know  is nonincreasing. Then VT 6

min Q"a max P"a

.V C

6 .kx0 k/.V C

2 2 ˛o min .P"a /kd k1 / 2 2 ˛o min .P"a /kd k1 /

C x0

P "a dt

C x0

P "a dt

x x:

Since V .x/ 6 V .x0 / for all t > 0, "a is bounded away from zero. We have proved that there exists a constant k." .x0 // > 0 such that jx 0 Moreover, x 0 K as

dP"a dt

dP"a dt

xj 6 k." .x0 //jVT j:

x and VT cannot have the same signs. Define a class K function K.c/ D sup k." . //: k k6c

Therefore, we have .kx0 k/ VT 6  1CK.kx .V  0 k/

2  .P"a /kd k2 /: ˛o min

12.4 ISS stabilization with state feedback: continuous time

663

It follows from the standard comparison principle that V .x.t// 6 V .x0 /e



.kx0 k/ t 1CK.kx0 k/

C

2  .P"a / ˛o min

sup kd./k2 :

(12.83)

2Œ0;t 

From (12.80) and (12.80), we conclude that for any x0 2 Rn , V .x.t// 6 V .x0 /e

.kx0 k/  1CK.kx t 0 k/

C

2 2 ˛o min .P"a /kd k1 ;

(12.84)

that is, kx.t/k2 6

V .x0 / min P"a

e

.kx0 k/  1CK.kx t 0 k/

C

2 2 ˛o kd k1 :

Note that  is nonincreasing and K is a class K function. We can define a class KL function as r .kx k/ ˇ.kx0 k; t/ D

0 supkxk6kx0 k V .x/  2.1CK.kx t 0 k// : infkxk6kx0 k min .P" .x/ / e

We have that when trajectories are such that f x j V .x/ >

2  .P"a /kd k21 ˛o min

then kx.t/k 6 ˇ.kx0 k; t/ C

q

g;

2 2 ˛o kd k1 :

However, when trajectories enter and remain in f x j V .x/ 6

2  .P"a /kd k1 ˛o min

we obviously have kx.t/k 6

q

g;

2 2 ˛o kd k1 :

We conclude that for any initial condition x0 2 Rn , we have q kx.t/k 6 ˇ.kx0 k; t/ C ˛2o kd k1 :

(12.85)

This completes the proof.

Remark 12.28 As we discussed in an earlier chapter in Sect. 2.8, the notion of ISS makes an attempt to marry both the notions of internal stability and the L1 stability or `1 stability. In fact, as pointed out in Remark 2.68, when the input d is identically zero, the ISS implies the global asymptotic stability of the zero equilibrium point. In this sense, ISS is indeed a simultaneous stabilization concept.

664

12 Simultaneous external and internal stabilization: input-additive case

12.5 ISS stabilization with state feedback: discrete time The following theorem states that the same controller defined in Theorem 12.23 achieves ISS stability: Theorem 12.29 Consider the system ˙ d of (12.1b) while using state feedback. Let Assumption 12.14 hold. Also, consider the same controller used in Theorem 12.21, namely, u D .1 C ˛a .x//.I C B 0 P"a .x/ B/1 B 0 P"a .x/ Ax; where P"a .x/ is the solution of (12.40) and where ( ˛a .x/ D

˛0 .x/ D

1 kB 0 P"a .x/ Bk ; 8˛1 .x/ "a .x/min P"a .x/ ;

x 0 P"a .x/x 6 c otherwise

(12.86)

with ˛1 .x/ D

max P"a .x/ : min P"1 .x/

Here, c, "1 .x/ are given by c D 2 maxf4M" ; 4.1 C kB 0 P  Bk/g; "1 .x/ D maxfr 2 .0; "  j x 0 Pr x  trace Pr 6

2 2kBB 0 k g;

where P  is the solution of (12.40) when " takes the value " . Then, this controller solves the global ISS stabilization problem. We have already proven in Theorem 12.21 that whenever V .k C 1/  V .k/ > 0 or equivalently, V .kC1/ min P .kC1/



V .k/ min P .k/

> 0;

we have V .kC1/ min P .kC1/





6 maxf2; aM Ca gkd k21 : 1

The definitions of a and M  are the same as in Theorems 12.19 and 12.23. Also, 1 is such that min P > 1 for x 2 V.c/ where the set V.c/ is also the same as in these theorems.

12.5 ISS stabilization with state feedback: discrete time

665

This implies that kx.k/k2 6

V .k/ min P .k/

6 max

n

aM Ca V .0/ ; maxf2; "1 gkd k21 min P .0/

o ;

8k > 0: (12.87)

If we can show that when V .k/ min P .k/ V .k/ min P .k/

> 2 maxf2;

aM" Ca gkd k21 ; 1

can be bounded by a class KL function ˇ.kx.0/k; k/, then we shall have

kx.k/k2 6 Note that if

V .k/ min P .k/

V .0/ min P .0/

kx.k/k2 6

6 ˇ.kx.0/k; k/ C 2 maxf2;

6 2 maxf2;

V .k/ min P .k/

aM" Ca gkd k21 , 1

6 2 maxf2;

aM" Ca gkd k21 : 1

(12.87) implies that

aM" Ca gkd k21 ; 1

8k > 0:

(12.88)

In what follows, we only consider the case V .0/ min P .0/

> 2 maxf2;

aM" Ca gkd k21 : 1

In this case, we have kx.k/k2 6

V .k/ min P .k/

6

V .0/ min P .0/

for any k > 0. This implies that "a .k/ > ".0/ for all k > 0. We also have V .k C 1/  V .k/ 6 0 until V .k/ min P .k/

6 maxf2;

aM" Ca gkd k21 : 1

Then we have two cases: 1. Let x.k/ 2 V.c/c . From the proof of Theorem 12.21, we have V .k C 1/  V .k/ 2

6

"a .k/ 2 V .k/

0 C 4 kd.k/k ˛a .k/ C x.k C 1/ ŒP .k C 1/  P .k/x.k C 1/

6

"a .k/ 4 V .k/



"a .k/min P .k/ V .k/ . min 4 P .k/ 0

2

 2 kd.k/k ˛1 .k/ /

C x.k C 1/ ŒP .k C 1/  P .k/x.k C 1/: Note that ˛1 .k/ > 1 for all k. When V .k/ min P .k/

> 2 maxf2;

aM" Ca gkd k1 ; 1

666

12 Simultaneous external and internal stabilization: input-additive case

we have V .k/ min P .k/

2

 2 kd.k/k > 0; ˛1 .k/

and V .k C 1/  V .k/ 6  "a4.k/ V .k/ C x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/: We have also shown in the proof of Theorem 12.19 that x.k C 1/0 ŒP .k C 1/ P .k/x.k C 1/ and V .k C 1/  V .k/ cannot have the same signs and that when V .k C 1/  V .k/ 6 0, jx.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/j 6 L.k/  jV .k C 1/  V .k/j; where L.k/ D

trace.P  / min .P .k// .

Hence,

V .k C 1/  V .k/ 6

"a .k/ 4.1CL.k// V .k/:

Given "a .k/ 2 Œ".0/; "  for all k > 0, we get ".0/ V .k C 1/  V .k/ 6  4.1CL.0// V .k/;

where L.0/ D

trace.P  / min P .0/ .

(12.89)

Also, ".0/ < 1 implies that ".0/=.1 C L.0// < 1.

2. Let x.k/ 2 V.c/. In that case, ˛a D ˛0 , and we have proven in Theorem 12.19 that V .k C 1/  V .k/ 6  "a .k/V .k/Ca.k/kd.k/k2 Cx.kC1/0 ŒP .kC1/P .k/x.kC1/ 6  "a2.k/ V .k/ 

"a .k/ .V .k/ 2

 a 2.k/ kd k21 / "a .k/

C x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/: Note that for x.k/ 2 V.c/, min P .k/ > 1 , and hence, aM  1

kd k21

V .k/ min P .k/

>

implies that V .k/ > aM  kd k21 > a ".k/ kd k21 : a .k/

The last inequality is due to Lemma 12.15. Therefore, we get V .k C 1/  V .k/ 6  "a2.k/ V .k/ C x.k C 1/0 ŒP .k C 1/  P .k/x.k C 1/; and since "a .k/ > ".0/ for all k > 0, similar to the previous case, we get ".0/ V .k C 1/  V .k/ 6  2.1CL.0// V .k/:

(12.90)

12.6 Achieving .Gp =G/ and .Gp =G/fg with a linear control law

Combining (12.89) and (12.90), if we have

V .0/ min P .0/

> 2 maxf2;

667 aM" Ca gkd k21 , 1

".0/ k 4.1CL.0// / V .0/

V .k/ 6 .1  until V .k/ min P .0/

6 2 maxf2;

aM" Ca gkd k21 : 1

" for all k > 0 in this case. Hence, Note that "a .k/ > x kx.k/k 6 .1 

".0/ V .0/ /k min : 4.1CL.0// P .0/

(12.91)

Let us summarize the results up to this point. (i) When

V .0/ min P .0/

6 2 maxf2;

aM" Ca gkd k21 , 1

we have (12.88).

(ii) When

V .0/ min P .0/

> 2 maxf2;

aM" Ca gkd k21 , 1

we have (12.91).

Therefore, we have kx.k/k2 6 .1 

".0/ V .0/ /k min 4.1CL/ P .0/

C 2 maxf2;

aM" Ca gkd k21 : 1

This concludes ISS of the closed-loop system.

12.6 Achieving .Gp =G/ and .Gp =G/fg with a linear control law So far, we considered general linear systems subject to actuator saturation which are asymptotically null controllable with bounded control (ANCBC), that is, we considered linear systems which, in the absence of saturation, have all their openloop poles in the closed left-half plane besides being stabilizable. Global internal stabilization of such systems in general requires nonlinear feedback control laws. Consequently, simultaneous external and internal stabilization of such systems requires necessarily nonlinear feedback control laws as well. This brings forth an important question: For what class of linear systems can a saturated linear feedback control law achieve simultaneous global internal stability as well as external stability?

12.6.1 .Gp =G/fg problem with state feedback for neutrally stable systems: continuous time We answer next the above question for continuous-time neutrally stable systems. In particular, we show here that, for neutrally stable linear systems, a saturated

668

12 Simultaneous external and internal stabilization: input-additive case

linear feedback control law can achieve simultaneous global internal stability as well as external stability. Moreover, this can be done for any fixed initial conditions including the origin. If the given system ˙ c in (12.1a) is open-loop neutrally stable and .A; B/ is stabilizable, then in a suitable basis, we have ! ! Ac 0 Bc AD ; BD (12.92) 0 As Bs where Ac satisfies Ac C A0c D 0, As is asymptotically stable, and .Ac ; Bc / is controllable. For the moment. without much loss of generality, we ignore the asymptotically stable subsystem and assume that the system satisfies the condition A C A0 D 0 and that .A; B/ is controllable. We first need to recall a result of [154]. Consider a nonlinear system, xT D f .x; u/;

(12.93)

where x 2 Rn and u 2 Rm . The following definitions and results are extracted from [154]: Definition 12.30 A continuous function V W Rn ! R>0 is called an ISS Lyapunov function for system (12.93) if the following hold: (i) There exist a class K1 function, ˛1 , and ˛2 such that ˛1 .k k/ 6 V . / 6 ˛2 .k k/;

8 2 Rn :

(ii) There exist a class K1 function, ˛3 , and z such that VT . ; u/ 6 ˛3 .k k/ C z .kk/ for all 2 Rn and  2 Rm .

Remark 12.31 Note that (i) is equivalent to the condition that V .0/ D 0 and that V is a radially unbounded, positive definite function.

Lemma 12.32 System (12.93) is ISS if it admits a smooth ISS Lyapunov function. We have the following theorem whose proof is adapted from [151] and [89]:

12.6 Achieving .Gp =G/ and .Gp =G/fg with a linear control law

669

Theorem 12.33 Consider the system, xT D Ax C B.u C d /;

x.0/ D x0 ;

(12.94)

where .A; B/ is controllable and A C A0 D 0. Also, consider the control law u D  B 0 x. Then, the following hold: (i) For a given p 2 Œ1; 1 and for > 0, the closed-loop system comprising of (12.94) and the control law u D  B 0 x is Lp stable with arbitrary initial conditions with finite gain and with bias, as defined in Definition 2.63. (ii) For > 0, the closed-loop system comprising of (12.94) and the control law u D  B 0 x is input-to-state stable (ISS) as defined in Definition 2.65. Proof : Proof of global internal stability follows from Sect. 4.6.1. Choose V1 D kxkpC1 . Differentiating along the trajectories yields pC1 VT1 D kxkp1 x 0 B. B 0 x  d / 6 kxkp1 .B 0 x  d /0 . B 0 x  d / C kxkp1 kd k : Let P be the solution of Lyapunov equation P .A  BB 0 / C .A  BB 0 /0 P D I: Define V2 D

1 .x 0 P x/p=2 . p

There exist ˛ and ˇ such that

VT2 6 .x 0 P x/.p2/=2 x 0 P Œ.A  BB 0 /x C B. B 0 x  . B 0 x C d // 6 ˛kxkp C ˇkxkp1 k B 0 x  d  . B 0 x  d /k C ˇkxkp1 kd k 6 ˛kxkp C ˇkxkp1 . B 0 x  d /0 . B 0 x  d / C ˇkxkp1 kd k: Define V D ˇ V1 C V2 . We get VT 6 ˛kxkp C 2ˇkxkp1 kd k: From Young’s inequality, there exists a p such that 2ˇkxkp1 kd k 6 ˛2 kxkp C p kd kp : Therefore, we have VT 6  ˛2 kxkp C p kd kp : This implies that p kxkL 6 ˛2 .V .0/  V .1// C p

6 ˛2 V .0/ C

2p p ˛ kd kLp ;

2p p kd kL ˛ p

(12.95)

670

12 Simultaneous external and internal stabilization: input-additive case

that is, kxkLp 6 . ˛2 V .0//1=p C .

2p 1=p / kd kLp : ˛

Define a class K function bp as bp .c/ D sup . ˛2 V .x0 //1=p ; kx0 k6c

and a p as p D .

2p 1=p : ˛ /

Finally, we conclude that kxkLp 6 bp .kx0 k/ C p kd kLp : Note that this Lp gain p is independent of controller gain . Note that (10.58) for p D 1 immediately yields ˛ VT .t/ 6  V 1=2 .t/ C 1 kd.t/k: 2 Hence, if V 1=2 .0/ 6

41 kd k1 ; ˛

V 1=2 .t/ 6

41 kd k1 ˛

then

for all t > 0. On the other hand, if V 1=2 .t/ >

41 kd k1 ; ˛

then we have ˛ VT 6  V 1=2 ; 4 and therefore, there exists a class KL function ˇz such that z .0/; t/: V .t/ 6 ˇ.V This implies that there exists a class KL function ˇ such that kx.t/k 6 ˇ.kx0 k; t/ C p kd k1 ; which, by definition, guarantees ISS.

(12.96)

12.6 Achieving .Gp =G/ and .Gp =G/fg with a linear control law

671

12.6.2 .Gp =G/fg problem with state feedback for neutrally stable systems: discrete time We consider now discrete-time neutrally stable systems and show that a saturated linear feedback control law can achieve simultaneous global internal stability as well as external stability. Moreover, this can be done for any fixed initial conditions including the origin. Without much loss of generality, we ignore the asymptotically stable poles of the given discrete-time neutral system. That is, we assume that the given discretetime neutral system is of the form, x.k C 1/ D Ax.k/ C B.u.k/ C d.k//;

x.0/ D x0 ;

(12.97)

where .A; B/ is controllable and A0 A D I . We first recall certain results from [55]. Consider a discrete-time non-linear system, x.k C 1/ D f .x.k/; u.k//; (12.98) where x 2 Rn and u 2 Rm . The following definitions and results are extracted from [55]:

Definition 12.34 A continuous function V W Rn ! R>0 is called an ISS Lyapunov function for system (12.98) if the following holds: (i) There exist a class K1 function, ˛z1 , and ˛z2 such that ˛z1 .k k/ 6 V . / 6 ˛z2 .k k/;

8 2 Rn :

(ii) There exist a K1 function, ˛z3 , and K function z such that V .f . ; //  V . / 6 z ˛3 .k k/ C z .kk/ for all 2 Rn and  2 Rm .

Lemma 12.35 System (12.98) is ISS if it admits a continuous ISS Lyapunov function. We have the following result:

Theorem 12.36 Consider the discrete-time neutral system of the form, (12.97) system, where .A; B/ is controllable, A0 A D I , and ./ is a standard saturation

672

12 Simultaneous external and internal stabilization: input-additive case

function. Also, consider the control law u D  B 0 Ax where > 0 is a design parameter. Then, the following hold: (i) For a given p 2 Œ1; 1, there exists a  > 0 such that for 2 .0;  , the closed-loop system comprising of (12.97) and control law u D  B 0 Ax is `p stable with arbitrary initial conditions with finite gain and with bias, as defined in Definition 2.63. (ii) There exists a  > 0 such that for 2 .0;  , the closed-loop system comprising of (12.97) and the control law u D  B 0 Ax is input-to-state stable (ISS), as defined in Definition 2.65.

Proof : Proof of global internal stability follows from Sect. 4.6.1. Item (i) is proven in [5] and [23], respectively, for p 2 .1; 1 and p D 1. Item (ii) follows from [5] and [55]. The proof can be sketched as follows. Let P . / be the positive definite solution of Lyapunov equation x  P . / D I; x 0 P . /A. / A. / x D A BB 0 A. It is proven in [5] that there exist  > 0 and functions where A. / ; ˛; ˇ W RC ! RC such that V .x/ D x 0 P . /x C . /kxk3 satisfies V .x.k C 1//  V .x.k// 6 ˛. /kxk2 C ˇ. /kuk2 ;

8 2 .0;  :

According to Definition 12.34, V .x/ is an ISS Lyapunov function. The conclusion of ISS stability of closed-loop system then follows from Lemma 12.35 straightforwardly.

12.7 Simultaneous stabilization in a semi-global framework: continuous time In this section, we consider simultaneous stabilization in semi-global framework for continuous-time systems. Our interest is to solve .S Gp;q =S G/ problem and .S Gp;q =S G/fg problem, as defined respectively in Problems 11.11 and 11.12. We consider both state and measurement feedback, each in one subsection.

12.7.1 State feedback We consider first state feedback controllers and show that, under Assumptions 12.1 and 12.2, the .S Gp;q =S G/fg problem is solvable via linear state feedback laws. Clearly, the .S Gp;q =S G/ problem is solvable whenever the .S Gp;q =S G/fg problem is solvable.

12.7 Simultaneous stabilization in a semi-global framework: continuous time

673

Theorem 12.37 Consider the system ˙ c of (12.1a). For this system, under Assumptions 12.1 and 12.2, the .S Gp;q =S G/fg problem is solvable for any p; q 2 Œ1; 1. Moreover, low-and-high-gain design technique (4.193) can yield a control law that solves the problem. More specifically, for any p; q 2 Œ1; 1, any a priori given (arbitrarily large) bounded set X  Rn , and any D > 0, there exists an " , and, for any " 2 .0; " , there exists a ˛q such that the low-and-high-gain feedback, (12.99) u D .1 C ˛/B 0 P" x; " 2 .0; " ; ˛ > ˛q ; has the following properties: (i) In the presence of a disturbance signal d, the closed-loop system is finite gain Lp stable over the set Lp;q .D/. (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is asymptotically stable with X contained in its domain of attraction.

Proof : In [86], the result for p 2 Œ1; 1 and q D 1 was given. Hence, we only need to discuss the case p 2 Œ1; 1 and q D Œ1; 1/. In our proof, we first show Property (ii) and then Property (i). Let D > 0 and X be given. Consider a Lyapunov function V .x/ D x 0 P" x. Let c be a positive number such that c>

sup

x 0 P" x:

x2X;"2.0;1

Such a c exists since lim"!0 P" D 0 and X is bounded. Also, for any Lyapunov function V .x/ and any c > 0, let us define a level set LV .c/ as LV .c/ D fx 2 Rn j V .x/ < cg: We note that there exists an "1 > 0 such that for any " 2 .0; "1 , x 2 LV .c/ implies that kB 0 P" xk1 < . It is noted that "1 depends only on X and . In Theorem 4.41, it was shown that, in the absence of d , for any fixed " 2 .0; "1  and ˛ > 0, the equilibrium point x D 0 of the closed-loop system is locally asymptotically stable with X  LV .c/ contained in its domain of attraction. This proves Property (ii). In order to show Property (i), a major step is to show that there exist an " 2 .0; "1  and a ˛q > 0 such that for any " 2 .0; "  and any ˛ > ˛q , the trajectory of the closed-loop system comprising of (12.1a) and (12.99) with x.0/ D 0 remains in LV .c/ for t > 0 even in the presence of d 2 Lp;q .D/. This is what we do next. Let d 2 Lp;q .D/. Then, for all x 2 LV .c/, dV 6 x 0 Qx C 2x 0 PBŒ..1 C ˛/B 0 P x C d / C B 0 P x  x 0 PBB 0 P x dt m X 6 x 0 Qx  2 vi Œsat ..1 C ˛/vi C di /  sat .vi /; (12.100) i D1

674

12 Simultaneous external and internal stabilization: input-additive case

where v D B 0 P x, di is the ith component of d , while vi is the ith component of v. Observe that j˛vi j > jdi j H) vi Œsat ..1 C ˛/vi C di /  sat .vi / 6 0; and j˛vi j < jdi j H)  vi Œsat ..1 C ˛/vi C di /  sat .vi / jdi j jvi j1 j sat ..1 C ˛/vi C di /  sat .vi /j ˛ 1 2 1 6 kB 0 P"2 k1 V 2 jdi j1C ; ˛

6

where  2 Œ0; 1 is such that 1 C  6 q and will be specified later. Hence, combining these two observations, for any x 2 LV .c/, (12.100) can be rewritten as 1 dV 6 1 ."/V C ˇ1 ."/V dt ˛

1 2

kd k1C ;

(12.101)

1

where ˇ1 ."/ D 4mkB 0 P"2 k1 and 1 ."/ D min .Q" /=max .P" / > 0. In the following, we divide our development into different cases depending on the value of q. CASE 1: Here we assume that p 2 Œ1; 1 and q D 1. Thus,  D 0, and (12.101) can be simplified as dV 1 6 1 ."/V C ˇ1 ."/V 2 kd k: dt Dividing both sides with V

1 2

when x ¤ 0 gives

1

1 dV 2 6  1 ."/V dt 2

1 2

1 C ˇ1 ."/kd k: 2

Taking the integral on both sides, and in view of kd kL1 6 D and x.0/ D 0, we 1 get that V 2 .x/ 6 12 ˇ1 ."/D. Recalling the Properties 2 and 3 of the CARE (4.42), and using the definition of ˇ1 ."/, we know that there exists an " 2 .0; "1  such 1 that for any " 2 .0; " , we have 12 ˇ1 ."/D < c 2 . This shows that, for any " 2 .0; " , the trajectory of the closed-loop system comprising of (12.1a) and (12.99) starting from x.0/ D 0 will stay inside LV .c/ for all t even in the presence of a disturbance signal d 2 Lp;q .D/. CASE 2: Here we assume that p 2 Œ1; 1 and q 2 .1; 2. Denoting  D q  1, when x ¤ 0, (12.101) yields V

1 2

1 dV 6 ˇ1 ."/kd k1C : dt ˛

12.7 Simultaneous stabilization in a semi-global framework: continuous time

675

Also, d 2 Lq implies that kd k1C 2 L1 . Moreover, kkd k1C k1 6 D q . Integrating the above inequality with x.0/ D 0, we get V

1C 2

.x/ 6

ˇ1 ."/ ˇ1 ."/ q kkd k1C k1 6 D : ˛ ˛ 1

q  1 ."/ Choose any ˛q .D; "/ such that ˛q .D; "/ > Œ .pˇc/ 1C D  . Then for any ˛ >  ˛q .D; "/, we have V .x/ < c. In other words, we have shown that for any given D, and q 2 .1; 2, there exists an " D "1 , and for any " 2 .0; " , there exists a ˛q , and for any ˛ > ˛q , the trajectory of the closed-loop system comprising of (12.1a) and (12.99) starting from x.0/ D 0 will stay within LV .c/ for all t even in the presence of d 2 Lp;q .D/. CASE 3: Here we assume that p 2 Œ1; 1 and q D .2; 1/. For this case, 1 C  < 1C q for any  2 Œ0; 1. Choose any  2 .0; 1. Let W D V 2 . For any " 2 .0; "  where " D "1 , (12.101) can be rewritten as

dW 1 6 ."/W C ˇ."/kd k1C ; dt ˛ where ."/ > 0 and ˇ."/ > 0. We need to show that there exists a ˛q > 0 such that for any ˛ > ˛q , we have W .t/ < c introduce the scalar equation

1C 2

for any t 2 R. To achieve this, we

y dW y C 1 ˇ."/kd k1C D ."/W dt ˛

(12.102)

y .0/ D 0. The solution of the above equation is with W y .t/ D W

Zt

e ."/.t  /

1 ˇ."/kd./k1C d: ˛

0

y .t/ as We can give a bound for W Zt Zt ˇ."/ ."/

p x 1= p x y .t/ 6 W . Œe  d/  . Œkd./k1C qx d/1=xq ˛ 0

0

Zt

6

ˇ."/ . Œe ."/ px d/1=px  D 1=xq ; ˛

(12.103)

0

where .1 C /x q D q and

1 p x

C

1 q x

D 1, and the Hölder inequality is used. Hence,

1C 1 y .t/ 6 ˇ."/ D q . 1 / px : W ."/px ˛

676

12 Simultaneous external and internal stabilization: input-additive case

For simplicity, fix  as  D 1, choose any ˛q such that ˛q >

1 ˇ."/ 2 D q .."/p/ x  px : c

y .t/ < c for any t 2 Rn . Thus, for ˛ > ˛q , W y .t/ for any t 2 Using the standard comparison theorem, we note that W .t/ 6 W R. This shows that any trajectory of the closed-loop system comprising of (12.1a) and (12.99) starting from x D 0 will remain within the level set LV .c/ for any ˛ > ˛q .D; "/ for all t even in the presence of a disturbance signal d 2 Lp;q .D/. In conclusion, so far, we have shown that for any " 2 .0; "  and ˛ > ˛q , the feedback law (12.99) satisfies (a) Property 2 in the absence of d and (b) the trajectory of the closed-loop system comprising of (12.1a) and (12.99) starting from x.0/ D 0 remains in LV .c/ for all t even in the presence of any d 2 Lp;q .D/. From the above conclusion and in view of (12.100), it follows that for any fixed " 2 .0; "  and any ˛ > ˛q , the trajectory of the closed-loop system starting from x.0/ D 0 satisfies the inequality (12.101) for  D 0. Let V D W 2 , then there exist an 2 ."/ > 0 and a ˇ2 ."/ > 0 such that dW 6 2 ."/W C ˇ2 ."/kd k: dt

(12.104)

Using the standard comparison theorem, with x.0/ D 0, d 2 Lp implies that W 2 Lp , and hence, x 2 Lp . Moreover, kW kp 6

ˇ2 ."/ kd kp ; 2 ."/

and this implies that kxkp 6 p ."/kd kp

(12.105)

for some p ."/ > 0 independent of d . This completes the proof. An interesting question arises at this stage. That is, whether we can solve the .S Gp;q =S G/ problem via only low-gain state feedback. More generally, the question can be posed as follows: for what value of q can one have ˛q D 0. Already, the proof of Theorem 12.37 alludes that for q D 1 and p 2 Œ1; 1, we have ˛ D 0. In the following lemma, we will show that, for q 2 Œ1; 2 and p 2 Œ1; 1, one can always choose ˛q D 0: Lemma 12.38 In Theorem 12.37, for any p 2 Œ1; 1, and any q 2 Œ1; 2, one can take ˛q as zero. More specifically, for any p 2 Œ1; 1, any q 2 Œ1; 2, any a priori given (arbitrarily large) bounded set X  Rn , and any D > 0, there exists an " such that for any " 2 .0; "  the low-and-high-gain feedback, u D B 0 P" x  ˛B 0 P" x;

(12.106)

12.7 Simultaneous stabilization in a semi-global framework: continuous time

677

has the following properties for any ˛ > 0: (i) In the presence of a disturbance signal d, the closed-loop system is finite gain Lp stable over the set Lp;q .D/. (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is asymptotically stable with X contained in its domain of attraction.

Proof : Since Property (ii) has been shown in the proof of Theorem 12.99, we concentrate on the proof of Property (i). Let p 2 Œ1; 1, q 2 Œ1; 2, D > 0, and X be given. Consider a Lyapunov function V .x/ D x 0 P" x. Let c > 0 be a constant to be chosen shortly. Choose an " > 0 such that for any " 2 .0; "  and for any x 2 LV .c/, we have kB 0 P" xk1 < . To prove Property (i), we first need to show that a disturbance d 2 Lp;q .D/ results in a trajectory of the closed-loop system comprising of (12.1a) and (12.106) which, starting from x.0/ D 0, will stay inside LV .c/ for all t > 0. To this end, by evaluating the derivative of V along the trajectory of the closedloop system (12.1a) and (12.106) starting from x.0/ D 0, we obtain for all x 2 LV .c/, dV 6 x 0 Qx C 2x 0 PBŒ.B 0 P x  ˛B 0 P x C d / C 12 B 0 P x dt m X vi (12.107) 6 x 0 Qx  2 vi Œsat .vi C ˛vi C di /  sat . /; 2 i D1

where v D B 0 P x, di is the ith component of d , while vi is the ith component of v. Let ˛z D ˛ C 1=2. Then, we observe that jz ˛ vi j > jdi j H) vi Œsat .

vi vi C ˛z vi C di /  sat . / 6 0: 2 2

Similarly, we note that jz ˛ vi j < jdi j H)  vi Œsat .

vi vi C ˛z vi C di /  sat . / 2 2

di vi / jvi j1 j sat .vi C di /  sat . /j ˛z 2 1 2 1 0 2 1 1C 6 kB P" k V 2 jdi j ; ˛z 6.

where  2 Œ0; 1. Hence, for any x 2 LV .c/, (12.107) can be written as ˇ1 ."/ dV 6 1 ."/V C V dt ˛z

1 2

kd k1C ;

(12.108)

678

12 Simultaneous external and internal stabilization: input-additive case 1

where 1 ."/ D min .Q" /=max .P" / and ˇ1 ."/ D 2mkB 0 P"2 k1 . Let  D q  1. 1 We note that  2 Œ0; 1 for q 2 Œ1; 2. Dividing both sides of (12.108) with V 2 when x ¤ 0 gives 1C

dV 2 dt

1 6  1 ."/V 2

1C 2

C

1 ˇ1 ."/kd kq : .z ˛ /

With the assumption that d 2 Lp;q .D/, taking the integral on both sides with x.0/ D 0 yields 1C 1 V 2 .x/ 6 ˇ1 ."/D q : .z ˛ / Note that ˛z >

1  2

:

Recalling the Properties (ii) and (iii) of the CARE (4.42), in Lemma 4.20 and using the definition of ˇ1 ."/, we know that 

ˇ1 ."/D q 2

 1C 2

 6

ˇ1 .1/D q 2

 1C 2

for " 2 .0; 1:

Following the proof of the internal stabilization result of Theorem 12.38, we can choose c such that ( )  1C ˇ1 .1/D q  2 0 c > max ; sup x P" x : 2 x2X;"2.0;1 Such a choice of c leads to the fact that X 2 LV .c/. From the above proof and the proof of Theorem 12.37, we have, in the absence of d , that the closed-loop system comprising of (12.1a) and (12.106) is locally asymptotically stable with X contained in its domain of attraction, and in the presence of d 2 Lp;q .D/, the trajectory of the closed-loop systems (12.1a) and (12.106) starting from x.0/ D 0 will remain within LV .c/ for any ˛ > 0 and for all t. Consequently, (12.108) yields for  D 0: dV 6 1 ."/V C 4mkB 0 P"1=2 kV 1=2 kd k: (12.109) dt Next, we use the above inequality to prove the Lp stability with finite gain over the set Lp;q .D/, and in fact, this follows from the application of the standard comparison theorem to (12.109). The rest of the proof is similar to that at the end of the proof of Theorem 12.37. This completes the proof.

Remark 12.39 From Lemma 12.38, since we can choose any ˛ > 0, we conclude that the low-gain feedback (which means ˛ D 0) can solve the .S Gp;q =S G/ problem for q 2 Œ1; 2 and p 2 Œ1; 1.

12.7 Simultaneous stabilization in a semi-global framework: continuous time

679

Remark 12.40 It is straightforward to show that the result of Theorem 12.37 still holds if we relax in our controller design methodology the positive definiteness requirement on the matrix Q" to semi-positive definiteness. An interesting choice for Q" would be Q" D "2 BB 0 . This yields a solution P" of CARE (4.42) as "I . With this choice of Q" , our low-and-high-gain state feedback law reduces to u D B 0 x where  D .1 C ˛/". This feedback law is exactly the one that was used in [89]. Thus, in view of the results of [89], one can conclude that if the open-loop system is critically stable (and hence without loss of generality assuming that A0 C A D 0), our low-and-high-gain state feedback law solves the .Gp =G/ problem.

12.7.2 Measurement feedback Our primary focus in the previous subsection has been in constructing state feedback controllers. That is, we assumed so far that the complete state of the given system is available for feedback and it is not corrupted with any disturbance signal. Once a state feedback controller is constructed, one often tries to construct a measurement feedback controller having a linear observer-based architecture. Accordingly, we construct here such measurement feedback controllers for certain .S Gp;q =S G/ problems which we utilize either a low-gain or an adaptivelow-gain design to construct the corresponding state feedback controllers. In this regard, let us recall from Lemma 12.38 (see also Remark 12.39) that a low-gain state feedback controller can solve the .S Gp;q =S G/ problem for p 2 Œ1; 1 and q 2 Œ1; 2. This easily leads us to the construction of a low-gain measurement feedback controller having a linear observer-based architecture. Consider the observer xyT D Ay x C B.u/ C K.y  C xy/;

(12.110)

where K is chosen such that A  KC is Hurwitz stable, and the control law u D B 0 P" xy;

(12.111)

where as usual P" is the positive definite solution of the CARE (4.42) parameterized in a low-gain parameter ". We have the following theorem:

Theorem 12.41 Consider the system ˙ c of (12.1a). For this system, under Assumptions 12.1, 12.2, and 12.3, the .S Gp;q =S G/fg problem via measurement feedback is solvable for any p 2 Œ1; 1 and any q 2 Œ1; 2. In fact, there exists an " such that for any " 2 .0; " , the low-gain measurement feedback controller comprising of the observer (12.110) and the control law (12.111) solves the .S Gp;q =S G/fg problem for any p 2 Œ1; 1 and any q 2 Œ1; 2.

680

12 Simultaneous external and internal stabilization: input-additive case

Proof : Let p 2 Œ1; 1, q 2 Œ1; 2, D > 0, and X  R2n be given. It is shown in Chap. 4 that there exists an "1 such that for " 2 .0; "1 , in the absence of any disturbance signal, the closed-loop system comprising of (12.1a), (12.110), and (12.111) is asymptotically stable, and the set X is included in the domain of attraction of the equilibrium x D 0 of the closed-loop system. To prove the Lp stability of the closed-loop system in the presence of d 2 Lp;q .D/, we observe that the closed-loop system can be written as ( eT D .A  KC /e C B..u/  .u C d //; (12.112) xT D Ax C B.F" x C F" e C d /; where e WD xy  x and F" D B 0 P" . We note that d 2 Lp;q .D/ implies that e 2 Lp;q .De / where De is a fixed positive number independent of ". Defining x where D x is independent of " because dx WD F" e Cd , we can see that dx 2 Lp;q .D/ e is independent of " and F" is uniformly bounded for " 2 .0; 1. Applying the result we derived earlier for the state feedback case, we note that there exists an " 6 "1 such that for " 2 .0; " , the system (12.112) is Lp stable with finite gain x This completes our proof. over the set Lp;q .D/.

Remark 12.42 We would like to emphasize an aspect of the measurement feedback controller given in Theorem 12.41. It has a linear observer-based architecture. However, it does not constitute to a mere implementation of a state feedback law via an observer. This is because, as we note, both the state feedback controller and the measurement feedback controller depend on a parameter "; but the upper bound " on " that is required for the state feedback controller can however be different to that of the measurement feedback controller. This remark, or a similar one, is applicable to certain other measurement feedback controllers developed in this chapter.

12.8 Simultaneous stabilization in a semi-global framework: discrete time In this section, we consider simultaneous stabilization in semi-global framework for discrete-time systems. As in the continuous-time case, our interest is to solve the .S Gp;q =S G/ problem and the .S Gp;q =S G/fg problem, as defined respectively in Problems 11.11 and 11.12. We consider both state and measurement feedback, each in one subsection.

12.8.1 State feedback The following theorem solves the .S Gp;q =S G/fg problem via state feedback. Clearly, the .S Gp;q =S G/ problem is solvable whenever the .S Gp;q =S G/fg problem is solvable.

12.8 Simultaneous stabilization in a semi-global framework: discrete time

681

Theorem 12.43 Consider the system ˙ d of (12.1b). For this system, under Assumptions 12.1 and 12.2, the .S Gp;q =S G/fg problem is solvable for any p 2 Œ1; 1 and any q 2 Œ1; 2. Moreover, the low-gain design technique (4.70) can yield a control law that solves the problem. More specifically, for any p 2 Œ1; 1, and any q 2 Œ1; 2, any a priori given (arbitrarily large) bounded set X  Rn , and any D > 0, there exists an " , such that the low-gain feedback, u.k/ WD .B 0 P" B C I /1 B 0 P" Ax.k/;

" 2 .0; " ;

(12.113)

where P" is the solution of parameterized discrete-time algebraic Riccati equation (DARE) as given in (4.66) has the following properties: (i) In the presence of a disturbance signal d, the closed-loop system is finite gain `p stable over the set d 2 `p;q .D/. (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is asymptotically stable with X contained in its domain of attraction.

Proof : Let p 2 Œ1; 1, q 2 Œ1; 2, D > 0, and X be given. It is shown in Chap. 4 that, for any a priori given (arbitrarily large) bounded set X  Rn , in the absence of any disturbance signal d , there exists an "1 > 0 such that, for each " 2 .0; "1 , the equilibrium point x D 0 of the closed-loop system comprising (12.1b) and (12.113) is locally exponentially stable and X is contained in its domain of attraction. Thus, we need to focus only on the proof of Property 1. That is, we need to show that there exists an " 2 .0; "1  such that for any " 2 .0; " , in the presence of d 2 `p;q .D/, the closed-loop system comprising of (12.1b) and (12.113) satisfies Property (i). To show Property (i), we first need to find a level set such that in the presence of d 2 `p;q .D/, the trajectory of the closed-loop system comprising of (12.1b) and (12.113) starting from x.0/ D 0 will remain inside it for all k. Consider a Lyapunov function V .x/ D x 0 P" x. Let c > 0 be a constant to be chosen shortly. Choose " where " 6 "1 such that for x.k/ 2 LV .c/ and kuL .k/k1 < . By evaluating V .x.k C 1//  V .x.k// along the trajectory of the closed-loop system comprising of (12.1b) and (12.113), we obtain that for any x.k/ 2 LV .c/, V .x.k C 1//  V .x.k// D x.k/0 Qx.k/  u.k/0 u.k/ C 2x.k/0 A0 P" B.B 0 P" B C I /1 .x  .k/  u.k//  .k/  u.k// C .x  .k/  u.k//0 B 0 P" B.x 6 x.k/0 Qx.k/  .k/  .u.k/// C .x  .k/  .u.k///0 .I C B 0 P" B/.x 6 x.k/0 Qx.k/ C a12 kd.k/k2 ;

(12.114)

682

12 Simultaneous external and internal stabilization: input-additive case

where for brevity, we denote x .k/ D .u.k/ C d.k//. Also, a12 WD max .I C B 0 P1 B/ is a constant independent of ". We note that d being an element of `p;q .D/ implies that kd.k/k1 6 D and 1 X

kd.k/k2 6

kD1

1 X

kd.k/kq D 2q 6 D 2 :

kD1

Let c WD a12 D 2 . Taking sum from both sides of (12.114) yields V .x.k// 6 c for any k > 0. Hence, in the presence of d 2 `p;q .D/, the trajectory of the closedloop systems (12.1b) and (12.113) starting from x.0/ D 0 will stay inside LV .c/ for any k > 0, and moreover, the trajectory satisfies (12.114). Next, we can rewrite (12.114) as V .x.k C 1//  V .x.k// 6 V .x.k// C a12 kd.k/k2

(12.115)

where 0 <  < 1, and this follows from the property of the DARE. 1 Define W .k/ WD V .x.k// 2 ; it is straightforward to show that (12.115) implies that 1 (12.116) W .k C 1/ 6 .1  / 2 W .k/ C a1 kd.k/k with W .0/ D 0. Applying comparison theorem, the preceding inequality with initial condition W .0/ D 0 yields that d 2 `p implies that W 2 `p for any p 2 Œ1; 1 and hence implies x 2 `p . Moreover, there exists a constant p > 0 such that kxk`p 6 p kd k`p : This completes the proof.

12.8.2 Measurement feedback Here we construct measurement feedback controllers for discrete-time systems. As in Sect. 12.2.2, our controllers have a linear observer-based architecture. Consider the observer-based controller, xy.k C 1/ D Ay x .k/ C B.u.k// C K.y.k/  C xy.k//; x .k/; u.k/ D .B 0 P" B C I /1 B 0 P" Ay where K is chosen such that A  KC is Schur stable. We have the following theorem:

(12.117)

12.9 Role of the location of the open-loop poles of the system

683

Theorem 12.44 Consider the system ˙ d of (12.1b). For this system, under Assumptions 12.1, 12.2, and 12.3, the .S Gp;q =S G/fg problem is solvable for any p 2 Œ1; 1 and any q 2 Œ1; 2. In fact, there exists an " such that for an " 2 .0; " , the low-gain measurement feedback controller given by (12.117) solves the .S Gp;q =S G/fg problem for any p 2 Œ1; 1 and any q 2 Œ1; 2.

Proof : The proof of internal stability was shown in Chap. 4. Since .B 0 P" B C I /1 B 0 P" A is uniformly bounded, the proof of external stabilization is similar to the continuous-time counterpart given in the proof of Theorem 12.41. This completes the proof.

12.9 Role of the location of the open-loop poles of the system For linear systems subject to actuator saturation, earlier sections explored in depth two broad and important simultaneous stabilization problems, (1) simultaneous global external stabilization and global internal stabilization problem and (2) simultaneous semi-global external stabilization and semi-global internal stabilization problem. As we have seen, global framework requires nonlinear feedback control laws while linear feedback control laws suffice in semi-global framework. Appropriate feedback control laws are constructed for these problems under the assumption that the given linear system is ANCBC. This begs the question how important is this assumption. In this regard, Chap. 4 dictates that global internal stabilization, as well as semi-global internal stabilization, is possible only if the given system satisfies the ANCBC assumption. However, local internal stabilization can be achieved without the ANCBC assumption. That is, the location of the poles does not play any role at all in achieving local internal stabilization. This is true whether we deal with a continuous- or a discrete-time system. Prompted by this, it is worthwhile to examine (1) the simultaneous global external stabilization and local internal stabilization problem and (2) the simultaneous semi-global external stabilization and local internal stabilization problem, both with or without finite gain. We have the following formal problem statements:

Problem 12.45 Consider the system ˙ c given in (12.1a) or the system ˙ d given in (12.1b). For any p 2 Œ1; 1, this system is said to be simultaneously globally Lp stabilizable (or `p stabilizable) and locally asymptotically stabilizable via static state feedback (or dynamic measurement feedback) if there exists a static state (or respectively, dynamic measurement) feedback law, such that the following conditions hold:

684

12 Simultaneous external and internal stabilization: input-additive case

(i) For continuous-time case, the closed-loop system with x.0/ D 0 is Lp stable, that is, kzk 2 Lp for all d 2 Lp . Similarly, for discrete-time case, the closed-loop system with x.0/ D 0 is `p stable, that is, kzk 2 `p for all d 2 `p . (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is locally asymptotically stable. The above problem is coined as .Gp =L/ problem. Problem 12.46 Consider the system ˙ c given in (12.1a) or the system ˙ d given in (12.1b). For any p 2 Œ1; 1, this system is said to be simultaneously globally finite gain Lp -stabilizable (or `p stabilizable) and locally asymptotically stabilizable via static state feedback (or dynamic measurement feedback) if there exists a static state (or respectively, dynamic measurement) feedback law such that the following conditions hold: (i) For continuous-time case, the closed-loop system is finite gain Lp stable, that is, there exists a positive constant p such that with x.0/ D 0, the following holds: kzkp  p kd kp ; for all d 2 Lp : Similarly, for the discrete-time case, the closed-loop system is finite gain `p stable, that is, there exists a positive constant p such that with x.0/ D 0, the following holds: kzkp  p kd kp ; for all d 2 `p : (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is locally asymptotically stable. The above problem is coined as .Gp =L/fg problem. Problem 12.47 Consider the system ˙ c given in (12.1a) or the system ˙ d given in (12.1b). For any p; q 2 Œ1; 1, this system is said to be simultaneously Lq (or `q ) semi-globally Lp stabilizable (or `p -stabilizable) and locally asymptotically stabilizable via static state feedback (or dynamic measurement feedback with dynamical order nc ) if, for any a priori given (arbitrarily large) finite number D > 0, there exists a static state (or respectively, dynamic measurement) feedback law, possibly depending on D (or respectively, nc and D), such that the following conditions hold: (i) For continuous-time case, the closed-loop system is Lp stable over the set Lp;q .D/. That is, z 2 Lp for all d 2 Lp with kd kLq 6 D and x.0/ D 0. Similarly, for discrete-time case, the closed-loop system is `p stable over the set `p;q .D/. That is, z 2 `p for all d 2 `p with kd kq 6 D and x.0/ D 0.

12.9 Role of the location of the open-loop poles of the system

685

(ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is locally asymptotically stable. The above problem is coined as .S Gp;q =L/ problem. Problem 12.48 Consider the system ˙ c given in (12.1a) or the system ˙ d given in (12.1b). For any p; q 2 Œ1; 1, this sytem is said to be simultaneously Lq (or `q ) semi-globally finite gain Lp -stabilizable (or `p -stabilizable) and locally asymptotically stabilizable via static state feedback (or dynamic measurement feedback with dynamical order nc ) if, for any a priori given (arbitrarily large) finite number D > 0, there exists a static state (or respectively, dynamic measurement) feedback law, possibly depending on D (or respectively, nc , and D), such that the following conditions hold: (i) For continuous-time case, the closed-loop system is finite gain Lp stable over the set Lp;q .D/. That is, there exists a positive constant p such that with x.0/ D 0, the following holds: kzkp  p kd kp ; for all d 2 Lp with kd kLq 6 D: Similarly, for the discrete-time case, the closed-loop system is finite gain `p stable over the set `p;q .D/. That is, there exists a positive constant p such that with x.0/ D 0, the following holds: kzkp  p kd kp ; for all d 2 `p with kd kq 6 D: (ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is locally asymptotically stable. The above problem is coined as .S Gp;q =L/fg problem. Some of the above four problems have been examined in the literature. It is shown in [86] that, for continuous-time linear systems with saturating actuators, bounded external (q D 1) finite gain Lp stabilization and local asymptotic stabilization can always be achieved simultaneously irrespective of the location of the open-loop poles of the given system. The location of open-loop poles, as we know already, affects only the solvability of global and semi-global internal stabilization. On the other hand, for discrete-time linear systems with saturating actuators, it is shown in [47] that neither global external stabilization nor semi-global external stabilization is possible whenever there exists one or more controllable poles located strictly outside the unit circle. This negative result is possibly owing to the lack of high-gain feedback in discrete-time systems. Based on the results of [86] and [47], our interest in this section is to examine some of the above problems when the entire state is available for feedback. This is done just to show the role of the open-loop poles on achieving external stability of linear systems with saturating actuators. We assume throughout this section that the pair .A; B/ is stabilizable.

686

12 Simultaneous external and internal stabilization: input-additive case

12.9.1 Continuous-time systems In this subsection, for continuous-time linear systems subject to actuator saturation, we consider only .S Gp;q =L/fg problem just as a contrast to the discrete-time case to be considered in the next subsection. One can pursue other problems in a similar manner. For clarity, we assume that the saturation function  is the one given in Definition 2.19. We have the following result based on [86]: Theorem 12.49 Consider the continuous-time system ˙ c given in (12.1a). For any p 2 Œ1; 1, q 2 Œ1; 1 and for any D > 0, the sytem ˙ c is simultaneously Lq semi-globally finite-gain Lp stabilizable and locally asymptotically stabilizable via static linear state feedback, that is, the problem .S Gp;q =L/fg is solvable via static linear state feedback.

Proof : Let us consider a family of high-gain state feedback control laws, u D .1 C ˛/B 0 P x; where P is the solution of CARE, A0 P C PA  2PBB 0 P C Q D 0; and where Q is any positive definite matrix. Then, the closed-loop system takes the form (12.118) xT D Ax C B..1 C ˛/B 0 P x C d /: As we did often, let us pick a Lyapunov function V .x/ D x 0 P x and let c be such that x 2 LV .c/ implies that kB 0 P xk 6 , where the level set LV .c/ is defined as LV .c/ D fx 2 Rn W V .x/ 6 cg. The evaluation of VT along the trajectories of the closed-loop system in the absence of d shows that for all x 2 LV .c/, VT D x 0 Qx C 2x 0 PBŒ..1 C ˛/B 0 P x/ C B 0 P x D x 0 Qx  2

m X

vi Œsat ..1 C ˛/vi /  sat .vi /

i D1

6 x 0 Qx;

(12.119)

where we have defined v 2 Rm by v D B 0 P x. Equation (12.119) shows that the equilibrium point x D 0 of the closed-loop system (12.118) is locally asymptotically stable in the absence of d . It remains to show that the closed-loop system (12.118) is also Lq semi-globally finite gain Lp stable. In this regard, it can be shown easily that in the presence of d and for all x 2 LV .c/, 2 VT D x 0 Qx C 4mıD : ˛

12.9 Role of the location of the open-loop poles of the system

Let

˛ D

687

4mıD 2 max .P / : min .Q/c 

Then, LV .c/ is an invariant set for all ˛ > ˛ . We next rewrite the closed-loop system (12.118) as xT D Ax C B..1 C ˛/B 0 P x/ C BŒ..1 C ˛/B 0 P x C d /  ..1 C ˛/B 0 P x/:

(12.120)

Using (12.120), we obtain that, for all x 2 LV .c/, VT 6 x 0 Qx C 2V 1=2 kB 0 P 1=2 kkd k; for ˛ > ˛  : The rest of the proof follows by utilizing the standard comparison theorems as we often did (see for details [86]).

12.9.2 Discrete-time systems This subsection is devoted to discrete-time linear systems. Unlike in continuoustime case, our results here are negative and are based on [47]. Theorem 12.50 Consider the discrete-time system ˙ d given in (12.1b). Suppose that A has at least one controllable eigenvalue strictly outside the unit circle. Then, for ˙ d and for any p 2 Œ1; 1, the global `p stabilization cannot be achieved via any state feedback law. That is, there does not exist any static state feedback law that renders z 2 `p when d 2 `p .

Proof : We prove this theorem by contradiction. Suppose that there exists a feedback law u D F .x/ that achieves global `p stabilization, we construct an external input d 2 `p such that the state of the system diverges to infinity. Without loss of generality, we assume that the pair .A; B/ is in the form (see, e.g., [21]),



x1 Ax D

A1 0 :: : 0 0

A1;2 A2 :: : 0 0

  :: :  

A1;r A2;r :: : Ar 0

A1xc A2xc :: : Ar cx Acx



;



BD

B1 B2 :: : Br 0

; (12.121)

where Acx contains all the uncontrollable poles of the open-loop system, and all the remaining diagonal blocks are either 1  1 matrices or 2  2 matrices of the form ! ˛ x ˇx x ˇx ˛ x

688

12 Simultaneous external and internal stabilization: input-additive case

with x > 0, ˇx ¤ 0, and ˛ x2 C ˇx2 D 1, having complex conjugate eigenvalues x x.x ˛ ˙ j ˇ/. Also, assume that the diagonal blocks are arranged in such a way that Ar is either a real number  with jj > 1 or the said 2  2 matrix with x > 1. In constructing the “destabilizing input” d.k/, we consider two separate cases, Ar is a real number or it is a 2  2 matrix. Case 1: Let Ar be  with jj > 1. Without loss of generality, let this eigenvalue be positive and hence  > 1. The dynamics of xr (the state associated with Ar ) is then given by (assuming xcx.0/ D 0) xr .k C 1/ D xr .k/ C

m X

Bri sat .Fi .x.k// C di .k//;

i D1

where Bri is the ith element of Br 2 R1m and Fi .x.k// is the ith element of the feedback function F .x.k// 2 Rm1 . The stabilizability of the pair .A; B/ implies that the matrix Br 2 R1m has a nonzero element, say Brio > 0. We now proceed recursively to construct a d.k/ 2 `p such that the state xr diverges to infinity and thus contradicts the assumption that x 2 `p . We first choose dio .0/ D Fio .x.0// C 1 and dj .0/ D Fj .x.0// for j ¤ io . With such a choice of d.0/, we have xr .1/ D Brio sat .1/. We next choose d.1/ D F .x.1// and obtain xr .2/ D xr .1/ D Brio . Continuing the same way, we have d.k/ D F .x.k// and xr .k C 1/ D xr .k/ D k Brio sat .1/. Recalling that  > 1, there exists a finite ko such that ! m X ko xr .ko C 1/ D  Brio sat .1/ > jBri sat .1/j =.  1/ C 1: i D1

We then choose d.k/ 0 for all k > ko C1. Clearly, d.k/ 2 `p for all p 2 Œ1; 1. It is then straightforward to verify that for k > ko C 2, ! m X jBri sat .1/j =.  1/ C kko 1 : xr .k/ > i D1

Hence, xr .k/ ! 1 as k ! 1, and thus, x.k/ 62 `p for any p 2 Œ1; 1. Case 2: Let ! ˛ x ˇx with x > 1: Ar D x ˇx ˛ x The dynamics of xr (the state associated with Ar ) is then given by xr .k C 1/ D Ar xr .k/ C

m X

Bri sat .Fi .x.k// C di .k//;

i D1

where Bri 2 R21 is the ith column of Br 2 R2m and Fi .x.k// is the ith element of the feedback function F .x.k//. The stabilizability of the pair .A; B/ implies that at least one column of the matrix Br , say Brio , is nonzero.

12.9 Role of the location of the open-loop poles of the system

689

We now proceed recursively to construct a d.k/ 2 `p such that the state xr diverges to infinity and thus contradicts the assumption that x 2 `p . We first choose dio .0/ D Fi o .x.0// C 1 and dj .0/ D Fj .x.0// for j ¤ io . With such a choice of d.0/, we have xr .1/ D Brio i o .1/ D Brio . We next choose d.1/ D F .x.1// and obtain xr .2/ D Ar Brio . Continuing the same way, we have d.k/ D F .x.k// and xr .k C 1/ D Akr Brio . Observing that the matrix operator Ar consists of a rotation and scaling up by a factor x > 1, we have kxr .k C 1/k D x k kBrio k. Recalling that x > 1, there exists a finite ko such that ! m X ko kxr .ko C 1/k D x kBrio k > jBri j =.x  1/ C 1: i D1

We then choose d.k/ 0 for all k > ko C1. Clearly, d.k/ 2 `p for all p 2 Œ1; 1. It is then straightforward to verify that for k > ko C 2, we have ! m X kxr .k/k > kBri k =.x  1/ C x kko 1 : i D1

Hence, kxr .k/k ! 1 as k ! 1, and thus, x.k/ 62 `p for any p 2 Œ1; 1.

Remark 12.51 An obvious consequence of Theorem 12.50 is that neither the problem .G=L/ nor .G=L/fg is solvable whenever A has at least one controllable pole strictly outside the unit circle. Theorem 12.52 Consider the discrete-time system ˙ d given in (12.1b). We have the following: (i) For the single input case, that is, for m=1, suppose that A has at least one controllable eigenvalue strictly outside the unit circle. Then, for ˙ d and for any p; q 2 Œ1; 1, the `q semi-global `p stabilization cannot be achieved by any static linear state feedback law. That is, there exists a D  such that for any D > D  , there does not exist any static linear state feedback law such that the following holds: z2p

for all d 2 `p with kd kq 6 D;

for any a priori given (arbitrarily large) finite number D. (ii) For general multi-input case (i.e., for m > 1), suppose that A has a controllable eigenvalue whose magnitude is greater than 2. Then, for ˙ d and for any p; q 2 Œ1; 1, the `q semi-global `p stabilization cannot be achieved by any nonlinear static state feedback law u D F .x/ with F .0/ D 0. That is, there exists a D  such that for any D > D  , there does not exist any

690

12 Simultaneous external and internal stabilization: input-additive case

static linear or nonlinear state feedback law u D F .x/ with F .0/ D 0 such that the following holds: z 2 p for all d 2 `p with kd kq 6 D; for any a priori given (arbitrarily large) finite number D.

Proof : We first consider the proof of part (i). We prove this part of the theorem by showing that there exists a D.q/ > 0 such that, for any given linear feedback law u D F x, there exists an external input d.k/ 2 `p;q .D.q// such that the state kx.k/k diverges to infinity and hence x.k/ 62 `p for any p 2 Œ1; 1. Following the arguments in [13], it can be shown that if a feedback law u D F x achieves `q semi-global `p stabilization, then all the eigenvalues of A C BF must lie inside or on the unit circle. Hence, without loss of generality, we assume that F is such that A C BF has all its eigenvalues within or on the unit circle. It then follows from [56] (pages 198–199), that in the single-input case for all F such that the eigenvalues of A C BF are within or on the unit circle, kF k 6 , for some positive constant  independent of F . Let d be chosen in the same way as in the proof of Theorem 12.50. Since the closed-loop system is a linear system driven by a bounded input signal , there exists a M > 0, independent of the control input, such that kxk 6 M for all k 2 f0; 1; 2; : : : ; ko g. If we define ( k 1=q .M C 1/ if q 2 Œ1; 1/ D.q/ D M C 1 if q D 1; then d.k/ 2 `p;q .D.q// for all p; q 2 Œ1; 1. However, as shown in the proof of Theorem 12.50, after a time ko , the state reaches to “the point of no return”, after which the state will approach infinity no matter what value the actuator output .F x/ is. Along the same lines as above and those in the proof of Theorem 12.50, we prove part (ii) of the theorem by showing that there exists a d 2 `p with kd kq 6 p m such that the state diverges to infinity for any nonlinear state feedback law u D F .x/ with F .0/ D 0. Without loss of generality, we assume that the pair .A; B/ is in the form given in (12.121) where Acx contains all the uncontrollable poles of the open-loop system, and all the remaining diagonal blocks are either 1  1 matrices or 2  2 matrices of the form ! ˛ x ˇx x ˇx ˛ x with x > 0, ˇx ¤ 0, and ˛ x2 C ˇx2 D 1, having complex conjugate eigenvalues x x.x ˛ ˙ j ˇ/. Also, assume that the diagonal blocks are arranged in such a way that

12.9 Role of the location of the open-loop poles of the system

691

Ar is either a real number  with jj > 2 or the said 2  2 matrix with x > 2. In constructing the “destabilizing input” d.k/, we consider two separate cases, Ar is a real number or it is a 2  2 matrix. Case 1: Let Ar be  with jj > 2. Without loss of generality, let this eigenvalue be positive and hence  > 2. The dynamics of xr (the state associated with Ar ) is then given by xr .k C 1/ D xr .k/ C

m X

Bri sat .Fi .x.k// C di .k//

i D1

where Bri is the ith element of Br 2 R1m and Fi .x.k// is the ith element of the feedback function F .x.k// 2 Rm1 . The stabilizability of the pair .A; B/ implies that the matrix Br 2 R1m has a nonzero element. Let us choose 0  d.0/ D sgn.Br1 / sgn.Br2 /    sgn.Brm / ; and d.k/ 0 for all k > 1. Obviously, d.k/ 2 `p;q .D.q// for any p; q 2 Œ1; 1. Then, it is easily verified that, for k > 1, we have 1 0 k2 m k2 m m X X X X X xr .k/ > k1 jBri j  j jBri j D jBri j @k1  j A i D1

D

m X i D1

2

j D0

jBri j 4.  2/

k2 X

i D1

3

i D1

j D0

j C 1 5 :

j D0

Recalling that  > 2, it is clear that xr .k/ diverges to infinity as k tends to infinity. Hence, x.k/ 62 `p for any p 2 Œ1; 1. Case 2: Let ! ˛ x ˇx with x > 2: Ar D x x ˇ ˛ x The dynamics of xr (the state associated with Ar ) is then given by xr .k C 1/ D Ar xr .k/ C

m X

Bri sat .Fi .x.k// C di .k//

i D1

where Bri 2 R21 is the ith column of Br 2 R2m and Fi .x.k// is the ith element of the feedback function F .x.k//. The stabilizability of the pair .A; B/ implies that at least one column of the matrix Br is nonzero. Let  2 Rm maximize kBr k subject to the constraint i 6 1 for all i D 1 to m. Let br D kBr  k. Clearly, br ¤ 0. We now choose d.0/ D  , d.k/ 0 for all k > 1. Obviously, d.k/ 2 `p;q .D.q// for any p; q 2 Œ1; 1. It is then straightforward to verify that for k > 1,

692

12 Simultaneous external and internal stabilization: input-additive case

kxr .k/k > x k1 br 

k2 X j D0

x j br 0

D br @ x k1 

k2 X

1

2

x j A D br 4.x  2/

j D0

k2 X

3 x j C 15 :

j D0

Recalling that x > 2, it is clear that kxr .k/k ! 1 as k ! 1, and thus, x.k/ 62 `p for any p 2 Œ1; 1.

Remark 12.53 An obvious consequence of Theorem 12.52 is that neither the problem .S G=L/ nor .S G=L/fg is solvable whenever A has at least one controllable pole whose magnitude is greater than 2.

12.A

Appendix: a preliminary lemma

Lemma 12.54 Consider "a as defined by (12.2) and let P"a be the positive definite solution of the algebraic Riccati equation (4.42) when " is replaced by "a . Moreover, define V by V .x/ D x 0 P"a .x/ x. Then, there exists a function K of "a such that for any function x from RC to Rn , we have jx 0

dV .x/ dP"a xj 6 Kj j: dt dt

(12.122)

Moreover, one particular choice for K is given by dQ

max . d""aa / N5 KD 2 dQ min .P"a /k.sI  A C BB 0 P"a /1 kH min . d""aa / 2

(12.123)

for some positive constant N5 .

Remark 12.55 It is obvious that the K given in the previous lemma is upper bounded as soon as we know that "a is bounded away from 0. Therefore, for any "a , there exists a constant K such that (12.122) is satisfied for any function x that guarantees that "a .x/ > "a for all t > 0.

Proof : First note that if "a D 1, then dP D 0, and the inequality is always dt satisfied for any K > 0. Therefore, we can concentrate on the case "a ¤ 1.

12.A Appendix: a preliminary lemma

693

From the definition of "a , using that "a ¤ 1, we have V .x/ trace.B 0

dV .x/ dP"a B/ C trace.B 0 PB/ D 0; dt dt

which yields j trace.B 0

trace.B 0 P"a B/ dV .x/ K1 dV .x/ dP"a B/j D 6 dt V .x/ dt V .x/ dt

(12.124)

for some constant K1 since P"a is upper bounded. On the other hand, dP

j trace.x

max . d""aa /kxk2 dP"a dP"a x/j 6 B/j j trace.B 0 dP " dt dt min . d"aa /kBk2 dP

6 K2

max . d""aa / V min .P"a / min. dP"a /

(12.125)

d"a

for some constant K2 > 0. It remains to derive a relation between the derivatives of Q and the derivatives of P"a . We will find that the Riccati equation immediately yields .A  BB 0 P"a /0

dP"a dP"a dQ"a C .A  BB 0 P"a / C D 0: d"a d"a d"a

We recall that A  BB 0 P"a is stable, and therefore, we find that the solution of the preceding Lyapunov equation is given by dP"a D d"a

Z1

0

0

e .ABB P"a / t

dQ"a d"a

0

e .ABB P"a /t dt;

0

and this leads to

01 1 Z dP"a dQ"a 0 0 0 max . / 6 @ e .ABB P"a / t e .ABB P"a /t dt A max . /; d"a d"a 0

or, in other words, dP"a 1 /6 max max . 2 d"a k.sI  A C BB 0 P"a /1 kH 2



dQ"a d"a

On the other hand, from [62], we obtain min .

dP"a 1 max /> d"a kA  BB 0 P /k   dQ"a > K3 max d"a



dQ"a d"a



 :

694

12 Simultaneous external and internal stabilization: input-additive case

for some constant K3 since A  BB 0 P is bounded. Combining the last two inequalities with (12.122) and (12.125) yields that there exists a constant N5 > 0 such that K as defined by (12.123) satisfies (12.122).

12.B Appendix: controller of the form u D B 0 f .xu / for discrete-time systems We show in this section that for system (12.39) if a feedback controller of the form u D B 0 f .xu / achieves .G=Gp / and/or .G=Gp /fg for the unstable dynamics xu , it also achieves .G=Gp / and/or .G=Gp /fg for the overall system. Let us consider the unstable part of the input-additive case, xu D Axu C Bu .u C d /: Assume that we have a feedback u D Bu0 f .xu / such that xu 2 `p and, if possible, with finite gain, (12.126) kxu kp 6 c1 kd kp : Note that we impose a bit of special structure on the feedback. Namely, u D Bu0 f .xu / instead of u D f .xu /, but all our standard controllers satisfy this property which is easily seen if we recall that .I C B 0 P" B/1 B 0 P" A D B 0 P" .I C BB 0 P" /1 A: If we achieve .G=Gp / for the unstable dynamics, then it is easily verified that we must have Bu .Bu0 f .xu / C d / 2 `p while achieving .G=Gp /fg for the unstable dynamics. This implies that kBu .Bu0 f .xu / C d /kp 6 c2 kd kp :

(12.127)

Now, in order to incorporate the stable dynamics, we want to establish that .Bu0 f .xu / C d / 2 `p and ideally with a finite gain k.Bu0 f .xu / C d /kp 6 c3 kd kp :

(12.128)

This implies that for the stable dynamics, we will have kxs kp 6  k.Bu0 f .xu / C d /kp 6 c3 kd kp ; where  is the `p gain of the stable dynamics characterized by the pair .As ; Bs /.

12.B Appendix: controller of the form u D B 0 f .xu / for discrete-time systems

695

From (12.128) and the fact that As is Schur stable, we conclude that there exists a c4 such that kxs kp 6 c4 k.f .xu / C d /kp 6 c3 c4 kd kp : This, together with (12.126), concludes the finite gain `p stability. To establish (12.128), we first note that Bu .Bu0 f .xu / C d / D Bu .Bu0 f .xu // C Bu d1 with kd1 kp 6 kd kp . But this implies that kBu .Bu0 f .xu //kp 6 kBu .Bu0 f .xu / C d /kp C kBu kkd kp : In other words, it is sufficient to prove that k.Bu0 f .xu //kp 6 c4 kBu .Bu0 f .xu //kp

(12.129)

in order to obtain k.Bu0 f .xu / C d /kp 6 k.Bu0 f .xu //kp C kd kp 6 c4 kBu .Bu0 f .xu //kp C kd kp 6 c4 kBu .Bu0 f .xu / C d /kp C .1 C c4 kBu k/ kd kp 6 .c4 c2 C 1 C c4 kBu k/ kd kp ; where we used (12.127). It remains to verify (12.129) which is implied by the following static inequality: k.Bu0 v/k 6 c4 kBu .Bu0 v/k:

(12.130)

Since this is a static problem, we are using vector norms. Note that we can find a matrix S such that ! Bu1 Bu D S 0 with Bu1 surjective. Next, we note that it is sufficient to prove that 0 0 k.Bu1 w/k 6 c5 kBu1 .Bu1 w/k

for some suitably chosen c5 since for w D S v, we get k.Bu0 v/k 6 c5 kBu1 .Bu0 v/k c5 kSBu1 .Bu0 v/k 6 min .S / c5 kBu .Bu0 v/k; 6 min .S /

(12.131)

696

12 Simultaneous external and internal stabilization: input-additive case

which yields (12.130) for a suitably chosen c4 . It remains to show (12.131). We 0 consider two cases. If Bu1 w saturates at least one channel, then 0 0 0 kBu1 .Bu1 w/k > hBu1 wn ; .Bu1 w/ i 0 > kBu1 wn k1 1 0 > p min .Bu1 /; m

where wn D

w : kwk

In that case, p 0 m k.Bu1 w/k1 p D m m 0 kBu1 .Bu1 6 w/k: 0 min .Bu1 /

0 k.Bu1 w/k 6

On the other hand without saturation, 0 0 0 0 1 0 kBu1 wk 6 kBu1 .Bu1 Bu1 / Bu1 Bu1 wk2 0 0 0 1 0 6 kBu1 .Bu1 Bu1 / k kBu1 Bu1 wk:

Combining the two cases with and without saturation yields (12.131) for a suitably chosen c5 , that is,

m 0 0 0 1 ; kB c5 > max .B B / k : u1 u1 u1 0 min .Bu1 /

13 Simultaneous external and internal stabilization: non-input-additive case

13.1 Introduction For the case when the external signals appear additive to the control input, Chap. 12 develops control strategies for several simultaneous stabilization problems in both global and semi-global setting for both continuous- and discrete-time systems. In this chapter, we tackle the same problems, however, for the case of non-input-additive external signals. Unlike in the input-additive case where our results are more or less complete, we present here only some limited results. As introduced in (11.1), a continuous-time linear system subject to actuator saturation where the disturbance is non-input additive can be described by 8 ˆ T D Ax.t/ C B.u.t// C Ed.t/; < x.t/ (13.1a) ˙c W z.t/ D x.t/; t  0; ˆ : y.t/ D C x.t/; t  0 and similarly consider a discrete-time system of the form 8 ˆ < x.k C 1/ D Ax.k/ C B.u.k// C Ed.k/; d ˙ W z.k/ D x.k/; k  0; ˆ : y.k/ D C x.k/; k D 1; 2; : : : ;

(13.1b)

where, as usual, x 2 Rn is the state, u 2 Rm is the input, z 2 Rq is the controlled variable, and y 2 Rp is the measured output. For simplicity, throughout this chapter, we consider a standard saturation function .

13.2 Simultaneous stabilization in global framework We are concerned here with simultaneous external and internal stabilization problems in a global setting for the case of non-input-additive disturbance, that is, we consider systems of the form (13.1a). We consider here only two classical problems, namely, .Gp =G/ and .Gp =G/fg problems. This is because our results, especially for .Gp =G/fg problem, are more or less negative and are vastly different A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__13, © Springer Science+Business Media New York 2012

697

698

13 Simultaneous external and internal stabilization: non-input-additive case

from the input-additive case discussed in the previous chapter. In fact, unlike the input-additive case, we start seeing a complex picture emerging here, and such a complex picture more or less persists in subsequent chapters as well, although the exact nature of the complexity varies from chapter to chapter. The fact that the results for the .Gp =G/fg problem are negative simply precludes considering the other global problems defined in Chap. 11. Without much fanfare, let us first consider the problem .Gp =G/fg , i.e., the problem of simultaneous global asymptotic stabilization and global Lp stabilization with finite-gain. As said above, it turns out that an extremely restrictive necessary condition must be satisfied to achieve .Gp =G/fg . In fact, the result given below indicates that if the disturbance excites those marginally unstable modes of the open-loop system, then .Gp =G/fg is not solvable. We state and prove this result only for continuous-time systems. The same result holds analogously for discrete-time systems as well.

Theorem 13.1 Consider the system ˙ in (13.1a). The problem of simultaneous global asymptotic stabilization and global Lp stabilization with finite gain (the .Gp =G/fg problem) as defined in Problem 11.2 is solvable by any feedback control law only if the auxiliary system ˙aux defined as, ( xT D Ax C Ed ˙aux W (13.2) z D Cz x is globally Lp stable with finite gain, i.e., there exists a p0 > 0 such that kzkp 6 p0 kd kp for zero initial conditions.

Remark 13.2 If .Cz ; A/ is detectable and .A; B/ is ANCBC, then the necessary condition in the above theorem is also sufficient for state feedback. This is seen as follows: Since ˙aux is Lp stable and detectable, the unstable internal dynamics of ˙aux must be uncontrollable from d . Thus, for system ˙, we only need to design a globally stabilizing controller for the unstable part and choose zero control for the stable part. Then, we obtain global asymptotic stabilization and global Lp stabilization with finite gain for system ˙. However, this argument is not valid for measurement feedback because in that case the disturbance can affect the unstable dynamics via the estimated state of the unstable dynamics.

Remark 13.3 Note that even when the open-loop system is critically stable, the .Gp =G/fg problem is not solvable in general. Another interesting point of

13.2 Simultaneous stabilization in global framework

699

Theorem 13.1 is that the lowest gain p0 set by the auxiliary system ˙aux provides a lower bound for the possible Lp gains achievable by any saturated control law for the original system. This indicates that, whenever the disturbance is not-inputadditive and the control is saturated, the global framework for Lp stabilization with finite gain is an over-requirement. Hence, it becomes more meaningful to work with the notion of Lp stabilization for some restricted set of disturbances. One way to restrict the disturbance is by imposing a uniform bound on the Lp norm, which is the so-called semi-global Lp stabilization. But this might not be the best choice. In this sense, it becomes an important issue to identify those nonconservative subsets of Lp disturbances for which the finite-gain Lp stabilization is possible.

Proof : We assume zero initial conditions from the beginning, and let d 2 Lp . Then we have z D zu;0 C z0;d , where zu;0 is the output of the system for input u and zero disturbance, while z0;d is the output of the system for zero input and disturbance d . Since the saturation function is bounded, for any given T > 0, there exists a constant M > 0 such that kzu;0 kLp Œ0;T  < M for any input u and zero disturbance. Obviously, kzu;d kLp Œ0;T  > kz0;d kLp Œ0;T   kzu;0 kLp Œ0;T  : Hence, for any  > 0, kzu;d kLp Œ0;T  > kz0;d kLp Œ0;T   M; because the controlled output z is linear in terms of d . This yields kzu;d kLp Œ0;T  kz0;d kLp Œ0;T  M >  ; kd kLp Œ0;T  kd kLp Œ0;T  kd kLp Œ0;T  which holds for any nonzero disturbance d 2 Lp . Letting  ! 1, we find that kzu;d kLp Œ0;T  kz0;d kLp Œ0;T  > sup ; kd kLp Œ0;T  kd kLp Œ0;T  d

sup d

(13.3)

and hence inf sup u

d

kzu;d kLp Œ0;T  kz0;d kLp Œ0;T  > sup ; kd kLp Œ0;T  kd kLp Œ0;T  d

(13.4)

where inf indicates the infimum over all possible controls. u Suppose that ˙aux is not finite-gain Lp stable. Then, for any  > 0, there exist d  2 Lp , .d  ¤ 0/, and T > 0 such that kz0;d  kLp Œ0;T  >  kd  kLp Œ0;T  :

700

13 Simultaneous external and internal stabilization: non-input-additive case

Thus, it follows from (13.4) that inf sup u

d

kz0;d  kLp Œ0;T  kzu;d kLp Œ0;T  kzu;d kp > inf sup > > : u d kd kp kd kLp Œ0;T  kd  kLp Œ0;T 

Hence, it is impossible to achieve a finite gain for system ˙ by any control law.

Theorem 13.1 implies that in general the simultaneous global Lp (or `p ) stabilization and global asymptotic stabilization with finite gain is not achievable. This leads us to study the same problem however without the requirement of finite gain. In this case, unlike the results of Theorem 13.1, next theorem provides a positive result. That is, whenever we do not require finite gain, the simultaneous global Lp (or `p ) stabilization and global asymptotic stabilization with arbitrary initial conditions is achievable for all p 2 Œ1; 1/.1 We emphasize that the initial conditions of the given system need not be fixed at x.0/ D 0, they can be arbitrary. Theorem 13.4 Consider the continuous- or discrete-time system ˙ in (13.1). Assume that the pair .A; B/ is asymptotically null controllable with bounded control (ANCBC), and .C; A/ is detectable. Then, the problem of simultaneous global Lp (or `p ) stabilization and global asymptotic stabilization with arbitrary initial conditions and without finite gain, as defined in Problem 11.4, is solvable for any p 2 Œ1; 1/ via measurement feedback controllers. Remark 13.5 We observe that in the discrete-time case, Theorem 13.4 implies that for any d 2 `p with p 2 Œ1; 1/, one can design a measurement feedback law such that the controlled output z goes to zero asymptotically because z 2 `p . In other words, the closed-loop system remains globally attractive in the presence of any d 2 `p . A similar conclusion can be made for continuous-time systems, due to Lemma 2.4.

Proof : We first consider continuous-time systems. Let P" be the solution of the CARE, A0 P" C P" A  P" BB 0 P" C Q" D 0;

(13.5)

where for " 2 Œ0; 1, Q" > 0; 1 Note

lim Q" D 0;

"!0

dQ" d"

> 0:

that it is impossible to achieve external stability for disturbance signals belonging to L1 .`1 /; however, a class of such signals are identified in Chap. 15 for which saturated linear feedback control laws exist that preserve the boundedness of states.

13.2 Simultaneous stabilization in global framework

701

Consider a dynamic 2n-dimensional observer-based measurement feedback controller, 8 ˆ xyT D Ay x C B.u/ C K.y  C xy/ < (13.6) !T D .A C BF /! C K.y  C xy/ ˆ : 0 u D B P"a .z/ z C F !; where K and F are such that AKC and ACBF are Hurwitz stable, z D xy !, and "a .z/ is determined by "a .z/ D maxfr 2 .0; 1 j z 0 Pr z trace.B 0 Pr B/ 6

2 4 g;

(13.7)

and where P"a .z/ is the solution of CARE (13.5) with " replaced by "a .z/. Define e D x  xy. The closed-loop system in terms of e, z, and ! is given by 8 ˆ < eT D .A  KC /e C Ed zT D Az C B.B 0 P"a .z/ z C F !/  BF ! ˆ : !T D .A C BF /! C KC e: In the absence of d , the above becomes: 8 ˆ < eT D .A  KC /e zT D Az C B.B 0 P"a .z/ z C F !/  BF ! ˆ : !T D .A C BF /! C KC e: Clearly, the origin is locally exponentially stable. To see global attractivity, we note that e ! 0 and ! ! 0 as time tends to infinity due to the fact that both A C BF and A  KC are Hurwitz stable. Then, there exists a T such that for all t > T . This and the adapting law (13.7) together imply kF !.t/k 6  2 that the saturation will be inactive for all t > T . Since  is a standard saturation function, then the z dynamics becomes, zT D Az  BB 0 P"a .z/ z which is globally attractive. This concludes global asymptotic stability. In the presence of d , since A  KC and A C BF are both Hurwitz stable, it follows that e 2 Lp , ! 2 Lp and ! ! 0 (see Sect. 2.9). Then, as before, there exists a T such that kF !.t/k 6  2 for all t > T . Therefore, as before, we can conclude that the saturation is inactive for all t > T , and hence, z dynamics becomes zT D Az  BB 0 P"a .z/ z: This system is known to be globally asymptotically stable and locally exponentially stable. Hence, z 2 Lp and x D e C xy D .e C z C !/ 2 Lp .

702

13 Simultaneous external and internal stabilization: non-input-additive case

We consider next discrete-time systems. Consider a discrete-time linear system ˙ d given in (13.1b), and let P" be the solution of the DARE, P" D A0 P" A  AP" B.I C B 0 P" B/1 B 0 P" A C Q" ;

(13.8)

where for " 2 Œ0; 1, Q" > 0;

lim Q" D 0;

"!0

dQ" d"

> 0:

Consider a dynamic 2n-dimensional observer-based measurement feedback controller 8 ˆ x D Ay x C B.u/ C K.y  C xy/ < y (13.9) ! D .A C BF /! C K.y  C xy/ ˆ : u D .I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F !; where K and F are such that A  KC , and A C BF are Schur stable, z D xy  !, and "a .z/ is determined by "a .z/ D maxfr 2 .0; 1 j z 0 Pr z trace.B 0 Pr B/ 6

2 8 g;

(13.10)

and where P"a .z/ is the solution of the DARE (13.8) with " replaced by "a .z/. Define e D x  xy. The closed-loop system in terms of e, z, and ! is given by 8 ˆ < e D .A  KC /e C Ed z D Az C B..I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az C F !/  BF ! ˆ : ! D .A C BF /! C KC e: (13.11) In the absence of d , the above becomes: 8 ˆ < e D .A  KC /e z D Az C B..I C B 0 P".z/ B/1 B 0 P".z/ Az C F !/  BF ! ˆ : ! D .A C BF /! C KC e: Clearly, the origin is locally exponentially stable. To see global attractivity, we note that e ! 0 and ! ! 0 as time tends to infinity due to the fact that both ACBF and AKC are Schur stable. Then, there exists a N such that kF !.k/k 6  2 for all k > N . This and the adapting law (13.10) together imply that the saturation will be inactive for all k > N (see also (4.244) and the inequalities below it). Since  is a standard saturation function, the z dynamics then becomes, z D Az  B.I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az which is globally attractive. This concludes global asymptotic stability. In the presence of d , for a standard saturation function, since A  KC and A C BF are both Schur stable, it follows that e 2 `p , ! 2 `p , and ! ! 0

13.3 Semi-global external stabilization and global asymptotic stabilization

703

Then, as before, there exists a N such that kF !.k/k 6  for all k > N . There2 fore, as before, we can conclude that the saturation is inactive for all k > N , and hence, z dynamics becomes, z D Az  B.I C B 0 P"a .z/ B/1 B 0 P"a .z/ Az: This system is known to be globally asymptotically stable and locally exponentially stable (see Chap. 4). Hence, z 2 `p and x D e C xy D .e C z C !/ 2 `p .

Remark 13.6 Admittedly, the results of Theorem 13.4 which utilizes a 2n-dimensional dynamic measurement feedback pertain only to Lp .`p / stabilization without finite gain. Even then, the results are remarkable especially when we note that similar results by static state feedback are sparse. Furthermore, these results are true irrespective of the nature of initial conditions.

13.3 Semi-global external stabilization and global asymptotic stabilization As said earlier, Theorem 13.1 in general precludes achieving simultaneous global Lp (or `p ) stabilization and global asymptotic stabilization with finite gain. This begs the question whether any positive results are feasible if the requirement of global Lp (or `p ) stabilization is relaxed to semi-global Lp (or `p ) stabilization. To pursue this, let us first formally define what can be termed as .S Gp =G/fg problem. Problem 13.7 Consider the continuous- or discrete-time system ˙ in (13.1). For any p 2 Œ1; 1, this system is said to be simultaneously semi-globally finite gain Lp stabilizable (or `p stabilizable) and globally asymptotically stabilizable via static state feedback (or dynamic measurement feedback with dynamical order nc ) if, for any a priori given (arbitrarily large) D > 0, there exists a static state (or respectively, dynamic measurement) feedback law, possibly depending on D (or respectively, nc , and D), such that the following conditions hold: (i) For continuous-time case, the closed-loop system is finite gain Lp stable over the set Lp;p .D/. That is, there exists a positive constant p such that with x.0/ D 0, the following holds: kzkp  p kd kp ; for all d 2 Lp with kd kp 6 D: Similarly, for the discrete-time case, the closed-loop system is finite gain `p stable over the set `p;p .D/. That is, there exists a positive constant p such that with x.0/ D 0, the following holds: kzkp  p kd kp ; for all d 2 `p with kd kp 6 D:

704

13 Simultaneous external and internal stabilization: non-input-additive case

(ii) In the absence of any disturbance signal d, the equilibrium point x D 0 of the closed-loop system is globally asymptotically stable . The above problem is coined as .S Gp;q =G/fg problem. We have the following result: Theorem 13.8 Consider the continuous or discrete-time system ˙ in (13.1). Assume that the pair .A; B/ is asymptotically null controllable with bounded control (ANCBC), and .C; A/ is detectable. Then the problem of simultaneous global asymptotic stabilization and semi-global Lp .`p / stabilization with finite gain, as defined in Problem 13.7, is solvable for p 2 Œ1; 2 via either state or measurement feedback controllers. Remark 13.9 A result for the continuous-time systems with p D 2 was reported in [98].

Proof : We only provide a proof for the continuous-time case. The proof for discrete-time case follows along the same lines. Consider the H1 algebraic Riccati equation, A0 P C PA  PBB 0 P C  2 PEE 0 P C "I D 0:

(13.12)

It can be shown that there exists a  > 0 such that for all " 2 .0; 1, there exists a unique positive definite solution P" > 0 to (13.12) such that A  BB 0 P" C " >0  2 EE 0 P" is asymptotically stable. Moreover, P" ! 0 as " ! 0 and dP d" for " 2 .0; 1. We define the adapting scheme as   2 0 ".x/ WD max " 2 .0; 1 W x P" x trace P" 6 : (13.13) kBB 0 k Let the control law be u.x/ D B 0 P".x/ x. For simplicity, we use the shorthand P D P".x/ . Then, clearly, kuk2 D x 0 PBB 0 P x 6 kBB 0 kmax .P /x 0 P x 6 kBB 0 kx 0 P x trace.P / 6  2 : Hence, the adaptive control law never activates the saturation. Define V .x/ D x 0 P".x/ x. The derivative of V along the system trajectory is   VT D "kxk2  kuk2 C 2d 0 E 0 P x   2 x 0 PEE 0 P x C x 0 PT x:

(13.14)

Let h D E 0 P x. We claim that for p > 1, there exists a c1 > 0 such that 2kd kkhk   2 khk2 6 c1 khk2p kd kp :

(13.15)

13.3 Semi-global external stabilization and global asymptotic stabilization

705

This is seen as follows. First, (13.15) holds if khk D 0. For khk ¤ 0, 2kd kkhk  

2

 2 2 kd k 1 khk D  khk khk p  2 2 kd k 6  2 khk2 D  2 .2 2 /p khk2p kd kp : khk 2

2



2

Further noting that P D P".x/ 6 P1 , we get khk2 D x 0 PEE 0 P x 6 kEE 0 kmax ŒP1 V .x/: Then it follows from (13.15) that there exists a constant c2 > 0 such that for p 2 Œ1; 2, 2kd kkhk   2 khk2 6 c2 V 1p=2 kd kp :

(13.16)

Continuing from (13.14), we get VT C "kxk2 C kuk2 6 c2 V 1p=2 kd kp C x 0 PT x:

(13.17)

Let d D 0. We claim that VT < 0 for x ¤ 0. In fact, when x is sufficiently large, the adaptation scheme (13.13) implies that 0 < " < 1 and V .x/ trace.P / D  2 =kBB 0 k: Hence, if VT > 0 for x ¤ 0, then PT 6 0, which contradicts (13.17) with d D 0. Thus, ultimately, the state trajectory enters a neighborhood of the origin where ".x/  1 and PT D 0. It is easy to see that in this region, we have local exponential stability. This shows global asymptotic stabilization. It remains to derive the finite-gain stability by assuming zero initial condition and d 2 Lp .D/ for some D > 0 and p 2 Œ1; 2. Noting that VT and PT always have opposite signs for PT ¤ 0, we obtain from (13.17) that VT 6 c2 V 1p=2 kd kp : This implies that for any given d 2 Lp .D/, we have V p=2 .x/ 6

p c2 D p ; 2

8t > 0;

which means that the state x starting from the origin remains bounded. Then the adaptation scheme guarantees that there is a lower bound for ".x/, i.e., 9 " > 0 such that ".x/ > " , given a specific disturbance d 2 Lp .D/. For PT ¤ 0, we have V .x/ trace.P / D  2 =kBB 0 k;

706

13 Simultaneous external and internal stabilization: non-input-additive case

which implies

VT trace.P / C V trace.PT / D 0

and V .x/ >

2 : kBB 0 k trace P1

Hence, for VT < 0 and PT > 0, trace.P / x 0 PT x 6 kxk2 trace.PT / D kxk2 .VT / 6 M VT ; V for some constant M > 0, where we have used the facts that x is bounded, trace.P / 6 trace.P1 /, and kxk2 V has a positive lower bound. Then, it follows from (13.17) that for VT < 0, VT C

" c2 kxk2 6 V 1p=2 kd kp 1CM 1CM

which implies that for p 2 Œ1; 2, VT C

" 1CM



V max .P1 /

1p=2 kxkp 6

c2 V 1p=2 kd kp : 1CM

That is, there exist ˇ1 > 0 and ˇ2 > 0 such that dV p=2 C ˇ1 kxkp 6 ˇ2 kd kp : dt

(13.18)

On the other hand, for VT > 0 (thus PT 6 0), it follows similarly from (13.17) that there exist ˇ3 > 0 and ˇ4 > 0 such that dV p=2 C ˇ3 kxkp 6 ˇ4 kd kp : dt

(13.19)

Combining (13.18) and (13.19), we obtain dV p=2 C 1 kxkp 6 2 kd kp ; dt

(13.20)

where 1 D minfˇ1 ; ˇ3 g and 2 D maxfˇ2 ; ˇ4 g. This dissipation inequality shows that kxkp 6  kd kp ; where  D .2 =1 /1=p .

13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop...

707

So far, we have shown the finite-gain Lp stability with state feedback. For the measurement feedback case, we use the controller, ( xyT D Ay x C B.u/ C K.y  C xy/ (13.21) u D f .y x /; where K is chosen such that AKC is Hurwitz and f is the nonlinear state feedback we constructed in the state feedback but with E replaced by KC . Defining e D x  xy, we obtain eT D .A  KC /e C Ed:

(13.22)

Since the error dynamics is exponentially stable, for all d 2 Lp .D/, we have e 2 Lp and kekp 6 1 kd kp ; for some 1 > 0. Therefore, there exists a D 0 > 0 such that .e 0 ; d 0 /0 2 Lp .D 0 /. Then, from the result for state feedback and (13.21), we conclude that ky x kp 6 2 .kekp C kd kp / for some 2 > 0. Consequently, we obtain that kxkp 6 ky x kp C kekp ; 6 2 kd kp C .2 C 1/kekp ; 6 f2 C 1 .2 C 1/g kd kp : The finite gain from d to z follows immediately.

13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop neutrally stable linear systems with saturated linear control laws We considered so far general linear systems with saturated feedback control laws when the given system is open-loop asymptotically null controllable with bounded control (ANCBC). When the external disturbances are non-input-additive, it is clear that in general there is no control law that can achieve Lp or `p stability with finite gain, unless the disturbance affects only the asymptotically stable modes of the system. However, nonlinear feedback control laws are constructed that can achieve simultaneous global asymptotic stability as well as Lp stability or `p stability without finite gain. Then a question arises: Can a linear feedback control law achieve Lp stability without finite gain if it achieves global asymptotic stability? The answer to this question in general is of course negative. However, as

708

13. Simultaneous external and internal stabilization: non-input-additive case

shown in [169] and as will be discussed in Chap. 14, for a double integrator which belongs to the class of marginally unstable systems, a saturated linear internally stabilizing feedback control law can achieve Lp stability without finite gain for p 2 Œ1; 2, but not for p > 2. The above discussion brings forth another important question: For what class of linear systems subject to non-input-additive disturbances can a saturated linear feedback control law achieve global asymptotic stability as well as Lp or `p stability with possibly arbitrary initial conditions? For the case of input-additive disturbance, Chap. 12 shows that for open-loop neutrally stable systems with input saturation, global asymptotic stability and the traditional Lp stability or `p stability with zero initial conditions can be achieved by a saturated linear feedback control law for all p 2 Œ1; 1. In this section, we generalize these results in two ways by considering arbitrary initial conditions as well as non-input-additive disturbances. More specifically, we show that for open-loop neutrally stable systems with input saturation and for non-inputadditive disturbance, there exist linear feedback control laws that achieve global asymptotic stability and external Lp .`p / stability for all p 2 Œ1; 1/ and for arbitrary initial conditions. In the course of our development here, for the same class of systems, we also show that the same saturated linear feedback control laws also achieve another type of external stability in the sense that any vanishing disturbance produces a vanishing state for arbitrary initial conditions. Such a property is usually possessed by a linear exponentially stable system. Before we present a general result, we first work out two special cases, one for continuous-time and another for discrete-time systems. That is, in Sects. 13.4.1 and 13.4.2, we derive, respectively, the Lp and `p stability results by state feedback for open-loop neutrally stable systems with all their open-loop poles on the imaginary axis (continuous time) or on the unit circle (discrete time). These results are then extended in Sect. 13.4.3 to general open-loop neutrally stable systems by using measurement feedback controllers. For simplicity, we consider throughout standard saturation functions.

13.4.1 Continuous-time systems If a continuous-time system (13.1a) is open-loop neutrally stable and .A; B/ is stabilizable, then in a suitable basis, we have ! ! Bc Ac 0 ; BD ; (13.23) AD Bs 0 As where Ac satisfies Ac C A0c D 0, As is asymptotically stable, and .Ac ; Bc / is controllable. For the moment, we ignore the asymptotically stable subsystem and assume that the system satisfies the condition A C A0 D 0 and that .A; B/ is controllable. Also, we assume that y D z D x, that is, we only consider state feedback and Lp stability with arbitrary initial conditions with the output equal to the state. A general result is presented in Sect. 13.4.3.

13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop...

709

Theorem 13.10 Consider the system xT D Ax C B.u/ C d;

x.0/ D x0 ;

(13.24)

where .A; B/ is controllable and A0 C A D 0. Then for any > 0, the linear feedback control law u D  B 0 x achieves simultaneous global Lp stability with arbitrary initial conditions for all p 2 Œ1; 1/ and global asymptotic stability.

Remark 13.11 The system in the form of (13.24) is in general not finite-gain Lp stabilizable as was shown in [166]. Also, note that the bounded disturbance d D B.u/ C x0 with x0 an unstable eigenvector of A yields an unbounded state x for zero initial condition. Hence, the system is not L1 stable for any controller. This idea can be easily extended to establish that the system is not L1 stable for any fixed initial condition and any controller.

Proof : The result of global asymptotic stability follows from Chap. 4. We proceed to show global external stability. According to Lemma 13.21 in the appendix, we only need to show that the state of the following system: xT D Ax  B. B 0 x/ C Bd

(13.25)

is in Lp for all d 2 Lp \ L1 \ C0 . Since d is vanishing, there exists a T0 > 0 such that kd.t/k1 < 1=2 for all t > T0 . Let V1 .x/ D

kxkpC1 : pC1

(13.26)

Then, for t > T0 , we have d D .d / and VT1 D kxkp1 x 0 ŒAx  B. B 0 x/ C Bd  1 D kxkp1 Œu0 .u/  u0 d  1 D kxkp1 fu0 Œ.d /  .d  u/ C u0 Œ.u  d /  .u/g p 1 2 m p1 0 kxkp1 kd k; 6  kxk u .u/ C 2 where in the last inequality, we have used the inequalities (13.51) and (13.52) in the appendix. Next, since A  BB 0 is Hurwitz, there exists a matrix P > 0 such that .A  BB 0 /P C P .A  BB 0 / D I:

710

13. Simultaneous external and internal stabilization: non-input-additive case

We define V2 .x/ D

1 0 .x P x/p=2 : p

Clearly, there exist ˛ > 0 and ˇ > 0 such that   VT2 D .x 0 P x/.p2/=2 fx 0 P .A  BB 0 /x C B..u/  u/ C Bd g 6 ˛kxkp C ˇkxkp1 ku  .u/k C ˇkxkp1 kd k 6 ˛kxkp C ˇkxkp1 u0 .u/ C ˇkxkp1 kd k;

(13.27)

where we have used the inequality (13.53). Now, letting V .x/ D 2ˇ V1 .x/ C V2 .x/, we obtain  1 (13.28) VT 6 ˛kxkp C 1 kxkp1 kd k D ˛kxkp1 kxk  kd k ˛ p for t > T0 , where 1 D ˇ.1 C 4 m/. Now since d is vanishing, for any "1 > 0 and "2 > 0, there exists a T1 > T0 such that    "1 ˛ kd.t/k < min "2 ; 2 1 for all t > T1 . Hence, if kx.t/k > "1 for some t > T1 , then VT .t/ <  "12˛ kx.t/kp1 <  ˛2 "p1 : Therefore, there exists a T > T1 such that kx.T /k < "1 . Since the closed-loop system without saturation is exponentially stable, we can choose "1 and "2 sufficiently small so that if kx.T /k < "1 and kd.t/k < "2 for all t > T , then the saturation of u D  B 0 x will never be activated again. That is, the closed-loop system is ultimately linear for t > T and exponentially stable. Hence, the Lp stability follows immediately. As a by-product of the above proof, we obtain that the same linear feedback control law achieves CICS stability as defined in Definitions 2.70. Theorem 13.12 Consider the system (13.24) with the same conditions as in Theorem 13.10. Then for any > 0, the linear feedback control law u D  B 0 x achieves CICS stability. Proof : According to Lemma 13.21, we only need to prove this theorem for a matched disturbance. From the proof of Theorem 13.10, we see that, given any vanishing disturbance and any initial condition, the saturation element will not be activated again after some finite time. Hence, by the fact that the closed-loop system is exponentially stable, the CICS stability follows easily.

13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop...

711

13.4.2 Discrete-time systems This subsection is parallel to Sect. 13.4.1 but deals with discrete-time systems. We assume in this subsection that .A; B/ is controllable, A satisfies A0 A D I , and y D z D x. A more general result is stated in Sect. 13.4.3.

Theorem 13.13 Consider the system x D Ax C B.u/ C d;

x.0/ D x0 ;

(13.29)

where .A; B/ is controllable and A0 A D I . Then there exists a  > 0 such that for any 2 .0;  , the linear feedback control law u D  B 0 Ax achieves simultaneous global `p stability with arbitrary initial conditions for all p 2 Œ1; 1/ and global asymptotic stability. Remark 13.14 The control law u D  B 0 Ax is also used in [5, 26]. We first establish local exponential stability when using the feedback law given in Theorem 13.13. Lemma 13.15 Assume that A0 A D I and B 0 B < 2I for some > 0. Then A WD .I  BB 0 /A is asymptotically stable if and only if .A; B/ is controllable.

Proof : Since A0 A D I , all eigenvalues of the matrix have norm 1 and are hence unstable. Hence, stabilizability is equivalent to controllability, from which we have the necessity. Note that for any x 2 Cn , we have x  A0 A x D kxk2  x  A0 B.2I  B 0 B/B 0 Ax 6 kxk2 ;

(13.30)

where x  denotes the conjugate transpose of x. Assume we have an eigenvector x of A , i.e., A x D .A  BB 0 A/x D x: Then from (13.30), we immediately obtain that jj 6 1. If jj D 1, then from (13.30), we must have that B 0 Ax D 0. It follows that Ax D x, and using A0 A D I , we obtain x  A D  x  . This yields that x ¤ 0 satisfies x  A D  x  and x  B D 0, which is contradictory to the controllability of .A; B/.

712

13. Simultaneous external and internal stabilization: non-input-additive case

We need also two inequalities as presented in the following lemma: Lemma 13.16 Let B 0 B < I; A0 A D I , and u D  B 0 Ax, where > 0. Then the following two inequalities hold: u0 .u/ 6 kxk2 ; p u0 .u/ 6 mkxk:

(13.31) (13.32)

Proof : Since B 0 B < I is obviously equivalent to BB 0 < I , inequality (13.31) follows from u0 .u/ 6 u0 u D 2 x 0 A0 BB 0 Ax 6 kxk2 : Inequality (13.32) follows from u0 .u/ 6

m X

j .B 0 Ax/i j

i D1

p 6 mkB 0 Axk p D m. 2 x 0 A0 BB 0 Ax/1=2 p 6 mkxk; where ./i indicates the i th component.

Proof of Theorem 13.13 : The result of global asymptotic stability follows from Chap. 4. We proceed to show global external stability. According to Lemma 13.22, we only need to prove the theorem for matched disturbances, that is, it suffices to establish the `p stability of the following closed-loop system x D Ax  B. B 0 Ax/ C Bd;

x.0/ D x0

(13.33)

for all x0 2 Rn and d 2 `p . We choose in advance a small  > 0 so that 2 B 0 B < I

(13.34)

for all 2 .0;  . Since d is vanishing, there exists a K0 > 0 such that kd.k/k < 1=4 for all k > K0 . Using the inequality 2 0 .u/B 0 Bd 6  0 .u/B 0 B.u/ C d 0 B 0 Bd

13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop...

713

and inequalities (13.34) and (13.54), we get for k > K0 , kxk2  kxk2 D kAx C B.u/ C Bd k2  kxk2 D  0 .u/B 0 B.u/ C d 0 B 0 Bd C 2 0 .u/B 0 Bd C 2 0 .u/B 0 Ax C 2d 0 B 0 Ax 2 2 6   0 .u/u  u0 d C 2 0 .u/B 0 B.u/ C 2d 0 B 0 Bd 1 1 1 6  u0 .u/  u0 .2d / C kd k2 1 1 0 1 u Œ.u/ C 4d  C kd k2 6  u0 .u/  2 2 6 1 u0 .u/ C 2 kd k2 ; (13.35) 1 with 1 D 2 ; 2 D 3 . Note that by inequality (13.31), we have:

1 u0 .u/ 6

1 kxk2 6 kxk2 C 2 kd k2 : 2

(13.36)

Now, let V1 .x/ D kxk3 . Denoting V1 by V1 .x/, by inequality (13.35), we have  3 V1 6 kxk2 C 2 kd k2  1 u0 .u/ 2 3  1  6 kxk2 C 2 kd k2 2  1 kxk2 C 2 kd k2 2 u0 .u/ 3  6 kxk2 C 2 kd k2 2  1 kxku0 .u/ 2  6 kxk3 C "1 kxk2 C 2 ˇ1 kd k2  3 u0 .u/ ; where 3 D p1m , and we used (13.55) and (13.36) in the second inequality, (13.59) and (13.32) in the last inequality. Recall from Lemma 13.28 that we can make "1 arbitrary small at the expense of a larger ˇ1 . Consequently, we obtain V1  V1 6 3 Œu0 .u/2 C "1 kxk2 C 2 ˇ1 kd k2 ;

(13.37)

for all k > K0 . Let A D A  BB 0 A, which is Schur stable by Lemma 13.15. Then there exists a P > 0 such that A0 PA  P D I: We have x 0 A0 PA x  x 0 P x D kxk2 :

(13.38)

714

13. Simultaneous external and internal stabilization: non-input-additive case

Let V2 .x/ D x 0 P x and v D BŒ.u/  u C Bd . Then, applying inequality (13.58), (13.38), and (13.53), we have V2  V2 D .x/0 P .x/  x 0 P x D .x 0 A0 C v 0 /P .A x C v/  x 0 P x D kP 1=2 A x C P 1=2 vk2  x 0 P x 6 .kP 1=2 A xk C kP 1=2 vk/2  x 0 P x 6 x 0 A0 PA x  x 0 P x C "2 kP 1=2 A xk2 C ˇ2 kP 1=2 vk2 6 kxk2 C "3 kxk2 C ˇ3 kvk2 6 .1  "3 /kxk2 C ˇ4 k.u/  uk2 C ˇ5 kd k2  2 6 .1  "3 /kxk2 C ˇ4 u0 .u/ C ˇ5 kd k2 ;

(13.39)

where "3 D "2 kP 1=2 A k2 , ˇ3 D ˇ2 kP k, and ˇ4 ; ˇ5 > 0 are appropriately defined constants. According to Lemma 13.28, "2 (and hence "3 ) can be made arbitrarily small by choosing a larger ˇ2 > 0 and hence larger ˇ4 and ˇ5 . Here, we take "3 < 1=2. Now, define V D

ˇ4 V1 C V2 : 3

It follows from (13.37) and (13.39) that for k > K0 , V  V 6 .1  "3  "4 /kxk2 C ˇkd k2 ;

(13.40)

where "4 D "1ˇ34 and ˇ D ˇ43 2 ˇ1 C ˇ5 . As we pointed out before, "4 can be chosen arbitrarily small by choosing a small "1 . Hence, we assume that "1 has been chosen so that "4 < 1=2. Thus,  WD .1  "3  "4 / > 0. Analogously to the proof of Theorem 13.10 in continuous time, the inequality (13.40) can be used to show that the saturation at input will not be activated again after some finite time because the disturbance d is vanishing. Since the closed-loop system without saturation is exponentially stable and the disturbance is in `p , it easily follows that the state x 2 `p . This completes the proof. Note that the proof of Theorem 13.13 is similar to the proof of Theorem 13.10. Hence, along the same lines as in the proof of Theorem 13.12, we can achieve CICS stabilization. Theorem 13.17 Consider the system (13.29) with the same condition as in Theorem 13.13. Then there exists a  > 0 such that for any 2 .0;  , the linear feedback control law u D  B 0 Ax achieves CICS stabilization.

Proof : Similar to the proof of Theorem 13.12.

13.4 Lp .`p / stabilization for p 2 Œ1; 1/ of open-loop...

715

Corollary 13.18 Consider the system x D Ax C B.u C d /;

x.0/ D x0 ;

(13.41)

where .A; B/ is controllable and A0 A D I . Then, for sufficiently small >0, the linear control law u D  B 0 Ax achieves converging input converging state (CICS) stability with arbitrary initial condition as well as `p stability with arbitrary initial condition for any p 2 Œ1; 1/.

Proof : We have x D Ax C B.u C d / D Ax C B.u/ C Bv with v D .u C d /  .u/. Since kv.k/k D k.u.k/ C d.k//  .u.k//k 6 kd.k/k; we have v 2 c0 if d 2 c0 and v 2 `p if d 2 `p . Then, the CICS stability and `p stability are direct consequences of Theorems 13.13 and 13.17.

Remark 13.19 Finite-gain `p stability for the controller u D  B 0 Ax and the system (13.41) has been established recently for p 2 .1; 1 in [5]. In [5] the case p D 1 was excluded. The above corollary shows that for the case p D 1, we can at least achieve `p stability, although the result for finite gain is still not available.

13.4.3 Generalization of Lp .`p / stability results We consider in this section continuous- and discrete-time systems of the following form: 8 ˆ x.0/ D x0 < x D Ax C B.u/ C d1 ; (13.42) y D C x C d2 ˆ : z D Cz x C Dz .u/ C d3 ; where x, as usual, represents either time derivative in continuous time or time shift in discrete time, x with x.t/ 2 Rn is the state, .u/ represents the standard vector saturation element on the input u with u.t/ 2 Rm , y.t/ 2 Rr is the measurement output, where z is the controlled output with z.t/ 2 Rq . The signals d1 , d2 , and d3 represent external disturbances to the system. We assume that di 2 Lp .i D 1; 2; 3/ in continuous time and di 2 `p .i D 1; 2; 3/ in discrete time. As in the previous subsection, we assume that A is open-loop neutrally stable, .A; B/ is stabilizable, and .C; A/ is detectable.

716

13. Simultaneous external and internal stabilization: non-input-additive case

We extend here the results developed in the previous two subsections to the general system (13.42). Also, instead of using state feedback, we implement the state feedback laws via measurement. These extensions are direct consequences of the previous results. For completeness, we state the general results in this section, sketch the ideas, but omit the proofs. Under our general assumptions, we know that in a suitable basis we have ! ! Ac 0 Bc AD ; BD ; (13.43) Bs 0 As where Ac satisfies Ac C A0c D 0 for continuous-time systems and A0c Ac D I for discrete-time systems, As is asymptotically stable, and .Ac ; Bc / is controllable. We have the following theorem:

Theorem 13.20 Consider the system (13.42) which satisfies the conditions stated above. Then there exists an observer-based linear feedback control law which achieves simultaneous global Lp stability with arbitrary initial conditions (continuous time) or global `p stability with arbitrary initial conditions (discrete time) for all p 2 Œ1; 1/ and global asymptotic stability. That is, given any di 2 Lp .`p /.i D 1; 2; 3/ and an arbitrary initial conditions, we have z 2 Lp .`p /, and in the absence of any disturbances, we have global asymptotic stability. A suitable controller is given by ( y x D Ay x C B.F xy/ C L.C xy  y/; xy.0/ D xy0 ; (13.44) u D F xy; where L is chosen so that .A C LC / is asymptotically stable,  F D  Bc0 0 for any > 0 in continuous time, and  F D  Bc0 Ac

0

with > 0 small enough in discrete time.

Proof : Global asymptotic stability result follows from Chap. 4. Regarding global external stability, we sketch here only the main idea behind the proof for the continuous-time case and omit the details. Given the suitable basis for which we obtained (13.43), the system can be put in the following diagonal form: ( xT c D Ac xc C Bc .u/ C dc xT s D As xs C Bs .u/ C ds ;

13.A Appendix: Some Preliminary Lemmas

717

where the state has been decomposed into x 0 D Œxc0 ; xs0 . We define e D x  xy and we get eT D .A C LC /e C .d1 C Ld2 /: Since .d1 C Ld2 / 2 Lp , obviously, e 2 Lp . Given the controller as presented in the theorem, we obtain (

xT c D Ac xc C Bc .Bc0 xc C Bc0 e/ C dc xT s D As xs C Bs .Bc0 xc C Bc0 e/ C ds :

Applying Theorem 13.10 to the first subsystem, we have xc 2 Lp , since e 2 Lp and dc 2 Lp . The second subsystem is exponentially stable with inputs xc , e, and ds in Lp . It follows that xs 2 Lp . Thus, we have z 2 Lp .

13.A

Appendix: Some Preliminary Lemmas

This appendix contains several lemmas that are used in the proof of the main results. In functional analysis, a general Lp signal for any p 2 Œ1; 1/ may be highly complicated; it may not be bounded or vanishing, which is not convenient in analysis. Fortunately, the following lemma is helpful in that if the control law is globally Lipschitz in state, we only need to consider those Lp signals that are bounded, vanishing, and matched with the control for the purpose of proving general Lp stability. This is adapted from [89]. Lemma 13.21 Let p 2 Œ1; 1/ and .A; B/ be stabilizable. Let F be Lipschitz continuous, i.e., there exists a constant L > 0 such that kF . /  F ./k 6 Lk  k

(13.45)

for all ;  2 Rn . Then, we have the following equivalences: (i) The system xT D Ax  B.F .x// C d;

x.0/ D x0

(13.46)

is Lp stable for all d 2 Lp and for all x0 2 Rn if and only if the state of system

T D A  B.F . // C B dz;

.0/ D 0 (13.47) is in Lp for all dz 2 Lp \ L1 \ C0 and for all 0 2 Rn .

718

13. Simultaneous external and internal stabilization: non-input-additive case

(ii) The system (13.46) is finite-gain Lp stable if and only if system (13.47) is finite-gain Lp stable for all disturbances dz 2 Lp \ L1 \ C0 . (iii) The system (13.46) is C0 stable for arbitrary initial conditions if and only if the system (13.47) has the same property.

Proof : The necessity for each equivalence is self-evident. For sufficiency of (i), we introduce an auxiliary linear system yT D .A  BK/y C d;

(13.48)

where K is such that A  BK is Hurwitz. Define z D x  y. Then zT D Az  B.F .z// C B dz; where dz D Œ.F .z C y//  .F .z// C Ky: Since the system (13.48) is Lp stable, by Lemma 2.4, the signal y is vanishing and bounded. Since the functions  and F are both Lipschitz continuous, we have k.F .z C y//  .F .z//k 6 kF .z C y/  F .z/k 6 Lkyk: Thus, dz is also vanishing and bounded. If z 2 Lp for all such dz 2 Lp \ L1 \ C0 , then x D z C y 2 Lp . From the above argument, it is easy to see that the equivalence also holds for Lp stability with finite gain by observing that system (13.48) is also finite-gain Lp stable. Also, it is easy to obtain the equivalence of C0 stability between the systems (13.46) and (13.47) because the system (13.48) is converging input converging state (CICS) stable. A similar result holds for discrete-time systems. Since any `p signal .1 6 p < 1/ is automatically vanishing and bounded, the discrete version of Lemma 13.21 can be simplified. Lemma 13.22 Let p 2 Œ1; 1/ and .A; B/ be stabilizable. Let F be Lipschitz continuous, i.e., there exists a constant L > 0 such that (13.45) is satisfied for all

;  2 Rn . Then, the system x D Ax  B.F .x// C d;

x.0/ D x0

(13.49)

is `p stable for arbitrary initial conditions if and only if the system z D Az  B.F .z// C B dz;

z.0/ D z0

(13.50)

is `p stable for arbitrary initial conditions. Moreover, the equivalence also holds for the other cases: finite-gain `p stability and converging input converging state (CICS) stability both with fixed or arbitrary initial conditions.

13.B Some inequalities

719

13.B Some inequalities This appendix contains some inequalities we used in the text. Lemma 13.23 For arbitrary vectors u; d 2 Rm , we have p ju0 Œ.u C d /  .u/j 6 .2 m/kd k:

(13.51)

Proof : We first establish (13.51) for scalars u and d . Because of symmetry, we only need to prove this inequality for all d > 0. Since d > 0, it simply follows that the inequality holds for all u > 1. It also holds for all u C d 6 1 because u 6 1  d < 1. Since the case for juj 6 1 is easy, it remains to verify the following two cases: Case 1 u < 1; u C d > 1 in which case, 1 > u > 1  d > d . Hence, juŒ.u C d /  .u/j D ju.1 C 1/j D 2juj < 2jd j: Case 2 u < 1; ju C d j 6 1. If u < 1; 1 6 u C d 6 0, then juŒ.u C d /  .u/j D ju.u C d C 1/j D .u/.u C d C 1/ D u.1 C u/  ud  d C d D .1 C u/.u C d / C d < d D jd j while, if u < 1; 0 6 u C d 6 1, then juŒ.u C d /  .u/j D ju.u C d C 1/j D .u/.u C d C 1/ D .1 C u/.u C d /  d C 2d 6 1  u  d C 2d D 1  .u C d / C 2d < 2d D 2jd j: The general vector case then follows from ju0 Œ.u  d /  .u/j 6

m X

jui Œ.ui  di /  .ui /j 6 2

i D1

m X

p jdi j 6 .2 m/kd k:

i D1

Lemma 13.24 Consider two arbitrary vectors u; d 2 Rm . Then, for any d 2 Rm satisfying kd k < 12 , we have 2u0 Œ.d /  .d  u/ > u0 .u/:

(13.52)

720

13. Simultaneous external and internal stabilization: non-input-additive case

Proof : We first establish (13.52) for scalars u and d with jd j < 12 . We consider the following three cases:  If d  u > 1, then 1=2 > d  1 > u and uŒ.d /  .d  u/ D jujjd  1j >

1 1 juj > u.u/: 2 2

 If d  u < 1, then 1=2 < d C 1 < u and uŒ.d /  .d  u/ D u.d C 1/ >

1 1 u > u.u/: 2 2

 If jd  uj 6 1, then uŒ.d /  .d  u/ D u2 > u.u/ >

1 u.u/: 2

The general case with u and d vectors then immediately follows from u0 Œ.d /  .d  u/ D

m X

1X 1 ui .ui / D u0 .u/; 2 2 m

ui Œ.di /  .di  ui / >

i D1

i D1

Lemma 13.25 We have the following inequality: ku  .u/k 6 u0 .u/:

(13.53)

Moreover, for any d 2 Rm satisfying kd k < 1, we have  u0 Œ.u/ C d  6

kd k2 : 4

(13.54)

Proof : Inequality (13.53) follows from ku  .u/k 6

m X

jui  .ui /j 6

i D1

m X

ui .ui / D u0 .u/:

i D1

To show inequality (13.54), we consider two cases. If jui j > jdi j, then ui Œ.ui / C di  6 0: If jui j 6 jdi j < 1, then ui Œ.ui / C di  D ui .ui C di / 6 Hence, inequality (13.54) follows.

di2 : 4

13.B Some inequalities

721

Lemma 13.26 Assume b > a > 0 and q > 1. Then, .b  a/q  b q 6 b q1 a:

(13.55)

Proof : This follows from direct verification.

Lemma 13.27 Assume q > r > 0. For any " > 0, there exists a ˇ > 0 such that uqr v r 6 "uq C ˇv q

(13.56)

for all u; v > 0.

Proof : If u D 0, the inequality holds trivially. If u ¤ 0, let x D suffices to prove that x r  ˇx q 6 ":

v u

> 0. Then, it (13.57)

It is easy to verify that g.x/ D x r  ˇx q attains its maximum at 

r ˇq

1  qr

;

while the maximum is equal to gmax D



r ˇq

r qr  1  qr :

Clearly, gmax converges to zero as ˇ ! 1 and hence for a suitable choice of ˇ, we know that (13.57) is satisfied.

Lemma 13.28 Assume q > 1. For any " > 0, there exists a ˇ > 0 such that .u C v/q 6 uq C "uq C ˇv q

(13.58)

for all u; v > 0. On the other hand, if v is bounded by M > 0, then for any " > 0, there exists a ˇ (depending on M ) such that .u C v/q 6 uq C "uq1=2 C ˇv q1=2 for all u > 0 and all v satisfying 0 6 v 6 M .

(13.59)

722

13. Simultaneous external and internal stabilization: non-input-additive case

Proof : The first part follows from Lemma 12.18. For the second inequality, we first note for any q > 1, there exists a N > 0 such that (13.60) .1 C z/q  1 6 N z for z 2 Œ0; 1. Then we obtain for 0 6 v 6 u that h

i q .u C v/q  uq D uq 1 C uv  1 6 N uq1 v 6 NM 1=2 uq1 v 1=2 6 "uq1=2 C ˇ0 v q1=2

(13.61)

where the first inequality is a consequence of (13.60) and the final inequality is a consequence of Lemma 13.27 which guarantees that for any " > 0, there exists a suitable ˇ0 satisfying the last inequality. On the other hand, for v > u, we have .u C v/q  uq 6 2q v q 6 M 1=2 2q v q1=2 : Combining (13.62) and (13.61) yields the required result.

(13.62)

14 The double integrator with linear control laws subject to saturation

14.1 Introduction As discussed in previous chapters, for linear systems subject to actuator saturation, simultaneous external and internal stabilization is possible only for systems which are asymptotically null controllable with bounded control (ANCBC). Even then, in general, nonlinear feedback control laws are required. Of particular interest is the use of linear feedback control laws. Clearly, as shown in Chaps. 12 and 13, for open-loop neutrally stable systems, the global asymptotic stability and external Lp .`p / stability for p 2 Œ1; 1/ with arbitrary initial conditions can be achieved by linear feedback control laws. We continue in this chapter the theme of pursuing systems other than open-loop neutrally stable ones for which such a simultaneous stabilization is feasible. We focus here on a canonical class of ANCBC systems, namely, a double integrator which is ubiquitously used. In fact, the double-integrator system is commonly seen in control applications including low-friction, free rigid-body motion, such as single-axis spacecraft rotation and rotary crane motion (see [117], and the references therein). All these issues are the motivating factors why we choose in this chapter to reexamine the notions of external and internal stabilization via linear feedback control laws for a double integrator with linear feedback control laws subject to saturation. As is obvious from Chap. 4, double integrator can be asymptotically stabilized globally with linear saturated feedback control laws. In fact, any internally stabilizing controller for the system without input saturation also stabilizes the system when the saturation element is present. Unlike the case of internal stability, the picture that emerges regarding the external stability as portrayed in this chapter is complex and challenging. A double-integrator system subject to actuator saturation is described by ( xT 1 D x2 (14.1) xT 2 D .u/: Let us utilize a linear state feedback control law, u D k1 x1  k2 x2 ;

(14.2)

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__14, © Springer Science+Business Media New York 2012

723

724

14 The double integrator with linear control laws subject to saturation

where k1 > 0 and k2 > 0. Then, a closed-loop system in the presence of a non-input-additive external disturbance d can be written as ( xT 1 D x2 (14.3) xT 2 D .k1 x1  k2 x2 / C d: Whenever the external disturbance d is input additive, the above closed-loop system can be rewritten as ( xT 1 D x2 (14.4) xT 2 D .k1 x1  k2 x2 C d /; where, clearly, the disturbance d directly affects the system through the input channel. Our goals in this section are multifold; examination of (1) simultaneous global Lp stability and global internal stability of closed-loop double-integrator system in the presence of non-input-additive external disturbance d (system (14.3)) with arbitrary initial conditions, (2) simultaneous global Lp stability and global internal stability of closed-loop double-integrator system in the presence of input-additive external disturbance d (system (14.4)) with arbitrary initial conditions, (3) ISS stability of closed-loop double-integrator system in the presence of non-inputadditive external disturbance d (system (14.3)). As we shall see, this examination portrays a complex and intricate picture regarding the external stability of doubleintegrator system. This motivates us to consider an additional goal, (4) construction of a class of sustained external disturbance signals under which some external stability properties of the system (14.3) are preserved. In the absence of external disturbance d , both the closed-loop systems (14.3) and (14.4) coalesce are globally asymptotically stable for k1 > 0 and k2 > 0. Hence, we concentrate throughout the chapter in examining various Lp stability properties. This chapter is based on the results of [169], [150], [203], and [196].

14.2 Lp stability: non-input-additive case In this section, we consider the double-integrator system (14.3) subject to actuator saturation and having a linear static state feedback law and non-input-additive disturbances in order to examine its Lp stability. The main result of this section is stated in the following theorem. Theorem 14.1 For any k1 > 0 and k2 > 0, the system ( xT 1 D x2 xT 2 D .k1 x1  k2 x2 / C d

(14.5)

14.2 Lp stability: non-input-additive case

725

is Lp stable for p 2 Œ1; 2. In fact, for this double integrator system with non-input-additive disturbances, the simultaneous global Lp stabilization with arbitrary initial conditions and without finite-gain and globally asymptotic stabilization (as defined in Problem 11.4) is achievable for all p 2 Œ1; 2 by any linear static state feedback. Furthermore, the above system (14.5) is not Lp stable for all p 2 .2; 1.

Remark 14.2 It is worth noting that the Lp stability stated in the above theorem is independent of the specific linear feedback controller. If p 2 Œ1; 2, then any linear feedback controller that achieves global asymptotic stability also yields Lp stability, whereas for p > 2, there is no linear feedback controller that achieves Lp stability. Before proceeding to the proof of this theorem, we make some observations. By a simple scaling of the state and time, system (14.3) is equivalent to the new system: ( xT 1 D x2 (14.6) xT 2 D .x1  x2 / C d; where  > 0. We then introduce new coordinates: y1 D x1 C x2 ; to obtain the system,

(

y2 D x2 ;

v D d

yT1 D y2  .y1 / C v yT2 D  .y1 / C v:

(14.7)

(14.8)

Introducing a Lyapunov function V .y1 ; y2 / for this system, Zy1 V .y1 ; y2 / D  0

1 ./d C y22 ; 2

(14.9)

we get dV dt

D 2  2 .y1 / C .y1 /v C y2 v:

(14.10)

If there is no disturbance at all, i.e., v.t/  0, then global asymptotic stability follows from LaSalle’s invariance principle. Note that because of saturation, L1 stability is impossible since v D .y1 / C 1 is bounded and yields an unbounded state (we will elaborate more on this in the next section). Hence, in the proof of Theorem 14.1, we will focus on the Lp

726

14 The double integrator with linear control laws subject to saturation

stability for p < 1. By Lemma 13.21 of Chap. 13, it suffices to consider only those Lp disturbance signals v which are vanishing, i.e., with the property that lim t !1 v.t/ D 0. Theorem 14.1 follows after we establish three lemmas. Before we state the following lemma, let us generalize slightly the notion of Lp stability as stated in Definition 2.55. Definition 14.3 The system (14.3) or the system (14.4) is said to be Lp =Lq stable if the state x 2 Lp given d 2 Lq and zero initial conditions. If p D q, we simply refer to this property as Lp stability as was done in earlier chapters. Lemma 14.4 Lp stability of system (14.8) is equivalent to L1 =Lp stability of system (14.5) for p 2 Œ1; 1/. Proof : If system (14.5) is Lp stable, then the state x and the derivative xT are in Lp which implies that the state is bounded. Conversely, we claim that if the state is bounded given any Lp disturbance, then the state is in Lp . Using Lemma 13.21 in Appendix of Chap. 13, it is sufficient to consider disturbances v with the property that lim t !1 v.t/ D 0. Consider an arbitrary disturbance v; then because the state x is bounded, there exists a convergent subsequence with some limit xx, i.e., there exists an unbounded sequence ti .i 2 N/ with ti > ti 1 such that limi !1 x.ti / D xx. y2 Ni

ti

0

Ni+1

si

1

ti+1

ri

Figure 14.1: Proof of Lemma 14.5

y1

14.2 Lp stability: non-input-additive case

727

Let " and  be such that for any initial condition x0 satisfying kx0 k < " and kvk1 < , the saturation will never get activated. This is clearly possible. Since the system is globally asymptotically stable, the system converges to zero for initial condition xx with disturbance v D 0, and hence, there exists a T > 0 such that starting in xx, we are in a ball of size "=2 around the origin after T seconds. But then, it is easy to see that given " > 0, there exists a ı <  such that for any x  x0 k < ı and kvk1 < ı, we have initial condition x.0/ D x0 satisfying kx kx.T /k < ". But then, choose ti such that kv.t/k < ı for all t > ti and kx.ti /  xxk < ı. Then we know that for s > ti C T , we have kx.s/k < " and kv.t/k1 <  for t > s. But then for t > T C ti , the saturation will never get activated, and we have a stable linear system with disturbance v 2 Lp . But this implies that x 2 Lp . In the next lemma and elsewhere, for any D > 0 and 1 6 p 6 1, we shall use the notation Lp .D/ WD fx 2 Lp W kxkp 6 Dg: Lemma 14.5 There exists a ı > 0 such that, if v 2 L2 .ı/ \ L1 .ı/, then the state y of system (14.8) is bounded for all initial conditions.

Proof : We want to establish that the state remains bounded. We will investigate a period of time that the state is sufficiently large starting at time t D t0 and show that the state can only grow a limited amount for t > t0 and hence will remain bounded. For initial conditions sufficiently large, it is easily verified that the state will circle around the origin, and hence ti (i D 1; : : :) as given by t1 D minf t > t0 j y1 .t/ D 0 g ti C1 D minf t > ti j y1 .t/ D 0 g are well-defined. We define Ni WD y2 .ti /. We also define, si WD minft > ti W jy1 .t/j D 1g ri WD minft > si W jy1 .t/j D 1g: From the above, it is obvious that when the state is large enough or, equivalently, for Ni large enough, si and ti are well-defined and ti < si < ri < ti C1 . We will study the trajectory on the interval Œti ; ti C1  in detail. For ease of exposition, we consider the case Ni > 0. The case Ni < 0 can be shown using similar arguments. In the above, we have shown that the trajectory on the interval Œti ; ti C1  can be depicted as in Fig. 14.1. It is also clear that Ni C1 < 0.

728

14 The double integrator with linear control laws subject to saturation

We will analyze the three time intervals Œti ; si , Œsi ; ri , and Œri ; ti C1  separately. The interval Œti ; si . The derivative of y2 is bounded from above by  C ı and hence y2 .t/ > Ni  . C ı/.t  ti / for t 2 Œti ; si . But then, given that yT1 > y2    ı, we find that si  ti <

2 ; Ni

(14.11)

assuming Ni is sufficiently large. It is also clear that y2 .si / D Nzi satisfies Ni =2 < Nzi < 2Ni . We obtain that .y1 /Cy2 < 2Ni holds for t 2 Œti ; si  if Ni is large. This implies that Zsi

Zsi 2

.2Ni /2 dt 6 8Ni ;

Œ.y1 / C y2  dt 6 ti

ti

and using (14.10), Zsi V .si / 6 V .ti / C

Œ.y1 / C y2 vdt ti

0s 11=2 0 s 11=2 Zi Zi 6 V .ti / C @ Œ.y1 / C y2 2 dt A @ v 2 .t/dt A ti

6 V .ti / C

0

p 8Ni @

Zsi

ti

11=2 v 2 .t/dt A

:

(14.12)

ti

The interval Œri ; ti C1 . Applying similar arguments, we obtain that ti C1  ri < 2=Ni C1, and if we define y2 .ri / D Nzi C1, then 2Ni C1 < Nzi C1 < Ni C1 =2. Finally, 0 ti C1 11=2 Z p V .ti C1 / 6 V .ri / C 8jNi C1j @ v 2 .t/dt A :

(14.13)

ri

The interval Œsi ; ri . Note that for the trajectory from si to ri , we have ı 6 yT2 6  C ı. It follows that . C ı/.ri  si / 6 y2 .ri /  y2 .si / 6 .  ı/.ri  si /;

14.2 Lp stability: non-input-additive case

729

and if we use that y2 .si / > Ni =2 and y2 .ri / < Ni C1=2, we get .ri  si / >

1 1 Œy2 .si /  y2 .ri / > .Ni  Ni C1 /: Cı 2. C ı/

(14.14)

From the expression of VT in (14.10), the inequality (14.14), and 1 1 1 6 ; 6 Cı yT2 ı

(14.15)

we get Zri V .ri / 6 V .si /  2 .ri  si / C

Œ.y1 / C y2 vdt si

11=2 0 r 11=2 0r Zi Zi 2 .Ni  Ni C1 / @ @ v 2 .t/dt A Œ.y1 / C y2 2 dt A C 6 V .si /  2. C ı/ 0

si

si

11=2 0 r 11=2 Zi  @ v 2 .t/dt A 6 V .si /  Ni C @ Œ.y1 / C y2 2 dt A : 4 Zri

si

si

Then, ZNzi

Zri Œ.y1 / C y2 2 dt D

. C y2 /2 zi C1 N

si

1 6 ı 6

1 dy2 .yT2 /

ZNzi . C y2 /2 dy2 zi C1 N

i h 1 zi C /3  .Nzi C1 C /3 : .N 3.  ı/

This gives rise to V .ri / 6 V .si / 

 Ni C ˛Ni3=2 Ai ; 4

(14.16)

for some constant ˛ > 0 where 0 ti C1 11=2 Z v 2 dt A ; Ai D @ ti

zi 6 12Ni , which is to be proved later. and we have used Nzi C1 6 6N

730

14 The double integrator with linear control laws subject to saturation

Combining (14.12), (14.13), and (14.16), we finally obtain that V .ti C1 / 6 V .ti / 

 Ni C ˛Ni3=2 Ai : 4

(14.17)

From (14.17), we claim that   Ni2C1 6 Ni2 1 C 4 ˛ 2 A2i :

(14.18)

First, note that V .ti / D 12 Ni2 and then is easily seen from the fact that if 4˛Ai 6 1=2 , then Ni   Ni2C1 6 Ni2 6 Ni2 1 C 8 ˛ 2 A2i ; while if 4˛Ai > Ni1=2 , we have 3=2

Ni2C1 6 Ni2 C 2˛Ni

  Ai 6 Ni2 1 C 8 ˛ 2 A2i :

We have only shown inequality (14.18) for Ni > 0. But a similar argument can be used for N for all i . Qi < 0 to yield the same inequality, and hence, (14.18) holds P1 Recall that 1 .1 C b / with b > 0 is convergent if and only if i i i D1 i D1 bi is convergent. We find that Ni2 6 N12

1 Y   1 C 8 ˛ 2 A2i < 1

i D1

because v 2 L2 implies that

P1

2 i D1 Ai

< 1.

zi . Let y2 .pi / D 0 where si < pi < ri . It remains to show that Nzi C1 6 6N Then, noticing yT1 D y2   C v 6 y2 C ı with y2 > 0 from si to pi and using (14.15), we get Zpi y1 .pi /  1 D

Z0 yT1 .t/dt 6 zi N

si

1 6 ı 1 6 ı

.y2 C ı/

ZNzi .y2 C ı/dy2 0



 1 z2 Ni C ı Nzi : 2

1 dy2 yT2

14.2 Lp stability: non-input-additive case

731

Also noticing that yT1 D y2   C v 6 y2  .  ı/ with y2 6 0 from pi to ri , we get Zri 1  y1 .pi / D

Zri yT1 dt 6

pi

Œy2  .  ı/dt pi

zi C1 N Z

D

Œy2  .  ı/ 0

1 6 Cı

1 dy2 yT2

Z0 Œy2  .  ı/dy2 zi C1 N

  1 z2 1 z  Ni C1 C .  ı/Ni C1 : D Cı 2 It follows that 1 Cı



   1 z2 1 z2 1 z z N N C ı Ni :  .  ı/Ni C1 6 2 i C1 ı 2 i

This yields 1 1 z2 Nzi2C1 6 N ; 2. C ı/ ı i zi j. This completes the proof. which in turn yields jNzi C1j 6 6jN Let us next recall C0 , as defined in Definition 2.69, denotes the set of all vanishing functions. We have the following lemma:

Lemma 14.6 For p > 2 and any ı > 0, there exists for any large enough initial condition, a disturbance d 2 Lp .ı/ \ L1 .ı/ \ C0 such that the state y of system (14.8) is unbounded.

Proof : We will use the same notation as in the proof of Lemma 14.5. Again, provided the initial conditions are large enough, we know that the state will basically circle around the origin, and the time instants ti are well-defined for i D 1; 2; : : : ; provided we make sure that the state does not become too small. It will be an obvious consequence from our construction that the state does not get small. We again define ri and si which are well-defined since if Ni is large enough, we always

732

14 The double integrator with linear control laws subject to saturation

reach the area with jy1 j > 1. We set our disturbance equal to zero for t 2 Œ0; t1 . As before, we do our analysis for the case y.ti / D Ni > 0 but the case when y.ti / < 0 is identical with some obvious modifications. The interval Œti ; si  Choose v.t/ D 0 for t 2 Œti ; si . Then from (14.10) and (14.11), we get 2 : Ni

V .si / > V .ti /  .si  ti / > V .ti / 

(14.19)

The interval Œri ; ti C1  Similarly, choosing v.t/ D 0 for t 2 Œri ; ti C1 , we have V .ti C1 / > V .ri /  .si  ti / > V .ri / C

2 Ni C1

:

(14.20)

The interval Œsi ; ri  For the trajectory from si to ri , we choose v D ˛i sgn. C y2 /j C y2 j1=.p1/ ; where ˛i > 0 is a constant to be chosen later. Then, using  .ri  si / >

1 2 Œy2 .ri /  y2 .si / > .Ni C1  Ni /; (14.21) ı .  ı/

we obtain Zri V .ri / D V .si /   .ri  si / C

. C y2 /vdt

2

si

22 .Ni C1  Ni / C ˛i > V .si / C ı

Zri

p

j C y2 j p1 dt: si

Note that Zri j C y2 j si

p p1

Zpi dt >

j C y2 j

p p1

ZNzi p dt > . C y2 / p1

si

0

1 > Cı D

1 Cı p

1 dy2 .yT2 /

ZNzi p .y2 / p1 dy2 0



 p  1 z 2p1 Ni p1 2p  1

2p1

> b p1 Ni p1

14.2 Lp stability: non-input-additive case

733

for some constant b > 0 and where we have used that Nzi > Ni =2. Letting 0 Ai D @

Zri

0

11=p

D ˛i @

jvjp dt A

si

Zri

11=p p

j C y2 j p1 dt A

;

si

we finally obtain that 1 2 p

V .ri / > V .si /  aNi C bAi Ni

(14.22)

for some constant a > 0, where we have used the linear bound Ni C1 6 12Ni obtained before. Putting together (14.19), (14.20), and (14.22) yields 1 2 p

V .ti C1 / > V .ti /  aNi C bAi Ni

:

(14.23)

Now, choose ˛i so that 1

Ai D b 1 Nip

2

  aNi C Ni C 12 :

Then Ni2C1 > Ni2 C 2Ni C 1 D .Ni C 1/2 : Hence, jNi j > jN1 j C i . But then, it is easy to verify that 1 X

1 p X  Api 6 2.a C 2/b 1

i D1

i D1

1 <1 .jN1 j C i /p1

for p > 2 and hence v 2 Lp . Note that a and b do not depend on N1 and hence for N1 large enough, we find that d 2 Lp .ı/. Next, we note that 1

˛i 6 cNi

1 p1

for some constant c independent of Ni . But then, in terms of the disturbance d.t/ (note that v.t/ D d.t/), we obtain that kd.t/k 6 d1 Ni1 ;

t 2 Œti ; ti C1 

for a constant d1 independent of Ni . Since Ni is increasing and converges to infinity, this clearly implies that for N1 large enough, we have d 2 L1 .ı/ and moreover d 2 C0 . This completes the proof.

Proof of Theorem 14.1 : According to Lemma 13.21 of Appendix of Chap. 13, it is sufficient to consider those Lp disturbances that converge to zero as time tends

734

14. The double integrator with linear control laws subject to saturation

to infinity. This implies that for any ı > 0, there exists a time z t such that v D d restricted to Œz t ; 1/ is in L2 .ı/ \ L1 .ı/. But then, according to Lemma 14.5 for the case p D 2, we have the state remaining bounded. This implies that the system is L1 =L2 stable, and hence, L2 stability follows directly from Lemmas 14.4. Since Lp \ L1  L2 for all p 2 Œ1; 2/, we can use the L2 stability to conclude that the state is converging to zero as time tends to infinity. Thus, ultimately, the saturation has no effect, i.e., the system is linear. But this immediately implies Lp stability for all p 2 Œ1; 2/. We still need to establish that the system is not Lp stable for p > 2. We know from Lemma 14.6 that if the initial condition is large enough, then we can find a disturbance such that the state becomes unbounded and therefore the state will t > 0, definitely not be in Lp . If we start at time t D 0 and we choose some time z then we can clearly choose a disturbance dx which is constant and large on the interval Œ0; z t  such that the initial state at time t D z t is sufficiently large to apply Lemma 14.6 and hence the existence of a disturbance dz 2 Lp on the interval Œz t ; 1/ such that the state is not in Lp . Note that the disturbance signal d which is equal to dx on Œ0; z t  and equal to dz 2 Lp on the interval Œz t ; 1/ is clearly in Lp .

14.3 Further examination of L1 stability for non-input-additive disturbances It is clear from Theorem 14.1 that Lp stability for p > 2 is not feasible whenever the external signals or disturbances are non-input additive. As such, L1 stability is not feasible. In fact, if the amplitude of disturbance is greater than one, it overwhelms the control input, and thus L1 stability is impossible. Nevertheless, it is fruitful to reexamine L1 stability in order to learn clearly different aspects of it. This is our goal in this section. Toward this goal, we consider the system given in (14.8) which is a rewritten version of double integrator with external disturbances not additive to control input. The arguments we use in this section do not depend on the value of , and hence, without any loss of generality, we set  D 1 and rewrite (14.8) as ( yT1 D y2  .y1 / C d (14.24)  .y1 / C d: yT2 D As said earlier, it is obvious that any constant disturbance d.t/  c with magnitude jcj > 1 drives the state of system (14.24) to infinity. If a constant disturbance d.t/  c has magnitude jcj D 1, the state can still diverge. To see this, let c D 1 in (14.24). Then, starting from .0; 0/, direct integration of (14.24) shows that .y1 .t/; y2 .t// D .1; 0:546/ at t D 1:21. For all t > 1:21, y2 .t/  0:546 and y1 .t/ D 0:546.t  1:21/ C 1 ! 1 as t ! 1. In this section, we show that if the constant disturbance is of magnitude jcj < 1, then the state remains bounded. However, we will construct also an example to

14.3 Further examination of L1 stability for non-input-additive...

735

show that there is a vanishing disturbance with magnitude less than one which drives the state from the origin to infinity. We first have the following result. Theorem 14.7 Consider the system (14.24) with constant disturbance d.t/  c where jcj < 1. Then the trajectory starting from the origin is bounded and finally approaches the equilibrium .c; 0/. Proof : It is easy to see that the point .c; 0/ is an isolated equilibrium for jcj < 1. It follows from (14.24) that y2 yT2 D Œ.y1 /  d yT1  Œ.y1 /  d 2 : Taking the integral and noting that d.t/  c is a constant, we obtain Zt

1 Œ.y1 /  c d  C y22 .t/ C 2

yZ1 .t /

./d D cy1 .t/:

2

0

(14.25)

0

Thus, cy1 .t/ > 0 for t > 0. Assume for the moment that 0 < c < 1. Then, we have y1 .t/ > 0 for all t > 0. σ(η) − c

1-c 0

c

1

η

-c -1

Figure 14.2: Plot of ./  c Rewrite (14.25) as Zt

1 Œ.y1 /  c d C y22 .t/ C 2

yZ1 .t /

Œ./  cd D 0:

2

0

0

The plot of Œ./  c is shown in Fig. 14.2, from which we see that Zy1 Œ./  cd 0

(14.26)

736

14. The double integrator with linear control laws subject to saturation 2

goes to infinity if y1 ! C1 and reaches the minimum  c2 at y1 D c. Thus, it follows from the identity (14.26) that both y1 .t/ and y2 .t/ are bounded for all t > 0. Furthermore, we have jy2 .t/j 6 c for all t > 0 since yZ1 .t /

Œ./  cd >  0

c2 2

(see Fig. 14.2). Next, we show that .y1 ; y2 / ! .c; 0/ as t ! 1. Note that the identity (14.26) also implies that Zt c2 Œ.y1 /  c2 d 6 : 2 0

That is, Œ.y1 /  c 2 L2 . The Lipschitz property of  implies that j.y1 .t1 //  .y1 .t2 //j 6 jy1 .t1 /  y1 .t2 /j D jyT1 .t  /j  jt1  t2 j; where t  is between t1 and t2 . It is seen from the first equation in (14.24) that yT1 .t/ is bounded for all t > 0. Thus, we have the uniform continuity of Œ.y1 /c. Then Barbalat’s Lemma implies that .y1 .t// ! c as t ! 1. Since jcj < 1, in fact we have shown y1 .t/ ! c. Therefore, the system (14.24) is ultimately unsaturated. Without saturation, the system is exponentially stable. Hence, y2 .t/ ! 0 as t ! 1. By symmetry, we have the same result if 1 < c < 0. Following the previous result, one might anticipate that there is a boundedinput-bounded-state (BIBS) result for a double integrator if the disturbance is restricted to kd kL1 6 ı < 1. Unfortunately, the following example shows that even this is not true in general. More surprisingly, we can create a vanishing disturbance with magnitude kd kL1 6 ı which drives the state from zero to infinity. We first have the following example.

Example 14.8 The state of the following system ( yT1 D y2  .y1 / C d yT2 D  .y1 / C d; y1 .0/ D y2 .0/ D 0; with

( d.t/ D

is unbounded.

0:9; 0:9;

if y2 .t/ > 0 if y2 .t/ < 0

(14.27)

14.3 Further examination of L1 stability for non-input-additive...

737

Phase portrait. 0.5 A y2(t1)

y2

0

B y2(t2)

−0.5

C

−1

D −1.5 −4

−3

−2

−1 y1

0

1

2

Figure 14.3: Plot of trajectory Proof : For visualization purpose, some part of the trajectory starting from the origin is shown in Fig. 14.3. We label the y2 coordinates where the trajectory crosses the line y1 D 1 as y2 .t1 /; y2 .t2 /, y2 .t3 /; : : : in the order of increasing time 0 < t1 < t2 < t3 <    and show that y2 .t2k1 / ! C1 as k ! 1. First, directly solving the differential equation yields y2 .t1 / D 0:48 at t1 D 1:44 (point A in Fig. 14.3). Then, y2 .t2 / D 0:5827 at some t2 > t1 (point C in Fig. 14.3). Next, we show that jy2 .t2k /j > jy2 .t2k1 /j for all k. To present a general analysis, we let ( m0 ; if y2 .t/ > 0 d.t/ D (14.28) m0 ; if y2 .t/ < 0; where m0 2 .0; 1/, and we denote three generic points: A.1; 1 /, B.; 0/, and C.1; 2 /, as shown in Fig. 14.3. We will show that point C is always below the mirror image of point A when 1 is large. First, the trajectory from point A.1; 1 / to point B.; 0/ satisfies ( yT1 D y2 1 C m0 yT2 D 1 C m0 ; i.e., Œy2  .1  m0 /dy2 D .1  m0 /dy1 :

738

14. The double integrator with linear control laws subject to saturation

Taking the integral from A to B yields 1  21 C .1  m0 /1 D .1  m0 /.1  /: 2

(14.29)

Next, the trajectory from point B.; 0/ to point C.1; 2 / satisfies ( yT1 D y2 1  m0 yT2 D 1  m0 ; i.e., Œy2  .1 C m0 /dy2 D .1 C m0 /dy1 : Taking the integral from B to C yields 1 2   .1 C m0 /2 D .1 C m0 /.1  /: 2 2

(14.30)

Putting together (14.29) and (14.30) gives 22  2.1 C m0 /2 D

1 C m0 2   2.1 C m0 /1 : 1  m0 1

It follows that

 2m0 2 Œ2  .1 C m0 / D Œ1 C .1 C m0 / C   4.1 C m0 /1 : 1  m0 1 

2

2

Since 2 < 0, we finally obtain Œj2 j C .1 C m0 /2  Œ1 C .1 C m0 /2 D

2m0 2   4.1 C m0 /1 : (14.31) 1  m0 1

This implies that, if 1 > 2.1  m20 /=m0, we always have j2 j > 1 , and the distance between j2 j and 1 becomes arbitrarily large for any fixed m0 2 .0; 1/ as 1 ! 1. Taking m0 D 0:9, we see that if 1 > 0:42, we have j2 j > 1 . That is, the negative crossing points on the line y1 D 1 is lower than the mirror image of the previous positive crossing point. Observe that when 1 ! 1, we have p j2 j  19 1 , which indicates the order of jy2 .t/j diverging to 1 along the y1 D 1 line. The next thing is to ensure that the y2 coordinate at point D (crossing the line y1 D 1) is always lower than the point C . Note that from point C to D, yT2 D y1  0:9 and y1 decreases from 1 to 1. This means that y2 decreases before y1 hits 0:9. Because 0:9 is close to 1, we are almost sure that y2 at D is lower than y2 at C . To justify this, let V D 12 Œy12 .t/ C y22 .t/. The trajectory from C to D satisfies yT1 yT2

D y2  y1  m0 D y1  m0 :

14.3 Further examination of L1 stability for non-input-additive...

739

Hence, VT D y12  y1 m0 C jy2 jm0 :

(14.32)

Note that the first two terms on the right-hand side are bounded. Hence, as jy2 j gets large, it is guaranteed that VT > 0 for jy1 j < 1. For m0 D 0:9, we have VT > 0 if y2 < 2:1. In other words, for y2 at C lower than 2:1, we always have y2 at D lower than y2 at C . For 0:2 < jy2 j < 2:1, by estimating jdy2 =dy1 j, it can be verified that j y2 j > 0:3 for y1 2 Œ0:9; 1, but j y2 j < 0:1 for y1 2 Œ1; 0:9. This means that point D is lower than point C for 2:1 < y2 < 0:2, as can be seen from the plot in Fig. 14.3. The remaining argument relies on the symmetry; that is, the crossing points on the line y1 D 1 have the similar behavior to those on the line y1 D 1. Therefore, we can conclude the divergence of the crossing points along the two lines. This shows that the trajectory is unbounded for the fixed m0 D 0:9. The trajectory over a longer period of time for m0 D 0:9 is shown in Fig. 14.4. Phase portrait. 5

0

y2

−5 −10 −15 −20 −40

−20

0

20

40

60

80

100

y1

Figure 14.4: Plot of trajectory From (14.31) in the proof, we see that, as 1 ! 1, 2 is always lower than 1 and the distance between them can be arbitrarily large even for small m0 . This together with (14.32) shows that we can gradually reduce m0 when 1 gets large so that d.t/ ! 0 while the trajectory diverges. Such a disturbance signal is constructed below. We denote by fn g the y-coordinates of the sequence of points where the trajectory crosses the line f.1; y2 / W y2 > 0g (such as point A in Fig. 14.3) for odd n then the line f.1; y2 / W y2 < 0g (such as point D in Fig. 14.3) for even n, alternatively. Choose m0 D 0:9 before the trajectory hits .1; 1 /, and then

740

14. The double integrator with linear control laws subject to saturation

mn D 2=jn j for the trajectory from n to nC1 . Here, we use the sequence fn g to represent the crossing points. We emphasize that the disturbance d.t/ is still defined by (14.28) with m0 replaced by mn selected above. For such a piecewise constant disturbance signal d.t/, it is easy to verify, using the argument before, that 16 ; .jnC1 j C an /2  .jn j C an /2 > jn j where an D 1 C mn D 1 C 2=jn j. Since jn j is increasing, if it is upper bounded, it has a limit, say  > 0. But such an  would satisfy 0 > 16= , which is a contradiction. Hence, jn j ! 1. This argument leads to the following result.

Theorem 14.9 There exists a vanishing disturbance with magnitude less than one which drives the state of the system (14.24) from zero to infinity.

Remark 14.10 As was shown in Sect. 12.6.1 of Chap. 12, for neutrally stable systems, there exists a linear control law that achieves Lp stability for all p 2 Œ1; 1/ and ISS stability, i.e., any vanishing disturbance produces a vanishing state. Clearly, a single integrator is a neutrally stable system. However, the double integrator (14.24) does not have ISS stability.

14.4 Lp stability: input-additive case Section 14.2 reveals that the double-integrator system subject to actuator saturation and with non-input-additive external disturbances and with arbitrary initial conditions is Lp stable under linear feedback control laws only for p 2 Œ1; 2, and it is not Lp stable for all p 2 .2; 1. This motivates us to consider in this section the Lp stability of double-integrator system (14.4) with input-additive disturbances and having a linear static saturated state feedback law with k1 > 0 and k2 > 0. We note that a direct consequence of Theorem 14.1 in Sect. 14.2 is that such a system is Lp stable for all p 2 Œ1; 2 by simply rewriting the second equation in the system (14.4) as xT 2 D .k1 x1  k2 x2 / C v with a new disturbance v as v D .k1 x1 C k2 x2 /  .k1 x1 C k2 x2  d /: It is easily verified that kvkp 6 kd kp . However, for p 2 .2; 1, the result regarding Lp stability of the system (14.4) having input-additive disturbance is quite different from the non-input-additive case studied in the previous section. In fact, we have a positive result this time as given below.

14.4 Lp stability: input-additive case

741

Theorem 14.11 The system given in (14.4) with k1 > 0 and k2 > 0 is Lp stable for all p 2 Œ1; 1. In fact, for this double integrator system with input-additive disturbances, the simultaneous global Lp stabilization with arbitrary initial conditions and without finite-gain and globally asymptotic stabilization (as defined in Problem 11.4) is achieved for all p 2 Œ1; 1 by any linear static state feedback.

Proof : We prove that for arbitrary initial conditions and disturbance d satisfying kd kp < ı, the state remains bounded. This is clearly sufficient. Firstly, there obviously exists a T such that the tail of d.t/ with t > T has Lp norm less than ı, and we can take x.T / as initial condition. Secondly, if the system is L1 =Lp stable, then we can derive an equivalent of Lemma 14.4 for the input-additive case to show that the system is Lp stable. We again use the y-coordinates and study the following system: ( yT1 D y2  .y1 C d / (14.33) yT2 D  .y1 C d /: Assume that jy1 .t/j < 3 and y2 large. With a bounded derivative of y2 , we obtain that y1 is increasing and will become larger than 3, provided y2 started large enough. While y1 is larger than 3, we have Zr y2 .r/ D y2 .s/  .r  s/ C 

v./d  s

Zr 6 y2 .s/  .r  s/ C 

jd./jp d  s p

6 y2 .s/  .r  s/ C ı with

v D .y/  .y C d /:

(14.34)

Since v.t/ is such that if jd.t/j < 2, then v.t/ D 0 and otherwise jv.t/j < jd.t/j < jd.t/jp :

(14.35)

If we know that the trajectory is not getting close to zero and hence y1 and y2 are not simultaneously small, then eventually y2 is negative and very small, and we have jy1 j < 3. Then it is easy to see that eventually we end up with y1 .t/ < 3. Therefore, we see that we make the same loop as depicted in Fig. 14.1. We will investigate a period of time that we stay away from the ball with radius 10 around the origin. Hence, we move between three different regions:

742

14. The double integrator with linear control laws subject to saturation

 D1 WD fy 2 R2 j kyk > 10; y1 > 3g  D2 WD fy 2 R2 j kyk > 10; jy1 j < 3g  D3 WD fy 2 R2 j kyk > 10; y1 < 3g. We define t1 , si , ri , and ti C1 as t1 D minft > 0 j y1 .t/ D 0g si D minft > ti j jy1 .t/j D 3g ri D minft > si j jy1 .t/j D 3g ti C1 D minft > ri j y1 .t/ D 0g which, as argued before, are well defined. The interval Œti ; si . It is easy to check that si  ti 6

2 ; Ni

where y2 .ti / D Ni . But then, we have V .si / 6 V .ti / C 2Ni .si  ti /

p1 p

1 p1 0s Zi @ jv.t/jp dt A ti

1

6 V .ti / C 4Nip

0s 1 p1 Zi @ jv.t/jp dt A 2

ti

1 p

6 V .ti / C 4Ni 41 C 2 1 p

6 V .ti / C 4Ni 41 C

Zsi

3 jv.t/jp dt 5

ti

Zsi

3 jd.t/jp dt 5

ti

using Hölder’s inequality, where v is defined by (14.34). The interval Œri ; ti C1 . Applying similar arguments, we obtain 2 3 tZi C1 1 V .ti C1 / 6 V .ri / C 4jNi C1 j p 41 C jd.t/jp dt 5 : ri

The interval Œsi ; ri . First, we note that similar as before, we have Ni C1 Ni  6 ri  si 6 2Ni  2Ni C1: 2 2

14.5 Input-to-state stability

743

Hence, Zri V .ri / 6 V .si /  .ri  si / C

. C y2 /vdt si

Ni  Ni C1 C 2Ni 6 V .si /  2 Ni  Ni C1 C 2Ni 6 V .si /  2

Zri jv.t/jdt si

Zri jw.t/jp dt; si

where the last step is due to (14.35). Putting everything together, we obtain 1 1 Ni  Ni C1 C 4Nip C 4jNi j p C 2Ni Ai 2 1 6 V .ti /  Ni C 2Ni Ai 4

V .ti C1 / 6 V .ti / 

with tZi C1

Ai D

jw.t/jp dt < ı ti

or in other words 1 Ni2C1 6 Ni2  Ni 4 which clearly implies that Ni is bounded and hence the state is bounded. From Lemma 14.4, we then conclude that the state is in Lp .

14.5 Input-to-state stability Results in the previous two sections have shown that Lp stability of a double integrator with a saturating linear controller has a drastically different nature compared to its linear counterpart. In this section, our interest is to examine the inputto-state stability (ISS) as stated in Definition 2.65 for a double integrator with a saturating linear controller and with non-input-additive disturbances. By the definition, an immediate consequence of an ISS system is that for any fixed initial state x0 2 Rn , any bounded disturbance d must produce a bounded state. However, in this section, we show that the double-integrator system (14.3) which is

744

14. The double integrator with linear control laws subject to saturation

controlled by a linear stabilizing control (14.2) is not ISS from d to x even for disturbances restricted to d 2 L1 .ı/ with ı > 0. In fact, we show that for any arbitrarily small ı > 0, we can find an external signal d 2 L1 .ı/ and an initial state so that the state trajectory of the closed-loop system is unbounded. The main result of this section is summarized in the following theorem:

Theorem 14.12 Consider the system ( xT 1 D x2 xT 2 D .k1 x1  k2 x2 / C d;

(14.36)

where k1 ; k2 are constants and d is an external disturbance. For any k1 ; k2 > 0, this system is globally asymptotically stable in the absence of disturbance. However, in the presence of disturbance d , this system is not ISS even for external disturbances that are restricted to the set L1 .ı/ with ı > 0 arbitrarily small. Moreover, for any ı > 0 and for any initial condition large enough, there exists a vanishing disturbance d with magnitude less than ı, i.e., d 2 C0 \L1 .ı/ which drives the state to infinity.

Proof : Note that this result follows directly from Lemma 14.6. However, we can construct a disturbance with a simpler structure to establish that the system is not ISS. We again transform the system into the following form: ( yT1 D y2   Œ.y1 /  d  ; (14.37) yT2 D   Œ.y1 /  d  : Using the same Lyapunov function as before Zy1 V .y1 ; y2 / D  0

1 ./d C y22 ; 2

(14.38)

we obtain VT D 2  2 .y1 / C 2 .y1 /d C y2 d;

(14.39)

which simply leads to global asymptotic stability if d D 0 by LaSalle’s invariance principle. Next, given any ı > 0, we will construct a specific disturbance signal d with amplitude jd.t/j 6 ı for all t > 0 and show that there is an initial state such that the trajectory of system (14.37) starting from the initial state with the constructed disturbance diverges to infinity.

14.5 Input-to-state stability

745

Assume that system (14.37) starts from some point on the ray f.1; y2 / W y2 > 0g, say point A in Fig. 14.5. Define a piecewise constant disturbance as follows: ( d.t/ WD

d0 ; d0 ;

if y2 .t/ > 0; if y2 .t/ < 0;

(14.40)

where d0 is any constant satisfying 0 < d0 6 ı. Some analysis is needed to see the behavior of points A, B, C , and D in Fig. 14.5, where in terms of coordinates, A D .1; y2 .0//, B D .y1 .t1 /; 0/, C D .1; y2 .t2 //, and D D .1; y2 .t2 // with 0 < t1 < t2 < t3 . To simplify notation, we let 1 D y2 .0/,  D y1 .t1 /, and 2 D y2 .t2 /. Thus, we have A D .1; 1 /, B D .; 0/, and C D .1; 2 /. 0.5 A

0

y2

B

−0.5 C −1

D −1.5 −6

−5

−4

−3

−2 y1

−1

0

1

2

Figure 14.5: Plot of trajectory In the sequel, we show that no matter how small the amplitude of the disturbance is, we can find an initial state (point A) with sufficiently large 1 D y2 .0/ such that point C is always lower than the mirror image of point A and point D is further lower than point C . First, the trajectory from point A D .1; 1 / to point B D .; 0/ satisfies ( yT1 D y2  .1  d0 /; yT2 D .1  d0 /; i.e., Œy2  .1  d0 /dy2 D .1  d0 /dy1 :

746

14. The double integrator with linear control laws subject to saturation

Taking the integral from point A to B yields 1  21 C .1  d0 /1 D .1  d0 /.1  /: 2

(14.41)

Next, the trajectory from point B D .; 0/ to point C D .1; 2 / satisfies ( yT1 D y2  .1 C d0 /; yT2 D .1 C d0 /; i.e., Œy2  .1 C d0 /dy2 D .1 C d0 /dy1 : Taking the integral from point B to C yields 1 2   .1 C d0 /2 D .1 C d0 /.1  /: 2 2

(14.42)

Putting together (14.41) and (14.42) gives 22  2.1 C d0 /2 D

1 C d0 2   2.1 C d0 /1 : 1  d0 1

A simple rearrangement yields that  Œ2  .1 C d0 /2 D Œ1 C .1 C d0 /2 C

 2d0 2 1  4.1 C d0 /1 : 1  d0

Since 2 < 0, we finally obtain Œj2 j C .1 C d0 /2  Œ1 C .1 C d0 /2 D

2d0 2   4.1 C d0 /1 : (14.43) 1  d0 1

This key identity implies that, if 1 > 2.1  d02 /=d0 , we always have j2 j > 1 . Hence, given any d0 > 0 and  > 0, by choosing a sufficiently large 1 point C is lower than the mirror image of point A (see Fig. 14.5). Also, it is seen from (14.43) that the distance between point C 0 D .1; j2 j/ and point A D .1; 1 / becomes arbitrarily large for any fixed d0 2 .0; 1/ as 1 ! 1. We show next that point D, where the trajectory crosses the line y1 D 1, is lower than point C . Note that along the trajectory from point C to D, we have jy1 .t/j 6 1. For this part of trajectory, V defined in (14.38) becomes V .y1 ; y2 / D

1 2 y1 C y22 : 2

Now, given the disturbance of fixed magnitude d D d0 (since during this period y2 .t/ < 0), it follows from (14.39) that VT D 2 y12  2 y1 d0 C jy2 jd0 :

(14.44)

14.5 Input-to-state stability

747

So, if jy2 j is large enough, say jy2 j > 2=d0 (assume 0 < d0 < 1), then VT > 0 for the trajectory from point C to D. This implies that point D is lower than C when j2 j D jy2 .t2 /j is large, which is possible by choosing 1 large. By considering the points A and C as two points of the trajectory when it crosses the line y1 D 1 and noting the symmetry, it is easy to see from (14.43) and (14.44) that the trajectory of system (14.37) starting from point A diverges to infinity, given the disturbance defined in (14.40). Furthermore, as the trajectory diverges, the difference between 1 and j2 j increases. The proof is now complete.

The above results point out that there exist bounded disturbances with arbitrarily small L1 norm that cause the states to grow unbounded from certain initial conditions. Even more dramatically, they point out that unbounded growth can be achieved by vanishing disturbances with arbitrarily small L1 norm. The work of [203] extends the above negative results to classes of small L1 signals with further restrictions. In what follows, we show that certain typical disturbances belonging to even more restricted classes than the ones considered above can drive the state unbounded. We omit the proofs of these results because they are rather straightforward variations of the proof of Theorem 14.12. We first consider disturbances that are not only bounded but have one or more derivatives that are bounded. Such derivative bounds are often appropriate in modeling real disturbances, and hence, there has been some discussion on whether disturbances with limited derivatives (i.e., sluggish disturbances) have different rejection properties. In fact, as formalized below, we find that even such derivativebounded signals can drive the state unbounded.

Theorem 14.13 Consider the system as given in (14.36) which is repeated below: (

xT 1 D x2 xT 2 D .k1 x1  k2 x2 / C d;

(14.45)

where k1 ; k2 are constants and d is an external disturbance that is not only in i L1 .ı/ but also satisfies j ddtwi j < ıi for i D 1; : : : ; k, for some finite k. Then, for any ı > 0, ı1 > 0; : : : ; ık > 0, there is such a disturbance d that drives the state of the system in (14.45) unbounded for some initial condition x0 . Theorem 14.13 indicates that even when the disturbance is constrained to be small and have small derivatives, a feedback-controlled double-integrator with actuator saturation is not ISS. We note briefly that this theorem can be proved by smoothing out the disturbance d of Sect. 14.5 that drives the state unbounded. In a recent paper by Sontag [153], some new definitions besides ISS are given, one is

748

14. The double integrator with linear control laws subject to saturation

differentiable k-ISS (D k ISS) stability. A system is D k ISS if there exist ˇ 2 KL and i 2 K1 , i D 0; 1; 2 : : : ; k, such that the inequality jx.t; x0 ; u/j  ˇ.jx0 j; t/ C

k X

i .ku.i / k1 /

i D0

holds for all initial values and inputs. From Theorem 14.13, we know that the given system in (14.45) is not D k ISS, which indicates that perhaps some refinement of this definition is needed to appropriately capture external-stability notions. Let us next consider the response of the system in (14.45) to positive-valued disturbances, which are appropriate models for disturbances in, e.g., industrial or chemical processes and communication networks. In some contexts, it is known that the responses of systems to strictly positive disturbances are qualitatively different from the response to general disturbances (e.g., [108]). However, as formalized next, even small positive disturbances may drive the state of the saturating double-integrator unbounded.

Theorem 14.14 Consider the system as given in (14.45) and disturbances d that are in L1 .ı/ and are also positive valued. For any ı > 0, there is such a disturbance that drives the state unbounded for some initial condition x0 . We also note that the notions in Theorems 14.13 and 14.14 can be combined, i.e., even small positive-valued disturbances with bounded derivatives can drive the state unbounded. It is worth noting that, when disturbances are constrained as in Theorems 14.13 and 14.14, the initial condition must be further from the origin than in the unconstrained case, for a disturbance to drive the system unbounded.

14.6 Stable response under integral-bounded non-input-additive disturbances Theorems 14.12 and 14.13 state negative results, namely, for a given linear static feedback law, there always exist external disturbance signals that cause the trajectories of the double-integrator system subject to actuator saturation to grow unbounded from some initial conditions. These results reveal that external stability of nonlinear systems is essentially different from that of linear systems. An important revelation is that the external stability of nonlinear systems cannot be separated from the internal state behavior. Also, the above results clearly point out that, for sustained disturbances, one cannot always have suitable Lp stability problem formulations even for innocently simple systems such as a double integrator, and thus lead to fundamental questions about the classical external stability notions currently in use for nonlinear control systems. The trouble is

14.6 Stable response under integral-bounded non-input-additive disturbances

749

that sustained disturbances contain mathematical functions that are not reasonable models for common disturbances, and thus it is impossible to get a good “stable” response if we use these functions as models for disturbances. In other words, one would need to examine carefully the signal space of external disturbances to come up from an engineering point of view a class of sensible sustained disturbances. In this regard, [203] and [196] identify classes of small L1 signals with certain restrictions under which the boundedness of the state of the system (14.3) is preserved whatever might be the initial conditions of the system are. Our intention in this section is to report these results here. Since the results of [196] include those of [203], we base this section on [196]. At first, we recall the set of integral-bounded disturbance signals ˝M : ˝M D

8 < :

d 2 L1

9 ˇt ˇ ˇZ 2 ˇ = ˇ ˇ j 8 t1 ; t2 > 0; ˇˇ d.t/ dt ˇˇ 6 M : ; ˇ ˇ

(14.46)

t1

We have the following results.

Theorem 14.15 Consider the system given in (14.45). Let M be given. If k1 and k2 satisfy kk21 > 16M, then for any d 2 ˝M and any initial condition, we have x1 ; x2 2 L1 . The proof of Theorem 14.15 is a consequence of Lemmas 14.16 and 14.17 which are stated and proved below.

Lemma 14.16 Consider the system xT 1 D x2 C y; xT 2 D .k1 x1  k2 x2 /; where kyk1 < 2M and initial condition.

k2 k1

> 16M . In that case, we have x1 ; x2 2 L1 for any

Proof : Define a positive definite function V as kZ1 x1

V D

k1 x1ZCk2 x2

.s/ ds C 0

(14.47)

.s/ ds C k1 x22 : 0

750

14. The double integrator with linear control laws subject to saturation

This function was first introduced in [22]. Differentiating V along the trajectories yields VT D .k1 x2 C k1 y/.k1 x1 /  2k1 x2 .k1 x1 C k2 x2 / C Œk1 x2 C k1 y  k2 .k1 x1 C k2 x2 / .k1 x1 C k2 x2 / D k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 /  k2  2 .k1 x1 C k2 x2 / C k1 yŒ.k1 x1 C k2 x2 / C .k1 x1 / 6 k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 /  k2  2 .k1 x1 C k2 x2 / C 2k1 jyj: If jk1 x1 C k2 x2 j > 12 , then k2  2 .k1 x1 C k2 x2 / C 2k1 jyj 6 16M k1

1 4

C 4k1 M 6 0:

Hence, VT 6 k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 / 6 0: If jk1 x1 C k2 x2 j 6 12 , then using Lemma 13.24, we get k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 / 6  k21 x2 .k2 x2 /: If we also have that jx2 j > maxf8M; k12 g, then k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 / 6  k21 x2 .k2 x2 / 6 4k1 M; which yields VT 6 0. We therefore conclude that VT 6 0 outside the region defined by jk1 x1 C k2 x2 j 6 12 and jx2 j 6 maxf8M; k12 g. Hence, V remains bounded, which implies that x1 ; x2 2 L1 . Now consider the double-integrator system (14.45). We construct a fictitious state yT D .k1 x1  k2 x2 /  .k1 x1  k2 x2 C k2 y/ C d; y.0/ D 0: By defining z D x2  y, we obtain the augmented system xT 1 Dz C y; zT D.k1 x1  k2 z/; yT D.k1 x1  k2 x2 /  .k1 x1  k2 x2 C k2 y/ C d; with y.0/ D 0, z.0/ D x2 .0/. From Lemma 14.16, we know that given kk21 > 16M , x1 and z remain bounded provided jyj 6 2M . The latter statement is proven by the following lemma.

14.6 Stable response under integral-bounded non-input-additive disturbances

751

Lemma 14.17 Consider the system yT D .v/  .v C k2 y/ C d;

y.0/ D 0;

(14.48)

where k2 > 0, d 2 ˝M , and v is continuous. We have jy.t/j 6 2M for all t > 0.

Proof : Define yxT D d;

y.0/ x D 0:

Since d 2 ˝M , the solution satisfies jyj x 6 M . Define yz D y  y. x We have yzT D .v/  .v C k2 .yz C y//; x

yz D 0:

Define a positive definite function Vz D yz2 . Taking the derivative of Vz with respect to t, we get VzT D yz Œ.v/  .v C k2 .yz C y// x : If Vz > M 2 , then jyj z > M > jyj, x which implies that k2 .yz C y/ x has the same sign T as y. z It then follows that Vz 6 0. Since Vz .0/ D 0, we can conclude that Vz 6 M 2 and jyj z 6 M for all t > 0, and it follows that jyj 6 jyj x C jyj z 6 2M .

Proof of Theorem 14.15 : Lemma 14.17 implies that y is bounded. From Lemma 14.16, we then know that x1 and z are bounded. Clearly then also x2 D z C y is bounded, and the proof is complete. An immediate consequence of Theorem 14.15 is that if k1 and k2 are arbitrary positive real numbers, then boundedness is guaranteed if the integral bound M is sufficiently small. This is formally stated in the following corollary.

Corollary 14.18 For any given k1 > 0 and k2 > 0, we have x1 ; x2 2 L1 if k2 d 2 ˝M with M 6 16k . 1

14.6.1 Integral-bounded disturbances with DC bias We consider here integral-bounded disturbances that are biased by a DC signal. The next theorem shows that, if the magnitude of the bias is less than 1 by a known margin, and an integral bound M is known a priori, then k1 ; k2 can be chosen to ensure boundedness of x1 ; x2 .

752

14. The double integrator with linear control laws subject to saturation

Theorem 14.19 Let M > 0 and ı 2 .0; 1 be given, and suppose that d D d1 C d2 where d1 is a constant with jd1 j 6 1  ı and d2 2 ˝M . If k1 ; k2 satisfy 48k1 M k2 > maxf 1ı g, then x1 ; x2 2 L1 . M ; ı2

Proof : The closed-loop system is given by xT 1 D x2 ; xT 2 D .k1 x1  k2 x2 / C d1 C d2 : We construct a fictitious state yT D .k1 x1  k2 x2 /  .k1 x1  k2 x2 C k2 y/ C d2 ; y.0/ D 0: Lemma 14.16 shows that jyj 6 2M . Similar to the proof of Theorem 14.15, we define z D x2  y and convert the closed-loop system to the form xT 1 D z C y; zT D .k1 x1  k2 z/ C d1 ; with z.0/ D x2 .0/ and jyj 6 2M . We also introduce another fictitious state wT D .k1 x1  k2 z/  .k1 x1  k2 z C k2 w  d1 / with w.0/ D 0. Following the same argument as in the proof of Lemma 14.17, we can show that jwj 6 1ı k2 6 M . Define 1 D x1 , 2 D z  w D x2  y  w. Then (14.45) can be transformed into T1 D 2 C w C y; T2 D .k1 1  k2 2  d1 / C d1 ; where 1 .0/ D x1 .0/, 2 .0/ D x2 .0/, and jw C yj 6 M C 2M D 3M . Since w and y are bounded, we know that x1 and x2 are bounded if 1 and 2 are bounded. Define zd1 .s/ D .s  d1 / C d1 with jd1 j 6 1  ı. Then 8 ˆ < 1 C d1 ; zd1 .s/ D s; ˆ : 1 C d1 ;

s > 1 C d1 ; 1 C d1 6 s < 1 C d1 ; s 6 1 C d1 :

(14.49)

This function can be viewed as a generalized saturation function, which is visualized in Fig. 14.6. It is easy to verify that zd1 satisfies the following properties:

14.6 Stable response under integral-bounded non-input-additive disturbances

753

Figure 14.6: Generalized saturation function zd1 .s/ (i) jz d1 .s/j 6 2 (ii) sz d1 .s/ > 0 and sz d1 .s/ D 0 iff s D 0  (iii) s zd1 .v C s/  zd1 .v/ > 0 Moreover, it is shown in Lemma 14.22 in Appendix that if jvj 6 ı2 , then  s zd1 .v C s/  zd1 .v/ > sı=2 .s/; where ı=2 .s/ is the standard saturation function with saturation level ı=2, which is defined by ı=2 .s/ D sgn.s/ minfı=2; jsjg. With this generalized saturation function, the closed-loop system can be rewritten as T1 D 2 C w C y; T2 D zd1 .k1 1  k2 2 /: Define a positive definite function k Z1 1

V D

k1 1ZCk2 2

zd1 .s/ ds C k1 22 :

zd1 .s/ ds C 0

0

Differentiating V along the trajectory yields VT D .k1 2 C k1 w C k1 y/z d1 .k1 1 /  2k1 2 zd1 .k1 1 C k2 2 /  C k1 2 C k1 w C k1 y  k2 zd1 .k1 1 C k2 2 / zd1 .k1 1 C k2 2 /  D k1 2 zd1 .k1 1 /  zd1 .k1 1 C k2 2 /  k2 zd21 .k1 1 C k2 2 /  C k1 .w C y/ zd1 .k1 1 / C zd1 .k1 1 C k2 2 /  6 k1 2 zd1 .k1 1 /  zd1 .k1 1 C k2 2 /  k2 zd21 .k1 1 C k2 2 / C 12k1 M:

754

14. The double integrator with linear control laws subject to saturation

If jk1 1 C k2 2 j > ı2 , then k2 zd21 .k1 1 C k2 2 / C 12k1 M 6  48kı 12 M and hence, VT 6 0. If jk1 1 C k2 2 j 6

ı 2

ı2 4

C 12k1 M D 0;

and j2 j > maxf 2kı 2 ; 24M g, then ı

 k1 2 zd1 .k1 1 /  zd1 .k1 1 C k2 2 / 6 k1 2 ı=2 .k2 2 / 6 k1 24M ı

ı 2

6 12k1 M;

and hence, VT 6 0. We therefore find that VT 6 0 outside the region defined by jk1 1 Ck2 2 j 6 12 and j2 j 6 maxf 2kı 2 ; 24M g. It follows that V remains bounded, ı which implies that 1 and 2 remain bounded.

14.6.2 Sinusoidal disturbances with DC bias Our final result concerns a special case where the disturbance consists of a finite number of sinusoids together with a DC bias of magnitude less than 1. In this case, as shown in the next theorem, any internally stabilizing linear static feedback controller guarantees that the states of the system (14.45) remain bounded.

Theorem 14.20 Consider the system (14.45) with k1 > 0 and k2 > 0. Suppose that d D d1 C d2 , where d1 is a constant satisfying jd1 j < 1 and d2 is generated by an exogenous system wT D Aw;

w.0/ D w0 ;

d D C w; where A is non-singular and satisfies A C A0 D 0. We have x1 ; x2 2 L1 for any initial condition.

Proof : We can rewrite the closed-loop system in a compact form:

 wT  A xT 1 xT 2

D

0 C

0 0 0

 w  0

0 1 0

x1 x2

w  

C

0 1

Œ.k1 x1  k2 x2 / C d1  :

Consider the state transformation xx1 xx2

D

I CA2 CA1

0 0 1 0 0 1

 w  x1 : x2

14.A Appendix

755

This transformation results in the system

 wT  A xxT 1 xxT 2

D

0 0

0 0 0

   

0 w 0 1 xx1 C 0 0 1 xx2    2  .k1 CA C k2 CA1 /w  k1 xx1  k2 xx2 C d1 :

Define v D .k1 CA2 C k2 CA1 /w C d1 . Then ..k1 CA2 C k2 CA1 /w  k1 xx1  k2 xx2 / C d1 D .v  k1 xx1  k2 xx2  d1 / C d1 D zd1 .k1 xx1  k2 xx2 C v/; where zd1 is the generalized saturation function defined in the proof of Theorem 14.19. The dynamics of xx1 and xx2 can now be written as xxT 1 D xx2 ; xxT 2 D zd1 .k1 xx1  k2 xx2 C v/: x1 ; xx2 / dynamics is L1 stable Clearly v 2 L1 . It was shown by [22] that the .x from v to xx1 and xx2 for any k1 > 0 and k2 > 0.

Remark 14.21 For the ease of presentation, we used a standard saturation function with saturation level 1, but all the results obtained above can be easily extended to the case where a saturation function with arbitrary saturation level is used.

14.A

Appendix

Lemma 14.22 The generalized saturation function zd1 defined in (14.49) with jd1 j 6 1  ı satisfies  s zd1 .s C v/  zd1 .v/ > sı=2 .s/ for jvj 6 ı2 , where ı=2 .s/ denotes the standard saturation function with saturation level ı=2 defined as ı=2 .s/ D sgn.s/ minfı=2; jsjg. Proof : If jsj < ı2 , we have jv C sj 6 ı 6 1  jd1 j. By definition (14.49), we have zd1 .s C v/ D s C v. Hence, zd1 .s C v/  zd1 .v/ D s C v  v D s:

756

14. The double integrator with linear control laws subject to saturation

If jsj > ı2 , it can be seen from Fig. 14.6 that jz d1 .s C v/  zd1 .v/j > j sgn.s/ ı2 C v  vj D 2ı :

 Hence, s zd1 .s C v/  zd1 .v/ > sı=2 .s/.

15 Simultaneous internal and external stabilization in the presence of a class of non-input-additive sustained disturbances: continuous time 15.1 Introduction We continue here with the theme of simultaneous internal and external stabilization in the presence of non-input-additive disturbances. As discussed in Chap. 13, for such non-input-additive disturbances, Lp stabilization with finite gain is impossible, but Lp stabilization without finite gain is always attainable via a nonlinear dynamic low-gain feedback law for all p 2 Œ1; 1/ (i.e., for all disturbances whose “energy” vanishes asymptotically). In the case of open-loop neutrally stable system, this can be done via a linear state feedback law. Nevertheless, all these results apply only to Lp disturbances for p 2 Œ1; 1/, and not to sustained signals belonging to L1 . One can argue easily that L1 stability in general is impossible in the presence of non-input-additive sustained disturbance signals as they can dominate the saturated control signal. To exemplify this further, we considered in Chap. 14 the canonical case of a double-integrator system. Among other results, we showed there that whatever might be a linear feedback law, there exist bounded disturbances with arbitrarily small L1 norm that cause the states of it to grow unbounded from certain initial conditions. Even more dramatically, it turns out that unbounded growth can be achieved by vanishing disturbances with arbitrarily small L1 norm. On the positive side, we also identified there a class of integral-bounded non-input-additive sustained disturbances for which L1 stabilization can be attained. Thus, a fundamental question arises whether for general systems which are asymptotically null controllable with bounded control (ANCBC) one can identify a set of non-input-additive sustained disturbances for which a feedback control law can be determined such that 1. In the absence of disturbances, the origin of the closed-loop system is globally asymptotically stable. 2. If the disturbances belong to the given set, the states of the closed-loop system are bounded for any arbitrarily specified initial conditions. In this chapter, our focus is to answer this fundamental question positively by identifying such a set of sustained disturbances. We consider here only continuous time. Discussions on discrete-time systems follow in the next chapter. A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__15, © Springer Science+Business Media New York 2012

757

758

15 External stability with sustained disturbances – continuous time

Regarding the architecture of this chapter, after certain preliminary discussions in Sect. 15.2, we consider in Sect. 15.3 neutrally stable systems which allow a linear feedback law. We move on then to Sect. 15.4 to consider general critically unstable systems (or equivalently general ANCBC systems). This chapter is based on our work [126, 192, 195, 196].

15.2 Preliminaries Consider the system xT D Ax C B.u/ C Ed;

x.0/ D x0 ;

(15.1)

where x 2 R , u 2 R , and d 2 R . The pair .A; B/ is stabilizable, and A has all its eigenvalues in the closed left-half plane. That is, the given system is asymptotically null controllable with bounded control (ANCBC). As pointed out in the introduction, for systems of the form (15.1), our goal in this chapter is to identify a class of L1 disturbance signals d such that for appropriately designed feedback control, laws the closed-loop system exhibits global asymptotic stability in the absence of disturbances d , and in the presence of such disturbances d , the state variables are bounded. Toward this goal, we first define the following set of integral-bounded disturbance signals, 9 8 t  Z 2  = <   <M : d.t/ dt  S1 D d 2 L1 j 9M s:t: 8t2 > t1 > 0;    ; :   n

m

p

t1

The set S1 represents signals that have a uniformly bounded integral over every time interval, that is, signals that have no sustained DC bias. We next introduce another set of disturbance signals, ˝1 D fd 2 L1 j 8i 2 1; : : : ; q; d.t/ sin !i t 2 S1 and d.t/ cos !i t 2 S1 g; (15.2) where ˙j!i , i 2 1; : : : ; q represent the imaginary-axis eigenvalues of A. The set ˝1 consists of those signals that remain integral-bounded when multiplied by sin !i t and cos !i t. This definition is a natural generalization of S1 , since ˝1 D S1 for !i D 0. In practical terms, a signal that belongs to ˝1 is a signal that has no sustained frequency component at any of the frequencies !i , i 2 1; : : : ; q. To see this, note that we can equivalently write ( ˝1 D d 2 L1 j 9M s. t. 8i 2 1; : : : ; q; 8t2 > t1 > 0;  t )  Z 2    d.t/e j!i t dt  < M :     t1

(15.3)

15.3 Neutrally stable systems

759

The integral Zt2 d.t/e j!i t dt t1

is easily recognized as the value at !i of the Fourier transform of the signal d.t/ truncated to the interval Œt1 ; t2 . The definition of ˝1 implies that this value must be uniformly bounded regardless of the choice of t1 and t2 .

15.3 Neutrally stable systems We first consider neutrally stable systems where A has only semi-simple eigenvalues on the imaginary axis. Then, the system (15.1) that is neutrally stable can be decomposed into the following form: ! ! ! ! ! As 0 xs Bs Es xT s D C .u/ C d; xT u Bu Eu 0 Au xu where As is Hurwitz stable, Au has all its eigenvalues on the imaginary axis, and .Au ; Bu / is controllable. Since As is Hurwitz stable and  and d are bounded, it follows that the xs dynamics will remain bounded no matter what controller is used. Therefore, without loss of generality, we can ignore the asymptotically stable dynamics and assume in (15.1) that .A; B/ is controllable and all the eigenvalues of A are on the imaginary axis. Without loss of generality, we can then assume that A C A0 D 0. Guided by Sect. 4.6.1 that considered global asymptotic stabilization of neutrally stable systems via linear state feedback laws, we employ here once again a linear static state feedback law u D B 0 x, which results in a closed-loop system, xT D Ax  B.B 0 x/ C Ed;

x.0/ D x0 :

(15.4)

It is clear from the results of Sect. 4.6.1 that, in the absence of d , the origin of (15.4) is globally asymptotically stable. Therefore, in the presence of the disturbance d , we focus next on the boundedness of the closed-loop states. In what follows, we show that the trajectories of the controlled system (15.4) remain bounded for all disturbances that belong to ˝1 . We also show that this result holds if we add a sufficiently small signal that does not belong to ˝1 . Second-order single frequency system: We start by considering an example system with a pair of complex eigenvalues at ˙j : ! ! ! ! ! ! 0 1 x1 0 x1 .0/ xT 1 e1 D x0 : (15.5) D  .x2 / C d; x2 .0/ xT 2 e2 1 0 x2 1 We have the following result:

760

15 External stability with sustained disturbances – continuous time

Theorem 15.1 Let d 2 ˝1 . Then, the trajectories of (15.5) remain bounded for any initial condition.

Proof : To analyze the system, we start by introducing a rotation matrix ! cos t  sin t RD ; sin t cos t which represents a counterclockwise rotation by an angle t. The dynamics of the rotation matrix is given by ! 0 1 RT D R : 1 0 We shall study the dynamics of x from a rotated coordinate frame, and toward this end, we define the rotated state y D Rx. The dynamics of y is given by T C RxT yT D Rx ! ! ! e1 0 DR d .x2 / 1 e2 ! ! !   0 e1 0 d . 0 1 R y/ ; DR e2 1

y.0/ D x.0/ D x0 :

We define next a fictitious system, ! e 1 yzT D R d; e2

y.0/ z D x0 :

(15.6)

We know from the definition of ˝1 that the signal d.t/ is integral-bounded when multiplied by sin t and cos t. It therefore follows that the right-hand side of (15.6) is integral-bounded, and hence yz 2 L1 . Consider the difference between y and the fictitious state y, z given by z D yy, z with dynamics !   0 zT D R . 0 1 R0 y/ 1 !   0 D R . 0 1 R0 z C ı/; z.0/ D 0; 1

15.3 Neutrally stable systems

where

761

 ıD 0

 1 R0 yz 2 L1 :

We rotate z back to the original coordinate frame by introducing w D R0 z, thereby obtaining the dynamics, wT D RT 0 z C R0 zT ! !  0 1 0 D w . 0 1 0 1

 1 w C ı/;

w.0/ D 0:

It is shown in Theorem (12.33) that the above system is L1 stable with respect z and hence, to the input ı, and hence w 2 L1 . Finally, we have x D w C R0 y, x 2 L1 . To demonstrate the importance of the disturbance belonging to ˝1 , we shall now show that if d contains a large frequency component at ˙j , the states of (15.5) will diverge toward infinity for any initial condition. Suppose therefore that d.t/ D a sin.t C /, where a is an amplitude yet to be chosen. For ease of presentation, we assume that e1 D 0; e2 D 0. Consider the dynamics of the rotated state y from the proof of Theorem 15.1. We have !    0  yT D R d  . 0 1 R0 y/ 1 ! !    sin t sin.t C / 0 Da R . 0 1 R0 y/: cos t sin.t C / 1 Using appropriate trigonometric identities, the dynamics can be rewritten as ! !   a cos.2t C /  cos./ 0 R . 0 1 R0 y/: yT D 2 sin.2t C /  sin./ 1 p p j cos./j > 2=2. Without loss of We have either j sin./j > 2=2 or p generality,pwe assume that j sin./j > 2=2. Let a be chosen such that a > 4.1 C "/= 2, where " is a positive number. For the trajectory y2 .t/, we have Zt ˇ a ˇ .sin.2 C /  sin.// jy2 .t/j D ˇy2 .0/ C 2 0 !    0  0 1 R./ . 0 1

ˇ  ˇ 1 R0 ./y.// d ˇ:

762

15 External stability with sustained disturbances – continuous time

Noting that the last p term of the integrand is bounded by ˙1, and using the bound ja=2 sin./j > 2a=4 > 1 C ", we therefore have ˇ ˇ t ˇ Zt ˇZ ˇ a ˇˇ jy2 .t/j > jy2 .0/j  ˇ sin.2 C / d ˇˇ C " d 2ˇ ˇ 0

0

a > jy2 .0/j  C "t: 2 This shows that y2 .t/ diverges toward infinity. Connection to a single integrator system: Before moving on to the case of general multifrequency systems, it is instructive to compare some aspects of the above example with similar results for a single integrator system. A single integrator system with a saturated control input and an external disturbance has the form xT D .u/ C ed: In the absence of disturbances, the open-loop response of this system is stationary. It is intuitively easy to see that a large DC bias in d would constitute a problem because it would tend to dominate the bounded control term ./, thus leading to unboundedness. The absence of such a DC bias is guaranteed by d belonging to S1 . The system with eigenvalues at ˙j has the form ! ! ! 0 1 0 e1 d: xT D xC .u/ C e2 1 0 1 In the absence of disturbances, the open-loop response of this system is oscillatory rather than stationary, and it is less obvious why a disturbance that does not belong to ˝1 could be problematic. By introducing a rotated state y D Rx, however, we obtain the dynamics ! ! 0 0 yT D R .u/ C R d: 1 1 In the absence of disturbances, the open-loop response of y is stationary, and the dynamics of y are strikingly similar to the single-integrator case. In particular, it is easy to see that a large DC bias in the term ! 0 R d (15.7) 1 would constitute a problem, because it would tend to dominate the bounded control term. Analogous to the single-integrator case, the absence of such a bias is guaranteed if (15.7) belongs to S1 , which is equivalent to d belonging to ˝1 .

15.3 Neutrally stable systems

763

In the single-integrator case, a DC bias in d can be tolerated if it is sufficiently small. Similarly, a small signal that does not belong to ˝1 can be tolerated for systems with complex eigenvalues. This is demonstrated shortly by considering general multifrequency systems. Multifrequency systems: We now extend Theorem 15.1 to multifrequency neutrally stable systems. Consider (15.8) xT D Ax  B.B 0 x/ C Ed; x.0/ D x0 ;





where A C A0 D 0 and .A; B/ is controllable. Without loss of generality, we assume that

AD

A1 0 :: : 0

0 :: : :: : 

 :: :

0 :: :

Aq 0

0 0

;

ˇx  1

xD

:: : xq x0

where xi 2 R2 , i D 1; : : : ; q, x0 2 Rn2q and ! 0 !i Ai D ; i D 1; : : : ; q !i 0

;

(15.9)

(15.10)

with 2q 6 n. We have the following theorem: Theorem 15.2 Let d 2 ˝1 . Then, the states of (15.8) remain bounded for any initial condition.

ˇR



Proof : Consider the rotation matrix 1

RD

::

:

;

Rq

(15.11)

I where cos !i t Ri D sin !i t

!  sin !i t : cos !i t

Note that R is unitary, i.e., RR0 D I , and moreover, RT D RA:

(15.12)

764

15 External stability with sustained disturbances – continuous time

Define a transformed state y D Rx. As a result, yT D RB 0 .B 0 R0 y/ C REd; y.0/ D x0 : Introduce a fictitious system yzT D REd;

y.0/ z D x0 :

It follows from the definition of ˝1 that yz 2 L1 . Next, define the difference between y and yz by z D y  y. z We get z zT D RB.B 0 R0 z C B 0 R0 y/;

z.0/ D 0:

Finally, transform z back to the original coordinates by defining w D R0 z. Note that RT 0 D AR0 : Hence, wT D Aw  B.B 0 w C B 0 R0 y/; z

w.0/ D 0:

This system is L1 stable. Thus, we have w 2 L1 . Since x D w C R0 yz and yz 2 L1 is bounded for all t, we conclude that x 2 L1 . We shall prove next that the states of (15.8) also remain bounded if a small signal that does not belong to ˝1 is added on top of the original signal in ˝1 . Consider the system, xT D Ax  B.B 0 x/ C E1 d1 C E2 d2 ;

x.0/ D x0 ;

(15.13)

where A C A0 D 0 and .A; B/ is controllable, and without loss of generality, we assume that A is in the form of (15.9). We have the following result: Theorem 15.3 Let d1 2 ˝1 and d2 2 L1 .ı/. Then, for ı sufficiently small, the states of system (15.13) remain bounded for all initial conditions.

Proof : Using the same sequence of transformations as introduced in the proof of Theorem 15.2, we get the following transformed system: z C E2 d2 ; wT D Aw  B.B 0 w C B 0 R0 y/

w.0/ D 0;

where w D x  R0 yz and yzT D RE1 d1 ;

yz D x0 :

The fact that d1 2 ˝1 implies that yz 2 L1 . Introduce another fictitious system, x C E2 d2 ; w xT D .A  BB 0 /w

w.0/ x D 0:

15.4 Critically unstable systems

765

Since A  BB 0 is Hurwitz stable and d2 2 L1 .ı/, we have w x 2 L1 , and moreover, kB 0 wk x 1 6 12 for a sufficiently small ı. Define  D w  w. x Then  has the dynamics T D A  B.B 0  C B 0 w x C B 0 R0 y/ z C BB 0 w: x Let B 0 , B 0 w x C B 0 R0 y, z and B 0 w x be denoted, respectively, by u; v; . Define 1 3 V1 D 3 kk . Differentiating V1 along the trajectories yields, VT1 D kku0 Œ.u C v/ C  6 kk.u  v/0 Œ.u  v/ C  C 2kkkvk1 ˚ D kk .u  v/0 Œ.u  v/ C .u  v C /  C.u  v/0 Œ.u  v C / C ./ C 2kkkvk1 p 6  12 kk.u  v/.u  v/ C mkk C 2kkkvk1 : The last inequality in the above is obtained by using Lemmas 13.23 and 13.24. Next, since A  BB 0 is Hurwitz stable, there exists a P > 0 satisfying .A  BB 0 /0 P C P .A  BB 0 / D I: Define V2 D  0 P . There exists an ˛z such that VT2 D kk2 C 2 0 P ŒB.u C v/ C Bu C B D kk2 C 2 0 P ŒB..u C v/ C u  v/ C B C Bv ˛ kk.u  v/.u  v/ C ˛z kk C 2z ˛ kkkvk1 : 6 kk2 C 2z The last inequality in the above is obtained by using Lemma 13.25. Finally, define a Lyapunov candidate V D 4z ˛ V1 C V2 . We find that p VT 6 kk2 C .4z ˛ m C ˛z /kk C 10z ˛ kkkvk1   p D kk kk  4z ˛ m  ˛z  10z ˛kvk1 : T Lemma p 13.23 is used in arriving at the above inequality. Thus, V 6 0 for kk0 > ˛ kvk1 . This implies that  2 L1 . Since x D w x C w z C R y, z 4z ˛ m C ˛z C 10z we conclude that x 2 L1 .

15.4 Critically unstable systems We now consider a general critically unstable linear system with input saturation and disturbances, xT D Ax C B.u/ C Ed;

x.0/ D x0 ;

(15.14)

766

15 External stability with sustained disturbances – continuous time

where .A; B/ is controllable and A has all its eigenvalues in the closed-left-half plane. Without loss of generality, we assume that x D .x10 ; x20 ; : : : ; xq0 /0 , and A, B are in the following Jordan canonical form:

ˇAx

1

AD

0 :: : 0

0 Ax2 :: : 0

0 ::: :: : :::

0 0 :: : x Aq



xi D

xi;1 xi;2 :: :

;

B2 :: : Bq

E2 :: : Eq

BD

;

Axi D

xi;ni 1 xi;ni

ˇE 

1

  

where

ˇB 

Ai 0 :: : 0 0

I Ai :: : 0 0

0 I :: :

1

; ED

::: ::: :: :

: : : Ai 0 0 ƒ‚ ni ni blocks

   

Bi D

„

Bi;1 Bi;2 :: : Bi;ni 1 Bi;ni

;

Ei D

Ei;1 Ei;2 :: : Ei;ni 1 Ei;ni

0 0 :: : I Ai

;

(15.15)

 ;

…

(15.16)

;

xi;j 2 Rpi and Ai CA0i D 0. We can further assume that Ai is in the form of (15.9) and (15.10). Note that the above form can be obtained by assembling together those blocks corresponding to the eigenvalues with the same Jordan block size in the real Jordan canonical form. Based on the above Jordan structure of matrix A, we say the disturbance d is aligned if Ei;ni ¤ 0 for any i D 1; : : : ; q and misaligned if Ei;ni D 0 for all i D 1; : : : ; q. We use here the words “aligned” and “misaligned” because of a lack of better terminology. To explore further while using this terminology, we rewrite the given system (15.14) as xT D Ax C B.u/ C Ex1 d1 C Ex2 d2 ;

x.0/ D x0 ;

(15.17)

 

15.4 Critically unstable systems

with

ˇEx  1;1

Ex1 D

and

Ex1;2 :: : Ex1;q

; Ex1;i D

Ei;1 Ei;2 :: : Ei;ni 1 0

2;1

Ex2;2 :: : Ex2;q

(15.18)

 

ˇEx  Ex2 D

767

; Ex2;i D

0 0 :: : 0

:

(15.19)

Ei;ni

Note that the above representation delineates aligned and misaligned disturbances. We first present the result for the above system when d1 2 L1 and d2 2 ˝1 . As will become clear later, the result derived based on this can be straightforwardly extended to the general case. We shall show that if the disturbances are aligned with input and belong to ˝1 or misaligned and belong to L1 , a controller can be designed such that the states of the closed-loop system remain bounded for any initial condition while yielding a globally asymptotically stable equilibrium. For neutrally stable system, we have shown that this can be achieved by a linear state feedback. However, a nonlinear feedback controller is generally needed for critically unstable systems. In what follows, we present a nonlinear dynamic low-gain state feedback design methodology which solves the said problem. Let P" be the solution to a parametric Lyapunov equation (PLE), A0 P" C P" A  P" BB 0 P" C "P" D 0:

(15.20)

Lemma 15.9 in the appendix tells us that for any given matrix Ex1 in the form of (15.18), there exists a M such that for " 2 .0; 1, we have x10 P" Ex1 6 M "2 I: E Consider the dynamical state feedback controller, ( xyT i D Ai xyi C Bi;ni .B 0 P"a .xx / xx/; i D 1; : : : ; q u D By 0 .xb  xy/  B 0 P"a .xx / xx;

(15.21)

768

15 External stability with sustained disturbances – continuous time

where

ˇB 

ˇx 

ˇxy 

B2;n2 :: : Bq;nq

x2;n2 :: : xq;nq

xy2 :: : xyq

1;n1

By D

1;n1

;

xb D

;

1

xy D

I

x /, and "a .x x / is determined by P"a .xx / is the solution to PLE (15.20) with " D "a .x x / WD maxfr 2 Œ0; 1 j .x x 0 Pr xx/  trace.B 0 Pr B/ 6 ı 2 g; (15.22) " D "a .x where xx is x with xi;ni replaced by xyi , and ı 2 .0; 12  is a design parameter to be determined later. The scheduling (15.22) guarantees that kB 0 P"a .xx / xxk 6 ı for all xx. We have the following result in view of properties of scheduling as enumerated in (12.2.1). Theorem 15.4 Consider the system (15.17) with controller (15.21). The following hold: (i) In the absence of d1 and d2 , the origin of the closed-loop system is globally asymptotically stable. (ii) x 2 L1 for any x.0/, d1 2 L1 , and d2 2 ˝1 .

Proof : For simplicity of our presentation, we omit the parameter "a in the expression of P"a .xx / . Define

ˇx

 xy1  xy2

1;n1

xz D xb  xy D

x2;n2



:: :

:

xq;nq  xyq We have 0 yx C B. y y xzT D Az By0 xz  B 0 P"a .xx / xx/  B.B P"a .xx / xx/ C Ey2 d2 ;

ˇA

where

1

Ay D

0 :: : 0

0 A2 :: : 0

0 ::: :: : :::

0 0 :: : Aq

 ;

ˇE  1;n1

Ey2 D

E2;n2 :: : Eq;nq

:

(15.23)

15.4 Critically unstable systems

769

y B/ y is controllable. Moreover, Note that .A; B/ is controllable, implies that .A; 0 y y A C A D 0. The closed-loop system can be written in terms of xz and xx as 8 0 x ˆ xxT D Ax xC ˆ h B.B P xx/ C E1 d1 C I xz i ˆ ˆ < 0 0 CBx .By xz  B P xx/  .B 0 P xx/ (15.24) ˆ yx C B. y By 0 xz  B 0 P"a .xx/ xx/ ˆ xzT D Az ˆ ˆ : 0 y B.B P"a .xx / xx/ C Ey2 d2 ;



where Bx is B with Bi;ni blocks set to zero and

ˇI  1

ID

I2 :: : Iq

;

Ii D

0 :: : 0 I 0

;

Ixi D .0



I

"



0/:

i th block

x Ex1 , and I are all in the form of (15.18). It should be noted that B, We first prove global asymptotic stability in the autonomous case. Let v D B 0 P xx. Our scheduling (15.22) guarantees that kvk 6 ı 6 12 for any xx. Consider the dynamics of xz, yx C B. y y xzT D Az By0 xz C v/  B.v/: Define a Lyapunov function as V1 D xz2 . Differentiating V1 along the trajectories yields y By0 xz C v/  .v/: x 0 BŒ. VT1 D 2z Since kvk 6 12 , Lemma 13.24 yields that VT1 6 z x 0 B.B 0 xz/: Since xz has a bounded derivative, this implies that we must have that lim By 0 xz.t/ D 0;

t !1

which implies that there exists a T0 such that kBy 0 xz.t/k 6

1 2

for

t > T0 ;

and hence, xzT D .Ay  By By 0 /z x; and since this system matrix is Hurwitz stable, we have xz.t/ ! 0 as t ! 1.

770

15 External stability with sustained disturbances – continuous time

For t > T0 , we have for xx dynamics that xxz; xxT D Ax x C B.B 0 P xx/ C I x D If barB B y 0 . Define V2 D xx0 P xx and a set where I K D fx x j V2 .x x/ 6

ı2 g; trace.B 0 P1 B/

where P1 is the solution of PLE (15.20) with " D 1. It can be easily seen from (15.22) that "a .x x / D 1 for xx 2 K. Next, consider the derivative of V2 , x xz C xx0 dP xx VT2 6 "V2 C 2x x 0 P I xz C 2x x0P I dt p 1=2 0 dP 6 "V2 C 2 V2 kP I xzk C xx dt xx: x are in the form of (15.18). Lemma 15.9 shows that Note that I and Bx and hence I there exists a M such that p p xxzk D xz0 I x0 P I xxz 6 " M kz x k: kP 1=2 I Hence, p p VT2 6 "V2 C 2" M kz x k V2 C xx0 dP xx i dt p hp p 0 dP 6 " V2 V2  2 M kz x k C xx dt xx: Since xz ! 0, there exists a T1 > T0 such that for t > T1 , kz xk 6 Therefore, for t > T1 and xx … K,

2 p p ı : 4 M trace.B 0 P1 B/

p p V2  2 M kz xk >

p V2 2 ,

and thus,

xx: VT2 6  2" V2 C xx0 dP dt Since VT2 cannot have the same sign as xx0 dP x (see [48]), we conclude that VT2 < 0 dt x for xx … K and t > T1 . This implies that xx will enter K within finite time, say x/ D 1 T2 > T1 , and remain in K thereafter. For t > T2 and xx 2 K, we have "a .x and kBy 0 xzk 6 1  ı. All saturations are inactive, and the system becomes ( x xz; xxT D Ax x  BB 0 P1 xx C I Txz D Az yx  By By 0 xz: The global asymptotic stability follows from the properties that Ay  By By 0 and A  BB 0 P1 are Hurwitz stable. We proceed next to show the boundedness of trajectories in the presence of d1 and d2 . Define y0

R D eA t

15.4 Critically unstable systems

771

and y D Rz x . Note that the above R is a compact form of the rotation defined y Then in (15.11) and (15.12). We have RT D RA. y y yT D RB. By0 R0 y C v/  RB.v/ C REy2 d2 with y.0/ D xz0 , where v D B 0 P xx. Let yx satisfy yxT D REy2 d2 ;

y.0/ x D xz0 :

The solution is given by Zt y.t/ x D y.0/ x C

REy2 d2 dt:

0

Note that R comprises elements of the form sin.!i t/ and cos.!i t/, where j!i is the eigenvalue of A. By the definition of ˝1 in (15.2), we find that yx 2 L1 . Define yz D y  y. x Then y y yzT D RB. By 0 R0 yz  By 0 R0 yx C v/  RB.v/;

y.0/ z D 0:

z We get Again, define z D R0 y. y C B. y y zT D Az By0 z  u/  B.v/;

z.0/ D 0;

where u D By 0 R0 yx  v: Since u 2 L1 and kvk 6 ı < 12 , it follows from Lemma 15.7 that z 2 L1 . This implies that xz 2 L1 . Consider the dynamics of xx, x xxT D Ax x C B.B 0 P xx/ C Ex1 d1 C I xz C B; where  D .By 0 xz  B 0 P xx/  .B 0 P xx/. Since ./ is globally Lipschitz with Lipschitz constant 1, we have that kk 6 kBy 0 xzk, and thus,  2 L1 . By differentiating V2 D xxP xx, we obtain x C 2x x 0 P Ex1 d1 C 2x x 0 P I xz C 2x x 0 P B x 0 dP xx VT2 6 "V2 C 2x dt p p x 6 "V2 C 2 V2 kP 1=2 Ex1 d1 k C 2 V2 kP 1=2 Bk p C 2 V2 kP 1=2 I xzk C xx0 dP x: dt x We have shown that according to Lemma 15.9, there exist M , M1 , and M2 such that x k; kP 1=2 I xzk 6 "M kz

kP 1=2 Ex1 d1 k 6 "M1 kd1 k;

x 6 "M kk: and kP 1=2 k

772

15 External stability with sustained disturbances – continuous time

Therefore,

i p hp VT2 6 " V2 V 2  2M1 kd1 k  2M kz x k  2M2 kk C xx0 dP xx: dt

If

p V2 > 2M1 kd1 k1 C 2M kz x k1 , we have VT2 6 xx0 dP x: dt x

Since VT2 and xx0 dP x cannot have the same sign, we find that dt x VT2 6 0  for xx 2 V2 > 2M1 kd1 k1 C 2M kz x k1 , which implies that xx 2 L1 , and hence, x 2 L1 in view of the properties of scheduling as enumerated in (12.2.1). ˚p

The combination of aligned and misaligned disturbances could appear in a more general fashion than those in Theorem 15.4. In general, for any critically unstable system with input saturation and nonadditive disturbances, we can always assume the following system configuration with the aligned as well as misaligned disturbances, ! d 1 (15.25) C Ex2 d2 ; x.0/ D x0 ; xT D Ax C B.u/ C Ex1 d2 where A and B are given by (15.15) and (15.16), Ex1 and Ex2 are in the form of (15.18) and (15.19) but with appropriate dimensions. Based on Theorem 15.4, we can straightforwardly draw the following conclusion: Theorem 15.5 Consider the system (15.25) with controller (15.21). The following hold: (i) In the absence of d1 and d2 , the origin of the closed-loop system is globally asymptotically stable. (ii) x 2 L1 for any x.0/, d1 2 L1 , and d2 2 ˝1 . Proof : Note that by definition, d2 2 L1 if d2 2 ˝1 . We already know that d1 2 L1 . Then the result is a direct consequence of Theorem 15.4. We can extend the results of Theorem 15.5 by adding another sustained disturbance with a sufficiently small magnitude. To do so, consider the following system configuration: ! d 1 x3 d3 ; x.0/ D x0 ; (15.26) C Ex2 d2 C E xT D Ax C B.u/ C Ex1 d2

15.4 Critically unstable systems

773

where A and B are given by (15.15) and (15.16), Ex1 and Ex2 are in the form of (15.18) and (15.19) but with appropriate, dimensions and Ex3 is arbitrary. Theorem 15.6 Consider the system (15.26) with controller (15.21). The following hold: (i) In the absence of d1 , d2 , and d3 , the origin of the closed-loop system is globally asymptotically stable. (ii) x 2 L1 for any x.0/, d1 2 L1 , d2 2 ˝1 , and d3 2 L.ı1 / with ı1 sufficiently small.

Proof : The global asymptotic stability of the origin in the absence of disturbances has already been shown in the proof of Theorem 15.4. x3 , we can always write that Ex3 D Ex3;m C Ex3;a , where Ex3;m For any matrix E is in the misaligned form of (15.18) and Ex3;a is in the aligned form of (15.19). To be precise, we can write

 

ˇEx  m;1

Ex3;m D

and

Exm;2 :: : x Em;q

;

Exm;i D

E3;i;1 E3;i;2 :: : E3;i;ni 1 0

 

ˇEx 

0 0 :: : 0

a;1

Ex3;a D

Exa;2 :: : Exa;q

;

Exa;i D

:

E3;i;ni

The system (15.26) can be rewritten in the following form: 2 3 " # d1 d2 6 7 ; x.0/ D x0 ; xT D Ax C B.u/ C Ez1 4d2 5 C Ez2 d3 d3 where

h Ez1 D Ex1

i Ex3;m ;

h Ez3 D Ex2

i Ex3;a :

774

15 External stability with sustained disturbances – continuous time

Define xz D x  xx and let dz1 D .d10 ; d20 ; d30 /0 . Consider the closed-loop system in terms of xz and xx as in the proof of Theorem 15.4, 8 0 z z ˆ x C B.B ˆ xxT D Ax < h P xx/ C E1 d1 C I xz i 0 CBx .By xz  B 0 P xx/  .B 0 P xx/ ˆ ˆ : xzT D Az 0 yx C B. y y By 0 xz  B 0 P xx/  B.B P xx/ C Ey2 d2 C Ey3 d3 ; where Ey2 is given by (15.23) and

Ey3 D

ˇE

3;1;n1



E3;2;n2 :: : E3;q;nq

:

y0

Define R D e A t and y D Rz x . Then y y C REy2 d2 C Ey3 d3 yT D RB. By0 R0 y C v/  RB.v/ with y.0/ D xz0 , where v D B 0 P xx. Let yx satisfy yxT D REy2 d2 ;

y.0/ x D xz0 :

x Then Since d2 2 ˝1 , we find that yx 2 L1 . Define yz D y  y. y y yzT D RB. By 0 R0 yz  By 0 R0 yx C v/  RB.v/ C REy3 d3 with y.0/ z D 0. Again define z D R0 y. z We get y C B. y y zT D Az By 0 z  u/  B.v/ C Ey3 d3 ;

z.0/ D 0;

where u D By 0 R0 yx  v. Consider an auxiliary system wT D .Ay C By By 0 /w C Ey3 d3 ;

w.0/ D 0:

Let ı1 6 1 y , where  is the L1 gain of pair .Ay  By By 0 ; E3 /. Then we have 4 kBk that kF wk1 6 1=4. Let D z  w. We have that y C B. y y T D A By 0 C u/  B.v/  By Fy w;

.0/ D 0;

where u D By 0 w  By 0 R0 yx C v. Since u 2 L1 and k.v/ C Fy wk1 6 1=4 C 1=4 D 1=2, it follows from Lemma 15.7 in the appendix that 2 L1 . This implies that xz 2 L1 . Consider the dynamics of xx, x xxT D Ax x C B.B 0 P xx/ C Ez1 dz1 C I xz C B;

Appendix 15.A

775

where  D .By 0 xz  B 0 P xx/  .B 0 P xx/, and xz 2 L1 implies that  2 L1 . Note that dz1 2 L1 and Ez1 are also in the form of (15.18). Following the same argument as in the proof of Theorem 15.4, we can show that xx 2 L1 .

Appendix 15.A The following lemma for a neutrally stable system is adapted from [89]. Lemma 15.7 Assume that .A; B/ is controllable and A C A0 D 0. The system, xT D Ax  B.B 0 x C v1 /  v2 ;

x.0/ D 0;

satisfies x 2 L1 whenever v1 2 L1 and v2 2 L1 .1=2/. Proof : Denote u D B 0 x and define V1 D trajectories yields

1 3 3 kxk .

Differentiating V1 along the

VT1 D kxku0 Œ.u C v1 / C v2  6 kxk.u  v1 /0 Œ.u  v1 / C v2  C 2kxkkv1 k1 ˚ D kxk .u  v1 /0 Œ.u  v1 / C .u  v1 C v2 /  C.u  v1 /0 Œ.u  v1 C v2 / C .v2 / C 2kxkkv1 k1 p 6  12 kxk.u  v1 /.u  v1 / C 2 mkxkkv2 k1 C 2kxkkv1 k1 : The last inequality results from Lemmas 13.23 and 13.24 and the condition that kv2 k 6 12 . Next, since A  BB 0 is Hurwitz stable, there exists a P > 0 satisfying .A  BB 0 /0 P C P .A  BB 0 / D I: Define V2 D x 0 P x. There exists an ˛ such that VT2 D kxk2 C 2x 0 P ŒB.u C v1 / C Bu C Bv2  D kxk2 C 2x 0 P ŒB..u C v1 / C u  v1 / C Bv2 C Bv 6 kxk2 C 2˛kxk.u  v1 /.u  v1 / C 2˛kxkkv2 k1 C 2˛kxkkv1 k1 ; where the inequality in Lemma 13.25 is used to derive the last inequality. Finally, define a Lyapunov candidate V D 4˛V1 C V2 . We find that p VT 6 kxk2 C .8˛ m C 2˛/kxkkv2 k1 C 10˛kxkkv1 k1   p D kxk kxk  .8˛ m C 2˛/kv2 k1  10˛kv1 k1 :

776

15 External stability with sustained disturbances – continuous time

p Hence, VT 6 0 for kxk > .8˛ m C 2˛/kv2 k1 C 10˛kv1 k1 . Let c be such that p fx j V .x/ 6 cg  fx j kxk 6 .8˛ m C 2˛/kv2 k1 C 10˛kv1 k1 g: We have VT 6 0 for x … fx j V .x/ 6 cg. This implies that x.t/ 2 fx j V .x/ 6 cg for all t > 0.

Lemma 15.8 Consider the system y.t/ T D .v.t//  .v.t/ C k.t/y/ C d;

(15.27)

where d 2 ˝1 and k.t/ > 0 and v.t/ are continuous. In that case, we have y 2 L1 for all y.0/.

Proof : Define yxT D d;

y.0/ x D y.0/:

Since d 2 ˝1 , there exists a M > 0 such that jy.t/j x 6 jy.0/j C M for all t > 0. Define yz D y  y. x We have yzT D .v/  .v C k.yz C y//; x

yz D 0:

Let Vz D yz2 . Taking the derivative of Vz with respect to t, we get VzT D yz Œ.v/  .v C k.yz C y// x : If Vz > .jy.0/j C M /2 , then jyj z > M C jy.0/j > jyj. x But this implies that k.yz C y/ x has the same sign as y. z Thus, VzT D yz Œ.v/  .v C k.yz C y// x 6 0: Since Vz .0/ D 0, we have Vz 6 .jy.0/j C M /2 and jyj z 6 jy.0/j C M for all t > 0. Therefore, jyj 6 jyj x C jyj z 6 2M C 2y.0/.

Lemma 15.9 Let P" be the solution to PLE (15.20). For any given matrix Ex1 in the form of (15.18), there exists a M such that for " 2 .0; 1, we have x10 P" Ex1 6 M "2 I: E

Appendix 15.A

777

Proof : It is shown in [215] that P" ! 0 as " ! 0. Let P" D "P1 C "2 P2 C : : : C "i Pi C : : : : Substituting P" in (15.20), we find that P1 satisfies P1 A C A0 P1 D 0;

(15.28)

where A is given by (15.15). Consider the diagonal block of P1 , say P1;i corresponding to Axi block. P1;i must satisfy Ax0i P1;i C P1;i Axi D 0; where Axi is given by (15.16). Suppose P1;i

Px11 D Px12

(15.29)

! 0 Px12 ; Px22

where Px11 2 Rpi pi , Px12 and Px22 are of appropriate dimension. Define xi;j 0 i;j D ; :: : 0

ˇ 

where xi;j , j D 1; : : : ; pi are the eigenvectors of Ai associated with the eigenvalues j , j D 1; : : : ; pi . Clearly, we have Axi i;j D j i;j , and thus, i;j is an eigenvector of Axi . Note that Axi has pi linearly independent eigenvectors. We shall have .Ax0i P1;i C Px1;i Axi / i;j D 0: This implies that Ax0i P1;i i;j D  j P1;i i;j : In words, P1;i i;j , j D 1; : : : ; pi are the eigenvectors of Ax0i associated with the eigenvalue  j , j D 1; : : : ; pi . On the other hand, we have a set of eigenvectors of Ay0 in the form of

ˇ0

i;j D

:: : 0 vi;j

; i D 1; : : : ; pi ;

where vi;j are the eigenvectors of A0i associated with the eigenvalue j .

778

15 External stability with sustained disturbances – continuous time

Note that Ax0 has only pi linearly independent eigenvectors. Therefore, ! Px11 xi 2 span fi;1 ; : : : ; i;pi g: P1 i;j D Px12 xi This implies that Px11 xi;j D 0, j D 1; : : : ; pi . Since xi;j forms a basis of Rpi , we must have Px11 D 0, and hence, Px12 D 0 due to the fact that P1;i is positive semi-definite. Applying the above argument to Px22 and recursively, we shall eventually find that



P1;i D

0 0 :: : 0 0

0 0 :: : 0 0

0 0 ::

:

::: 0

::: ::: :: : 0 0

0 0 :: : 0



:

Pxni ni

x1 in the form Due to positive semi-definiteness of P1 , for any given matrix E of (15.18), we must have P1 Ex1 D 0. This implies that Ex10 P" Ex1 must be of order "2 . This completes the proof.

16 Simultaneous internal and external stabilization in the presence of a class of non-input-additive sustained disturbances: discrete time 16.1 Introduction For discrete-time general critically unstable linear systems subject to actuator saturation, this chapter is a counterpart of Chap. 15 which pertains to continuoustime systems. That is, our goal here for discrete-time systems is to identify a set of non-input-additive sustained disturbances for which a feedback control law can be determined such that 1. In the absence of disturbances, the origin of the closed-loop system is globally asymptotically stable. 2. If the disturbances belong to the given set, the states of the closed-loop system are bounded for any arbitrarily specified initial conditions. Regarding the architecture of this chapter, after certain preliminary discussions in Sect. 16.2, we consider in Sect. 16.3 neutrally stable systems which allow a linear feedback law. We then move on to Sect. 16.4 to consider general critically unstable systems (or equivalently general ANCBC systems). This chapter is based on our work [48, 193].

16.2 Preliminaries Consider the system, x.k C 1/ D Ax.k/ C B.u.k// C Ed.k/;

x.0/ D x0 ;

(16.1)

where x 2 Rn , u 2 Rm and d 2 Rp . The pair .A; B/ is stabilizable, and A has all its eigenvalues in the closed unit disc. That is, the given system is asymptotically null controllable with bounded control (ANCBC). As pointed out in the introduction, for systems of the form (16.1), our goal in this chapter is to identify a class of `1 disturbance signals d such that for appropriately designed feedback control laws, the closed-loop system exhibits global asymptotic stability in the absence A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__16, © Springer Science+Business Media New York 2012

779

780

16 External stability with sustained disturbances – discrete time

of disturbances d , and in the presence of such disturbances d , the state variables of it are bounded. Consistent with previous chapters, we use `1 .ı/ to denote the set of `1 signals whose `1 norm is less than ı. We define a set of discrete disturbances ( ˝1 D d 2 `1 j 9M > 0; such that 8i 2 1; : : : ; q; 8k2 > k1 > 0;   X   k2   d.k/ cos.i k/   6 M; kDk1 

  )  X   k2   d.k/ sin.i k/ 6 M ;   kDk1

(16.2)

where e ji , i 2 1; : : : ; q, represent the eigenvalues of A on the unit circle. Note that ˝1 contains signals which do not have sustained component at the discrete frequency i . Like in the continuous-time case, we can also rewrite the above definition as ( ˝1 D d 2 `1 j 9M > 0; such that 8i 2 1; : : : ; q; 8k2 > k1 > 0;

  )  X   k2 k  d.k/zi  6 M ;   kDk1

(16.3)

P k where zi D e ji , i D 1; : : : ; q. Since d 2 `1 , the power series 1 0 d.z/z , i.e., the z-transform of d , always has a radius of convergence 1. For jzj D 1, Definition (16.3) implies that all the partial sums of the power series are bounded at z D zi . We shall need the following inequality, the proof of which is given in the appendix:

Lemma 16.1 For two vectors s; t 2 Rm , and for ktk 6 1, we have k.s C t/  .t/k 6 2k. 12 s/k:

16.3 Neutrally stable systems In this section, we deal with neutrally stable systems. Consider the following system: x.k C 1/ D Ax.k/ C B.u.k// C Ed.k/;

x.0/ D x0 :

We assume that .A; B/ is controllable, A0 A D I , and d 2 `1 .

16.3 Neutrally stable systems

781

We use a linear state feedback controller u D B 0 Ax which gives a closedloop system as x.k C 1/ D Ax.k/ C B.B 0 Ax.k// C Ed.k/;

x.0/ D x0 :

In view of the development in Sect. 4.6.1, it is easy to see that for  such that 4B 0 B 6 1, the origin of the closed-loop system in the absence of disturbances is globally asymptotically stable. As such, we focus here only on the boundedness of closed-loop states with disturbances. The development given below basically parallels the same as in the continuous-time case discussed in the previous chapter. We apply a sequence of successive rotations to state coordinates and eventually convert the non-input-additive disturbances to input-additive disturbances using the property of ˝1 .

16.3.1 Single-frequency systems We start by considering an example system with a pair of complex eigenvalues at ˙j : ! ! ! ! ! x1 e1 0 1 x1 0  .x1 / C D C d; (16.4) x2 e2 1 0 x2 1 where d 2 ˝1 . Theorem 16.2 For  such that 4B 0 B 6 1, the trajectories of (16.4) remain bounded for any initial condition. Proof : To analyze the system, we introduce a rotation matrix !k 0 1 R.k/ D ; 1 0 which represents a counterclockwise rotation by an angle k2 . The dynamics of the rotation matrix are given by ! 0 1 R.k C 1/ D R.k/ : 1 0 We shall study the dynamics of x from a rotated coordinate frame, and toward this end, we define the rotated state y D Rx. The dynamics of y is given by " ! ! # 0 e1 y.k C 1/ D y.k/ C R.k C 1/ .x1 .k// C d.k/ 1 e2 " ! ! #   0  e1 0 D y.k/ C R.k C 1/   0 R .k/y.k/ C d.k/ ; e2 1

782

16 External stability with sustained disturbances – discrete time

with y.0/ D x.0/ D x0 . Next, define a fictitious system ! e1 y.k z C 1/ D y.k/ z C R.k C 1/ d.k/; e2

y.0/ z D x0 :

(16.5)

The solution to this dynamic system is y.k/ z D y.0/ z C

k1 X i D0

0 1

!i C1 ! 1 e1 d.i /: e2 0

It follows from the definition of ˝1 that the sum in the right-hand side is bounded for all k and hence yz 2 `1 . Consider the difference between y and the fictitious state y, z given by z D yy, z with dynamics !   0  z.k C 1/ D z.k/ C R.k C 1/   0 R0 .k/y.k/ 1 !   0  D z.k/ C R.k C 1/   0 R0 .k/z.k/ C ı.k/ ; 1 with z.0/ D 0, where

 ıD 

 0 R0 yz 2 `1 :

We rotate z back to the original coordinate frame by introducing w D R0 z, thereby obtaining the dynamics ! !   0 1 0  w.k C 1/ D w.k/ C   0 w.k/ C ı.k/ ; w.0/ D 0: 1 0 1 It is shown in Lemma 16.8 given in Appendix that the above system is `1 stable with respect to the input ı for  such that 4B 0 B 6 1 and hence w 2 `1 . Finally, we have that x D w C R0 yz and hence x 2 `1 . To demonstrate the importance of the disturbance belonging to ˝1 , we shall now show that if d contains a large component at discrete frequency ˙ 2 , the states of (16.4) could diverge toward infinity for any initial condition. Suppose that d.k/ D a sin. k 2 C /; where a is an amplitude yet to be chosen. For ease of presentation, we assume that e1 D 0 and e2 D 1. Consider the dynamics of the rotated state y from the proof of Theorem 16.2. We have

16.3 Neutrally stable systems

783

"

! 0 y.k C 1/ D y.k/ C R.k C 1/  .u.k// C 1 ! / sin. k C / cos. k 2 2  D y.k/  a k sin. k 2 / sin. 2 C / where for ease of notation, we have used  u D x1 D 

! # 0 k a sin. 2 C / ; 1 ! / cos. k 2 .u.k//; sin. k 2 /

 0 R0 y:

Using appropriate trigonometric identities, the dynamics can be rewritten as ! ! cos. k / a sin./ C sin.k C / 2 .u.k//:  y.k C 1/ D y.k/  2 / cos./  cos.k C / sin. k 2 p p We have either j sin./j > p 2=2 or j cos./j > 2=2. Without loss of generality, p we assume that j cos./j > 2=2. Let a be chosen such that a > 4.1 C "/= 2, where " is a positive number. For the trajectory y2 .k/, we have k1 ˇ ˇ  k1 X  X ˇ ˇ a sin. i2 /.u.i // ˇ: jy2 .k/j D ˇy2 .0/  2 cos./  cos.i  C /  i D0

i D0

Noting that sin. i2 /.u.i // is bounded by ˙1 and using the bound j a2 cos./j >

a 4

p

2 > 1 C ";

we therefore have ˇk1 ˇ k1 ˇX ˇ X ˇ ˇ cos.i  C / ˇ C " jy2 .k/j > jy2 .0/j  a2 ˇ ˇ ˇ i D0

> jy2 .0/j 

a 2

i D0

C "k:

This shows that y2 .k/ diverges toward infinity.

16.3.2 Multifrequency systems Theorem 16.3 Consider the system x.k C 1/ D Ax.k/  B.B 0 Ax.k// C Ed.k/;

x.0/ D x0

(16.6)

where .A; B/ is controllable, A0 A D I , and d 2 ˝1 . Then for  such that 4B 0 B 6 I , we have for any initial condition the state x.k/ bounded for all k > 0.

784

16 External stability with sustained disturbances – discrete time

Proof : Define R.k/ D .A0 /k . Since A0 A D I , R represents a time-varying rotation matrix with difference equation R.k C 1/ D R.k/A0 . Also, define y D Rx. The transformed system becomes y.k C 1/ D y.k/  R.k/A0 B.B 0 AR0 .k/y.k// C R.k/A0 Ed.k/; with y.0/ D x0 . Introduce a fictitious system y.k z C 1/ D y.k/ z C R.k/A0 Ed.k/;

y.0/ z D x0 :

Note that d 2 ˝1 implies that there exists a M > 0 such that   X   k2  0 kC1  6 M: 8k2 > k1 > 0;  .A / Ed.k/   kDk1  Therefore, we observe that yz 2 `1 . Let z D y  y. z We get   z ; z.k C 1/ D z.k/  R.k/A0 B B 0 AR0 .k/z.k/ C B 0 AR0 .k/y.k/ with z.0/ D 0. Finally, define w D R0 z. The dynamics of w is given by w.k C 1/ D Aw.k/  B.B 0 Aw.k/ C v.k//;

w.0/ D 0;

z For 4B 0 B 6 I , the above system is `1 stable where v.k/ D B 0 AkC1 y.k/. with respect to v. Thus, yz 2 `1 implies that w 2 `1 . Note that x.k/ D w.k/ C R0 .k/y.k/. z Therefore, we conclude x 2 `1 . Next theorem shows that a small disturbance that does not belong to ˝1 can also be tolerated.

Theorem 16.4 Consider the discrete-time system x.k C 1/ D Ax.k/  B.B 0 Ax.k// C E1 d1 .k/ C E2 d2 .k/

(16.7)

with x.0/ D x0 , where d1 2 ˝1 and d2 2 `1 .ı/. Then, for  such that 4B 0 B 6 I and with ı sufficiently small, we have for any initial condition the state x.k/ bounded for k > 0.

Proof : Following the same lines as in the proof of Theorem 16.3, we shall get a transformed system z C E2 d2 .k/; w.k C 1/ D Aw.k/  B.B 0 Aw.k/ C B 0 AR0 .k/y.k// with w.0/ D 0, where w D x  R0 yz and yz satisfies y.k z C 1/ D y.k/ z C R.k C 1/A0 E1 d1 .k/;

y.0/ z D x0 ;

16.4 Critically unstable systems

785

and hence yz 2 `1 . Introduce an auxiliary system w.k x C 1/ D .A C BF /w.k/ x C E2 d2 .k/;

w.0/ x D 0;

where F is such that A C BF is asymptotically stable. Since d2 2 `1 , we find that F w x 2 `1 . Moreover, we have kF wk x 1 6 12 provided that ı is small enough. Define w z D w  w. x Then we get w.k z C 1/ D Aw.k/ z  B.B 0 Aw.k/ z C v1 .k// C Bv2 .k/;

w.0/ z D 0;

x C B 0 AR0 yz and v2 D F w. x Note that kv2 k1 6 12 . Then, where v1 D B 0 Aw Lemma 16.8 given in Appendix shows that w z 2 `1 . Since x D w z Cw x C R0 y, z we conclude that x 2 `1 for any initial condition.

16.4 Critically unstable systems 16.4.1 Formulation We consider next general critically unstable systems. The system given in (16.1) with possibly different type of disturbances can be rewritten as x.k C 1/ D Ax.k/ C B.u.k// C Ed.k/;

x.0/ D x0

(16.8)

where, without loss of generality, we assume that .A; B/ is controllable and A has all its eigenvalues on the unit circle. Again, without loss of generality, we assume that x D .x10 ; x20 ; : : : ; xq0 /0 and A, B, and E have the following structure:



AD

Ax1

0

0 :: : 0

Ax2 :: :

 :: : :: :



0

0 :: :



xi D

xi;1 xi;2 :: :

xi;ni 1 xi;ni

;

ˇE 

B2 :: : Bq

E2 :: : Eq

1

;B D

0 Axq

  

where

ˇB 

Axi D

„

; ED

Ai

I

0

0 :: : :: : 0

Ai :: :

I :: : ::



1

:

 :: : :: :

0

Ai 0

I Ai

 ƒ‚ ni ni blocks

0 :: :

;

(16.9)

 :

…

(16.10)

786

16 External stability with sustained disturbances – discrete time

   

Here, xi;j 2 Rpi and A0i Ai D I . Finally, Bi;1 Bi;2 :: : Bi;ni 1 Bi;ni

Bi D

;

Ei D

Ei;1 Ei;2 :: : Ei;ni 1 Ei;ni

:

(16.11)

Note that the above form can be obtained by assembling together in the real Jordan canonical form those blocks corresponding to the eigenvalues with the same Jordan block size. As in the continuous time which was discussed in the previous chapter, based on the above Jordan structure of matrix A, we say the disturbance d is aligned if Ei;ni ¤ 0 for some i D 1; : : : ; q and misaligned if Ei;ni D 0 for all i D 1; : : : ; q. Again, we use here the words “aligned” and “misaligned” because of a lack of better terminology. To explore further while using this terminology, we rewrite the given system (16.9) as x.k C 1/ D Ax.k/ C B.u.k// C Ex1 d1 .k/ C Ex2 d2 .k/;

 

with x.0/ D x0 , where

ˇEx  1;1

Ex1 D

and

Ex1;2 :: : x E1;q

; Ex1;i D

2;1

Ex2;2 :: : Ex2;q

(16.13)

 

ˇEx  Ex2 D

Ei;1 Ei;2 :: : Ei;ni 1 0

(16.12)

; Ex2;i D

0 0 :: : 0

:

(16.14)

Ei;ni

We first present the result for the above type of disturbances. As will become clear later, the result derived based on the above form can be straightforwardly extended to other type of disturbances.

16.4 Critically unstable systems

787

We shall design a nonlinear dynamic state feedback controller that will enable us to solve our problem. For " 2 .0; 0:9, let P" be the solution of the discrete parametric Lyapunov equation (DPLE): .1  "/P" D A0 P" A  A0 P" B.B 0 P" B C I /1 B 0 P" A:

(16.15)

The existence of P" for " 2 .0; 1/ has been established in Lemma 12.15. When A is given by (16.9) and (16.10), an important property of P" is shown in Lemma 16.12 given in Appendix. Consider the following dynamic state feedback controller (   xyi .k C 1/ D Ai xyi .k/ C Bi;ni  F"a .xx.k// xx.k/ ; i D 1; : : : ; q (16.16) y b .k/  xy.k//  F" .xx .k// xx.k/; u.k/ D  By 0 A.x a



where xx is x with xi;ni replaced by xyi ,

ˇx 

ˇxy 

x2;n2 :: : xq;nq

xy2 :: : xyq

1;n1

xb D

A1

1

; xy D

; Ay D

0 :: : 0

A2 :: :

 :: : :: :



0

0

0 :: :



ˇB 

; By D

0 Aq

1;n1

B2;n2 :: : Bq;nq

;

F"a .xx / D .B 0 P"a .xx / B C I /1 B 0 P"a .xx / A; and where P"a .xx/ is the solution to the discrete parametric Lyapunov equation x / and "a .x x / is determined by (16.15) with " D "a .x " D "a .x x / WD maxfr 2 .0; 0:9 j .x x 0 Pr xx/  trace.Pr / 6

ı2 2 trace.BB 0 / g;

(16.17)

where ı D 14 and Pr is the unique positive definite solution of the discrete parametric Lyapunov equation (16.15) with " D r (see the properties of scheduling as enumerated in (12.2.1)). Note that we have kF"a .xx / xxk 6 14 ; for any xx. We have the following result:

Theorem 16.5 Consider the system (16.12) with controller (16.16) for  such that 8B 0 B 6 I . Then the following hold: (i) In the absence of d1 and d2 , the origin is global asymptotically stable. (ii) In the presence of d1 and d2 , x 2 `1 for any x.0/, d1 2 `1 , and d2 2 ˝1 .

788

16 External stability with sustained disturbances – discrete time

Proof : In the proof, we omit the parameter "a in the expressions for P"a and F"a for ease of notation and use ".k/, P .k/ and F .k/ to express their dependence on time. Define x1;n1  xy1 x2;n2  xy2 xz D xb  xy D : :: : xq;nq  xyq

ˇ



We have yx  F xx/  B.F y yx C B. y xx/ C Ey2 d2 ; z x D Az By0 Az

ˇE 

where

1;n1

E2;n2 :: : Eq;nq

Ey2 D

:

(16.18)

y B/. y Note that the controllability of .A; B/ implies the controllability of .A; Moreover, AyAy0 D I . The closed-loop system can then be written in terms of xz; xx as h i ( yx  F x/  .F x/ C Ex1 d1 C I xz x x D Ax x C B.F xx/ C Bx . By 0 Az yx C B. y yx  F xx/  B.F y z x D Az By0 Az xx/ C Ey2 d2 ; (16.19) where Bx is B with Bi;ni blocks set to zero and



ˇI  1

ID

I2 :: : Iq

;

Ii D

0 :: : 0 Ixi

;

Ixi D Œ0



I

"



0:

i th block

0

We first prove global asymptotic stability in the autonomous case. Let v D F xx. Our scheduling (16.17) guarantees that kvk 6 ı D 14 for any xx. Consider the dynamics of xz: yx C v/  B.v/: y yx C B. y z x D Az By 0 Az

16.4 Critically unstable systems

789

Note that 8B 0 B 6 I implies that 8 By 0 By 6 I . Define a Lyapunov function as yx . The increment of V1 along the trajectories is given by V1 D xz2 . Let u z D  By 0 Az V1  V1 D Œ.z u C v/  .v/ u C v/  .v/0 By 0 By Œ.z C 2 u z0 Œ.z u C v/  .v/

6  1 u z.z u/ C

6  1 u z.z u/ C

1 k. 12 u z/k2 2 1 u/k2 2 k.z

1 6  2 u z.z u/ y yx /; By 0 Az D  1 xz0 Ay0 B. 2

where we use 8 By 0 By 6 I , Lemma 13.23, and Lemma 16.1. yx .k/ ! 0 as k ! 1, and hence there exists a This clearly implies that By 0 Az K0 such that we have yx .k/k 6 1 k By 0 Az 2

for k > K0 , and hence we obtain y x; xz.k C 1/ D .Ay   By By 0 A/z and therefore, xz.k/ ! 0 as k ! 1 because the matrix Ay   By By 0 Ay is Schur stable. For k > K0 , we have for xx dynamics, xxz; xx.k C 1/ D Ax x C B.F xx/ C I x D I   BxBy 0 A. y Define V2 D xx0 P xx and a set where I n K D xx j V2 .x x / 6 ˛2 ,

ı2 2 trace.BB 0 / trace.P  /

o ;

where P  is the solution of (16.15) with " D 0:9. It can be easily seen from (16.17) x / D 0:9. Next, consider the increment of V2 along the trajecthat for xx 2 K, "a .x tory. There exists a ˇ independent of d such that V2 .k C 1/  V2 .k/ x xz.k/ C 2x x xz.k/ 6 "V2 .k/  2.F xx.k//0 B 0 P .k/I x 0 .k/AP .k/I x0 P .k/I x xz.k/ C xx0 .k C 1/0 ŒP .k C 1/  P .k/x C xz0 .k/I x .k C 1/ p 1=2 1=2 x xz.k/k C ˇkP .k/I x xz.k/k 6 "V2 .k/ C 2kAk V2 .k/kP .k/I x xz.k/k2 C xx0 .k C 1/ŒP .k C 1/  P .k/x C kP 1=2 .k/I x .k C 1/:

790

16 External stability with sustained disturbances – discrete time

x are all in the form of (16.13). Lemma 16.12 given in x and hence I Note that I, B, Appendix shows that there exists a M such that p p xxzk D xz0 I x0 P I xxz 6 " M kz x k: kP 1=2 I Moreover, for xx … K, V2 > ˛ 2 . Hence, we have for xx … K, V2 .k C 1/  V2 .k/

p p x .k/k C ˇ˛ " M V2 .k/kz x .k/k 6 "V2 .k/ C 2" M V2 .k/kAkkz p 2 0 x .k/k C xx .k C 1/ŒP .k C 1/  P .k/x x .k C 1/ C " ˛1 M V2 .k/kz hp p p p ˇ x .k/k  ˛ M kz x .k/k 6 " V2 .k/ V2 .k/  2 M kAkkz i  ˛1 M kz x .k/k2 C xx0 .k C 1/ŒP .k C 1/  P .k/x x .k C 1/:

Since xz ! 0, there exists a K1 > K0 such that for k > K1 ,   ˛2 : kz x k 6 min 1; p p 4 M kAk˛ C 2ˇ M C 2M Therefore, for k > K1 and xx … K, p p p p V2  .2 M kAk  ˇ˛ M /kz x k  ˛1 M kz x k2 > V2 

˛ 2

>

p

V2 2 ;

and thus x .k C 1/: V2 .k C 1/  V2 .k/ 6  2" V2 .k/ C xx0 .k C 1/ŒP .k C 1/  P .k/x Since V2 .k C 1/  V2 .k/ cannot have the same sign as x .k C 1/ xx0 .k C 1/0 ŒP .k C 1/  P .k/x (which can be established similar to the argument in the proof of Theorem 12.19), we conclude that for xx … K and k > K1 , V2 .k C 1/  V2 .k/ < 0: This implies that xx will enter K within finite time, say K2 > K1 . For k > K2 yx C F xxk 6 1 C 1 D 3 . All saturations and xx 2 K, we have " D 0:9 and kBy 0 Az 2 4 4 are inactive, and the system becomes ( xx.k C 1/ D ŒA  BF  x x .k/ C I xz.k/; 0 y y y y x .k/; xz.k C 1/ D ŒA   B B Az where F  D .B 0 P  B C I /1 B 0 P  A

16.4 Critically unstable systems

791

and P  is the solution of (16.15) with " D 0:9. It is clear that we shall also have V2 .k C 1/  V2 .k/ < 0 for xx 2 K. Therefore, xx will remain in K for k > K2 . The global asymptotic stability follows from the properties that A  BF  and Ay   By By 0 Ay are Schur stable with 8 By By 0 6 I . We proceed next to show the boundedness of trajectories in the presence of d1 and d2 . Define R.k/ D .Ay0 /k and y D Rz x . Note that since Ay0 Ay D I , R defines a discrete-time rotation matrix. We have that R.k C 1/ D R.k/Ay0 . Then y y 0 y C v/  RAy0 B.v/ y By0 AR C RAy0 Ey2 d2 y.k C 1/ D y.k/ C RAy0 B. with y.0/ D xz0 , where v D F xx. Let yx satisfy y.k x C 1/ D y.k/ x C R.k/Ay0 Ey2 d2 ;

y.0/ x D xz0 :

Since d2 2 ˝1 , we find that yx 2 `1 . Define yz D y  y. x Then y y 0 .k/y.k/ y 0 .k/y.k/ By 0 AR z   By0 AR x C v.k// y.k z C 1/ D y.k/ z C R.k/Ay0 B. y  R.k/Ay0 B.v.k//; with y.0/ z D 0. Again, define z D R0 y. z We get y y y y u z.k//  B.v.k//; z.k C 1/ D Az.k/ C B. By 0 Az.k/

z.0/ D 0;

where y 0 yx  v: u z D  By 0 AR Since u z 2 `1 and kvk 6 ı D 14 , it follows from Lemma 16.8 that z 2 `1 . This implies that xz 2 `1 . Consider the dynamics of xx x xx.k C 1/ D Ax x .k/ C B.F xx.k// C B.k/ C Ex1 d1 .k/ C I xz.k/; where yx .k/  F xx.k//  .F xx.k//: .k/ D . By 0 Az Because  is globally Lipschitz with Lipschitz constant 1, we have yx .k/k: k.k/k 6 k By 0 Az

792

16 External stability with sustained disturbances – discrete time

Hence,  2 `1 . There exists a ˇ such that V2 .k C 1/  V2 .k/ 6 "V2 .k/  2.F xx.k//0 B 0 P .k/I xz .k/  2.F xx.k//0 B 0 P .k/Ex1 d1 .k/ x x  2.F xx.k//0 BP B.k/ C 2x x .k/0 A0 P B.k/ x 0 .k/AP .k/Ex1 d1 .k/ C 2x x 0 .k/AP .k/I xz .k/ C 2x x C .d10 .k/Ex10 C xz0 .k/I 0 C .k/0 Bx0 /P .k/.Ex1 d1 .k/ C I xz.k/ C B.k//

C xx0 .k C 1/ŒP .k C 1/  P .k/x x .k C 1/ 2  x 6 "V2 .k/ C kP 1=2 .k/I xz.k/k C kP 1=2 .k/Ex1 d1 .k/k C kP 1=2 B.k/k   p C 2kAk V2 .k/ C ˇ   x  kP 1=2 .k/I xz.k/k C kP 1=2 .k/Ex1 d1 .k/k C kP 1=2 B.k/k x .k C 1/: C xx0 .k C 1/ŒP .k C 1/  P .k/x We have already shown that according to Lemma 16.12, there exist M , M1 , and M2 such that p kP 1=2 I xzk 6 " M kz x k; p kP 1=2 Ex1 d1 k 6 " M1 kd1 k; p x 6 " M2 kk: kP 1=2 Bk Define a set V as V D fx x j V2 .x x / 6 cg ; where c is such that V2 > c implies that 1 2 V2

p p p p > .2kAk V2 C ˇ/. M kz x k`1 C M1 kd1 k`1 C M2 kk`1 / C 2M kz x k2`1 C 2M1 kd1 k2`1 C 2M2 kk2`1 :

Therefore, for xx … V, we have V2 .k C 1/  V2 .k/ 6  12 "V2 .k/ C xx0 .k C 1/ŒP .k C 1/  P .k/x x .k C 1/: Since V2 .k C 1/  V2 .k/ and xx0 .k C 1/ŒP .k C 1/  P .k/x x .k C 1/ cannot have the same sign, we find that V2 .k C 1/  V2 .k/ < 0;

xx … V:

(16.20)

On the other hand, for xx 2 V, assume that V2 .k C 1/  V2 .k/ > 0. In that case, we have x .k C 1/ 6 0: xx0 .k C 1/ŒP .k C 1/  P .k/x

16.4 Critically unstable systems

793

Then V2 .k C 1/  V2 .k/ 6 , 2M kz x k2`1 C 2M1 kd1 k2`1 C 2M2 kk2`1 p p p p C .2kAk c C ˇ/. M kz x k`1 C M1 kd1 k`1 C M2 kk`1 /: Hence, the maximum increment of V2 inside V is . In view of this, (16.20) and definition of V, we conclude that V2 6 maxfc C ; V2 .0/g, which implies that xx 2 `1 and hence x 2 `1 . The combination of aligned and misaligned disturbances could appear in a more general fashion than those in Theorem 16.5. Without loss of generality, for any critically unstable system with input saturation and nonadditive disturbances, we can always assume the following system configuration: ! d 1 x1 C Ex2 d2 ; x.0/ D x0 ; x D Ax C B.u/ C E (16.21) d2 where A and B are given by (16.9)–(16.11), Ex1 ; and Ex2 are in the form of (16.13) and (16.14) but with appropriate dimensions. Based on Theorem 16.5, we can immediately draw the following conclusion.

Theorem 16.6 Consider the system (16.21) with controller (16.16) for  such that 8B 0 B 6 I . Then we have: (i) In the absence of d1 and d2 , the origin is global asymptotically stable. (ii) In the presence of d1 and d2 , x 2 `1 for any x.0/, d1 2 `1 , and d2 2 ˝1 .

Proof : Note that by definition, d2 2 `1 if d2 2 ˝1 . Therefore, d1 ; d2 2 `1 . Then the result is a direct consequence of Theorem 16.5. We shall prove next that a small aligned disturbance which does not belong to ˝1 is permitted. Moreover, it turns out that a combination of aligned ˝1 disturbance, misaligned `1 disturbance, and an arbitrary disturbance which belongs to `1 .ı1 / can be handled by the same controller (16.16) given ı1 sufficiently small. Such a case is formulated as follows: ! d 1 C Ex2 d2 C Ex3 d3 ; x.0/ D x0 ; (16.22) x D Ax C B.u/ C Ex1 d2 where A and B are given by (16.9) and (16.10), Ex1 and Ex2 are in the form of (16.13) and (16.14) but with appropriate dimensions, and Ex3 is arbitrary.

794

16 External stability with sustained disturbances – discrete time

Theorem 16.7 Consider the system (16.22) with controller (16.16) for  such that 8B 0 B 6 I . Then we have: (i) In the absence of d1 , d2 , and d3 , the origin is global asymptotically stable. (ii) In the presence of d1 , d2 , and d3 , x 2 `1 for any x.0/, d1 2 `1 , d2 2 ˝1 , and d3 2 `.ı1 / with ı1 sufficiently small. x / in the Proof : As in the proof of Theorem 16.5, we omit the parameter "a .x expressions P"a .xx / and F"a .xx/ . The global asymptotic stability of the origin in the absence of disturbances has already been shown in the proof of Theorem 16.5. x3 , we can always write that Ex3 D Ex3;m C Ex3;a , where Ex3;m For any matrix E is in the misaligned form of (16.13) and Ex3;a is in the aligned form of (16.14). To be precise, we can write

 

ˇEx  m;1

Ex3;m D

and

Exm;2 :: : Exm;q

Exm;i D

;

E3;i;1 E3;i;2 :: : E3;i;ni 1 0

 

ˇEx 

0 0 :: : 0

a;1

Ex3;a D

Exa;2 :: : Exa;q

;

Exa;i D

:

E3;i;ni

d 

The system (16.22) can then be written in the form 1

x D Ax C B.u/ C Ez1 d2 d3 where

 x1 Ez1 D E

 x3;m ; E

C Ez2

! d2 ; x.0/ D x0 ; d3

 Ez3 D Ex2

 Ex3;a :

Define xz D x  xx and let dz1 D .d10 ; d20 ; d30 /. Consider the closed-loop system in terms of xz and xx as in the proof of Theorem 16.5: i h ( yx  F xx/  .F xx/ C Ez1 dz1 C I xz x x D Ax x C B.F xx/ C Bx . By 0 Az yx C B. y yx  F xx/  B.F y z x D Az By0 Az xx/ C Ey2 d2 C Ey3 d3 ;

16.4 Critically unstable systems

795

where Ey2 is given by (16.18) and

ˇE

Ey3 D

3;1;n1



E3;2;n2 :: : E3;q;nq

:

Similarly, define R D .Ay0 /k and y D Rz x . Then y y 0 .k/y.k/Cv.k//R.kC1/B.v.k// y y.kC1/ D y.k/CR.kC1/B. By 0 AR C R.k C 1/Ey2 d2 .k/ C Ey3 d3 .k/; with y.0/ D xz.0/, where v D F xx. Let yx satisfy y.k x C 1/ D y.k/ x C R.k C 1/Ey2 d2 .k/;

y.0/ x D xz0 :

Since d2 2 ˝1 , we find that yx 2 `1 . Define yz D y  y. x Then y y 0 .k/y.k/ y 0 y.k/ y.k z C 1/ D y.k/ z C R.k C 1/B. By 0 AR z   By 0 AR x C v.k// y  R.k C 1/B.v.k// C R.k C 1/Ey3 d3 .k/; with y.0/ z D 0. Again, define z D R0 y. z We get y y y y z.k C 1/ D Az.k/ C B. By0 Az.k/ u z.k//  B.v/ C Ey3 d3 .k/;

z.0/ D 0;

where y 0 yx  v: u z D  By 0 AR Consider an auxiliary system y w.k C 1/ D .Ay   By By 0 A/w.k/ C Ey3 d3 .k/; Let ı1 be small enough such that ı1 6

1 , y 0 Ak y 4kB

w.0/ D 0:

where is the `1 gain of pair

y E3 /. Hence, d3 2 `1 .ı1 / implies that k By 0 Awk y .Ay   By By 0 A; 6  D z  w. We get

1 4.

Consider

y u y y y C B. y y/  B.v/ C  By By 0 Aw;  D A By0 A y C  By 0 AR y 0 yx  v. Since u y where u y D  By 0 Aw 6 y 2 `1 and kvk C kBy 0 Awk 1 1 1 C D , it follows from Lemma 16.8 that  2 ` . This finally implies that 1 4 4 2 xz 2 `1 .

796

16 External stability with sustained disturbances – discrete time

Consider the dynamics of xx z dz C I xz C B; x xx.k C 1/ D Ax x C B.F xx/ C Ex 1 1 yx  F xx/  .F xx/. Note that  2 `1 , dz1 2 `1 , and Ez1 where  D . By 0 Az is also in the form of (16.13). Following the same argument as in the proof of Theorem 16.5, we can show that xx 2 `1 .

16.A

Proofs of some lemmas

We first prove the following lemma that was used in the proof of one of our main theorems. Lemma 16.8 Suppose A0 A D I and .A; B/ is controllable. Consider x.k/ D Ax  B.B 0 Ax C v1 / C Bv2 ;

x.0/ D x0 :

Then for  satisfying 4B 0 B 6 I , we have: (i) In the absence of v1 and v2 , the origin is globally asymptotically stable. (ii) In the presence of v1 and v2 , x 2 `1 for all v1 2 `1 and v2 2 `1 .1=2/ and any initial condition. In order to prove the above result, we first need the following lemmas. The first lemma has already been established in Sect. (4.6.1). Lemma 16.9 Assume that A0 A D I and B 0 B 6 2I for some  > 0. Then, Az D A  BB 0 A is Schur stable if and only if .A; B/ is controllable. The next two lemmas can be easily verified: Lemma 16.10 For any t 2 Rm satisfying ktk 6 1, we have  s 0 Œ.s/ C t 6

kt k2 : 4

(16.23)

Lemma 16.11 For any s 2 Rm , ks  .s/k 6 s 0 .s/:

(16.24)

16.A Proofs of some lemmas

797

Proof of Lemma 16.8 : Denote B 0 Ax by y. Define V1 D kxk2 . We have V1  V1 D kAx C B.y  v1 / C Bv2 k2  kxk2 D 2 y 0 Œ.y  v1 / C v2 

C .y  v1 /0 C v20 B 0 B Œ.y  v1 / C v2  6 2 Œy 0 C v10 Œ.y  v1 / C v2   2 v10 Œ.y  v1 / C v2  C

1 4 k.y

 v1 / C v2 k2 ;

where we use condition 4B 0 B 6 I . We can assume that kv2 k 6 12 , and since  is bounded by ˙1, we find that v10 Œ.y  v1 / C v2  6 2kv1 k. This yields V1  V1 6 2 Œy 0  v10 Œ.y  v1 / C v2  C 1 2 4 2 kv2 k C  kv1 k v1 0 Œ.y  v1 / C v2 

1 k.y 2

C v1 /k2

1 k.y 2

C v1 /k2

C 6 2 Œy C

C

1 kv2 k 2

C

C 4 kv1 k:

Note that 2 0  Œy

C v10 Œ.y  v1 / C v2  D 1 Œy 0 C v10 .y  v1 / C 1 Œy C v1 0 Œ.y  v1 / C 2v2  6 1 Œy 0 C v10 .y  v1 / C 1 kv2 k2

6 1 Œy 0 C v1 0 .y  v1 / C 1 kv2 k; where we use (16.23) and kvk 6 12 . Therefore, V1  V1 6 1 Œy 0 C v10 .y  v1 / C C 6

1 Œy 0 2

3 kv2 k 2

1 k.y 2

C 4 kv1 k

C v10 .y  v1 / C

C v1 /k2

3 kv2 k 2

C 4 kv1 k:

(16.25)

Since 4B 0 B 6 I , Az D A  BB 0 A is Schur stable. Let P be the solution to the Lyapunov equation: Az0 P Az  P C I D 0: Define V2 D kP 1=2 xk. We have z C P 1=2 BŒy C v1  .y C v1 / C .v2  v1 /k V2  V2 D kP 1=2 Ax  kP 1=2 xk z C kP 1=2 BŒy C v1  .y C v1 / C .v2  v1 /k 6 kP 1=2 Axk  kP 1=2 xk:

798

16 External stability with sustained disturbances – discrete time

For x ¤ 0, there exists a ˇ > 0 such that z 2  kP 1=2 xk2 kP 1=2 Axk kxk2 D z C kP 1=2 xk z C kP 1=2 xk kP 1=2 Axk kP 1=2 Axk 6 ˇkxk:

z  kP 1=2 xk D kP 1=2 Axk

Obviously, the above also holds for x D 0. Hence, V2  V2 6 ˇkxk C kP 1=2 Bkk.y C v1 /  .y C v1 /k C kP 1=2 Bk.kvk C kuk/ 6 ˇkxk C kP 1=2 Bk.y C v1 /0 .y C v1 / C kP 1=2 Bk.kv2 k C kv1 k/;

(16.26)

where we use (16.24). Define V D 2kP 1=2 BkV1 C V2 . We obtain from (16.25) and (16.26) that V  V 6 ˇkxk C 9kP 1=2 Bkkv1 k C 4kP 1=2 Bkkv2 k: This immediately implies that x 2 `1 for any initial condition. Proof of Lemma 16.1 : Let si and ti denote each element of s and t. Case 1: si C ti > 1; we have that j.si C ti /  .ti /j D 1  ti 6 2: Also, j.si C ti /  .ti /j D 1  ti 6 jui j: Hence, j.si C ti /  .ti /j 6 2j. 12 si /j: Case 2: jsi C ti j < 1; this implies that jsi j 6 2, j.si C ti /  .ti /j D jsi j D 2j. 21 si /j: Case 3: si C ti 6 1 j.si C ti /  .ti /j D j  1  ti j D 1 C ti 6 jsi j: Also, j.si C ti /  .ti /j D j  1  ti j D 1 C ti 6 2: Hence, j.si C ti /  .ti /j 6 2j. 12 si /j:

(16.27)

16.A Proofs of some lemmas

799

Lemma 16.12 Let P" be the solution of the discrete parametric Lyapunov equation (16.15). For any given matrix Ex1 of the form (16.13), there exists a M such that for " 2 .0; 0:9, x10 P" Ex1 6 M "2 I: E Proof : It is shown in [216] that P" ! 0 as " ! 0. Let P" D "P1 C "2 P2 C : : : C "i Pi C : : : : Substituting P" in (16.15), we find that P1 satisfies A0 P1 A  P1 D 0;

(16.28)

where A is given by (16.9). In a block decomposition of P1 compatible with the block decomposition of A, we denote the diagonal block matrices by P1;i with i D 1; : : : ; q. We note that P1;i must satisfy Ax0i P1;i Axi  P1;i D 0; where Axi is given by (16.10). Suppose P1;i

Px11 D Px12

(16.29)

! 0 Px12 ; Px22

where Px11 2 Rpi pi and Px12 and Px22 are of appropriate dimension. Define xi;j 0 ; i;j D :: : 0

ˇ 

where xi;j , j D 1; : : : ; pi are the eigenvectors of Ai associated with the eigenvalues i , j D 1; : : : ; pi . Clearly, we have Axi i;j D j i;j . We shall have that .Ax0i P1;i Axi  Px1;i /i;j D 0: This implies that Ax0i P1;i i;j D j P1;i i;j : In words, P1;i i;j , j D 1; : : : ; pi are the eigenvectors of Ax0 associated with the eigenvalue  j , j D 1; : : : ; pi . On the other hand, we have a set of eigenvectors of Ax0i in the form of

800

16 External stability with sustained disturbances – discrete time

ˇ0 :: : 0 vi;j

i;j D

; i D 1; : : : ; pi ;

where vi;j are the eigenvectors of A0i associated with the eigenvalue j , j D 1; : : : ; pi . Note that Ax0i also has only pi linearly independent eigenvectors. Therefore, ! Px11 xi;j P1 i;j D 2 spanf i;1 ; : : : ; i;pi g: Px12 xi;j This implies that Px11 xi;j D 0, j D 1; : : : ; pi . Since xi;j forms a basis of Rpi , we must have Px11 D 0 and hence Px12 D 0 due to the fact that P1;i is positive semi-definite. Applying the above argument to Px22 and recursively, we shall eventually find that



0

P1;i D

0 :: : :: :

0 :: : 0 

 :: :

0 :: :

0 0

0



:

Pxni ni

x1 in the form Due to positive semi-definiteness of P1 , for any given matrix E 0 x x of (16.13), we must have P1 E1 D 0. This implies that E1 P" E1 must be of order "2 . This completes the proof.

17 External and internal stabilization under the presence of stochastic disturbances

17.1 Introduction So far, all the results discussed in this book are in deterministic setting. A new frontier for the next phase of research is in stochastic setting. That is, to consider disturbances which are modeled as colored noise which in turn can be modeled as white noise followed by a linear system. Then, the goal is to investigate simultaneous external and internal stabilization of linear systems subject to constraints when the disturbances are modeled stochastically. To be precise, the goal is to develop feedback controllers for such systems such that: 1. In the absence of disturbances, the origin of the closed-loop system is globally asymptotically stable. 2. In the presence of disturbances, the states of the closed-loop system have finite variance for random Gaussian distributed initial conditions, possibly independent of the external disturbances. Because of the requirement of global internal stability, the above simultaneous external and internal stabilization problem necessitates that the given linear system is asymptotically null controllable with bounded control (ANCBC). In this chapter, the above problem is solved for two special classes of ANCBC systems, (1) both continuous- and discrete-time open-loop neutrally stable systems and (2) continuous-time double-integrator system. We utilize linear static state feedback control laws for both classes of systems. The simultaneous global internal stabilization and semi-global external stochastic stabilization problem as mentioned above requires the state of the closed-loop system to have finite variance in the presence of disturbances. A broader goal could be to minimize the variance of the state of a closed-loop system. This is not pursued in this chapter. This chapter is organized as follows. For both discrete- and continuous-time systems, a formal problem formulation is given in Sect. 17.2. The main results for open-loop neutrally stable systems are given in Sect. 17.3. The proofs of such

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2__17, © Springer Science+Business Media New York 2012

801

802

17 External stabilization with stochastic disturbances

results are given in Sect. 17.3.1 for discrete-time case and in Sect. 17.3.2 for continuous-time case. The main results and their proofs for a double integrator with linear feedback are presented in Sect. 17.4. This chapter is mainly based on our work [165, 168, 171].

17.2 Problem formulation In this chapter, as before,  denotes the standard saturation function introduced in Definition 2.19. In the case of discrete time, we consider systems of the form, x.k C 1/ D Ax.k/ C B.u.k// C Ew.k/;

(17.1)

where the state x, the control u, and the disturbance w are vector-valued signals of dimension n, m, and `, respectively. Here, k 2 ZC , w is a white-noise stochastic process with covariance matrix Q and mean 0; the initial condition x0 of (17.1) is a Gaussian random vector independent of w.k/ for all k > 0. In the case of continuous time, we consider the stochastic differential equation of the form dx.t/ D Ax.t/dt C B.u.t//dt C Edw.t/; (17.2) where once again the state x, the control u, and the disturbance w are vectorvalued signals of dimension n, m, and `, respectively. Here, w is a Wiener process (a process of ` independent Brownian motions) with mean 0 and rate Q, that is, VarŒw.t/ D Qt and the initial condition x0 of (17.2) is a Gaussian random vector which is independent of w. Its solution x is rigorously defined through Wiener integrals and is a Gauss-Markov process. See, for instance, [109]. An admissible feedback is a nonlinear feedback of the form u./ D f .x.//:

(17.3)

For discrete-time systems, we assume that f W Rn ! Rm is a continuous map with f .0/ D 0. On the other hand, for continuous-time systems, we assume that f is a Lipschitz-continuous mapping with f .0/ D 0. We can consider three versions of external stochastic stability. We define this for discrete-time systems. If a controller exists which achieves a bounded variance of the state for all possible covariance matrices Q of the white-noise stochastic process w, then we refer to this as global external stochastic stability. On the other hand, if for all M > 0 there exists a controller which achieves a bounded variance of the state for all possible covariance matrices Q with kQk < M of the white-noise stochastic process w, then we refer to this as semi-global external stochastic stability. Finally, if there exists a M and if there exists a controller which achieves a bounded variance of the state for all possible covariance matrices Q with kQk < M of the white-noise stochastic process w, then we refer to this

17.2 Problem formulation

803

as local external stochastic stability. In the continuous-time systems, we have the same definitions, but Q refers to the rate of the Wiener process instead of the covariance matrix. We are interested in the following problems:

Problem 17.1 Consider the system (17.1) for discrete time, and the system (17.2) for continuous time. Then, the simultaneous global internal stabilization and global external stochastic stabilization problem is to find an admissible feedback (17.3) such that the following properties hold: (i) In the absence of the external input w, the equilibrium point x D 0 of the controlled system (17.1)–(17.3) or (17.2) and (17.3) is globally asymptotically stable. (ii) The variance Var.x.k// or Var.x.t// of the state of the controlled system (17.1)–(17.3) or (17.2) and (17.3) is bounded over k > 0 or t > 0 for any Q > 0.

Problem 17.2 Consider the system (17.1) for discrete time, and the system (17.2) for continuous time. Then, the simultaneous global internal stabilization and semi-global external stochastic stabilization problem is, for any given M > 0, to find an admissible feedback (17.3) such that the following properties hold: (i) In the absence of the external input w, the equilibrium point x D 0 of the controlled system (17.1)–(17.3) or (17.2)–(17.3) is globally asymptotically stable. (ii) The variance Var.x.k// or Var.x.t// of the state of the controlled system (17.1)–(17.3) or (17.2) and (17.3) is bounded over k > 0 or t > 0 provided kQk < M . Problem 17.3 Consider the system (17.1) for discrete time, and the system (17.2) for continuous time. Then, the simultaneous global internal stabilization and local external stochastic stabilization problem is to find an M > 0 and an admissible feedback (17.3) such that the following properties hold: (i) In the absence of the external input w, the equilibrium point x D 0 of the controlled system (17.1)–(17.3) or (17.2) and (17.3) is globally asymptotically stable. (ii) The variance Var.x.k// or Var.x.t// of the state of the controlled system (17.1)–(17.3) or (17.2) and (17.3) is bounded over k > 0 or t > 0 provided kQk < M .

804

17 External stabilization with stochastic disturbances

Remark 17.4 Note that even for small Q, for all N > 0, the probability that kX.t/k > N will be small but nonzero (except for the trivial case when E D 0). Since the state is not bounded, it therefore makes sense to require global internal stability even in the case of local external stochastic stability. The fact that controllers exist that achieve global asymptotic stability in the absence of disturbances as described in condition (i) is well known and is discussed in Chap. 4. The main objective then is to look at the additional requirement on the variance of the state.

17.3 Open-loop neutrally stable systems The following result pertains to discrete-time open-loop neutrally stable systems:

Theorem 17.5 Consider the system (17.1) and suppose that .A; B/ is stabilizable while A is neutrally stable, i.e., the eigenvalues of A are in the closed unit disc and the eigenvalues on the unit circle have equal geometric and algebraic multiplicity. Then, there exists a linear feedback which solves the simultaneous global internal stabilization and global external stochastic stabilization problem as defined in Problem 17.1. The following theorem pertains to continuous-time systems:

Theorem 17.6 Consider the system (17.2) and suppose that .A; B/ is stabilizable while A is neutrally stable, i.e., the eigenvalues of A are in the closed left half plane and the eigenvalues on the imaginary axis have equal geometric and algebraic multiplicity. Then, there exists a linear feedback which solves the simultaneous global internal stabilization and global external stochastic stabilization problem as defined in Problem 17.1.

17.3.1 Proofs for the discrete-time case We first present a few little lemmas that we need later: Lemma 17.7 For any a 2 Rm and b 2 Rm and  > 1, we have   .a C b/0 .a C b/ > 1  1 a0 .a/  . C 1/kbk2 ; where  is the standard saturation function.

17.3 Open-loop neutrally stable systems

805

Proof : It is easily verified that for any ˛ 2 R and ˇ 2 R and n > 1, we have   .˛ C ˇ/.˛ C ˇ/ > 1  1 ˛.˛/  . C 1/ˇ 2 ; The vector case then follows immediately.

Lemma 17.8 For any convex function f W R ! R, we have f .x/ C f .x/ 6 f .y/ C f .y/ if jxj 6 jyj.

Proof : Assume without loss of generality that x and y are positive. The lemma follows from the fact that y x yCx f .y/ C f .y/ 2y 2y y Cx y x f .y/ C f .y/; f .x/ 6 2y 2y f .x/ 6

and adding these two inequalities. For ease of notation, we introduce the function F W Rm ! R defined by F .v/ D 2v 0 .v/:

(17.4)

The following property of F will be useful later and can be easily verified. Lemma 17.9 For all u 2 Rm , we have F .v/ > 2kvk 

m : 2

Using a simple basis transformation, we can assume without loss of generality that ! ! ! A11 B1 E1 0 AD ; BD ; ED 0 A22 B2 E2 with A11 asymptotically stable while A022 A22 D I . This is guaranteed by the fact that A is neutrally stable. Next, we consider the subsystem: x2 .t C 1/ D A22 x2 .t/ C B2 u.t/ C E2 w.t/:

(17.5)

806

17 External stabilization with stochastic disturbances

If we find an admissible feedback of the form u.t/ D f .x2 .t// which solves the simultaneous global internal stabilization and global external stochastic stabilization problem as defined in Problem 17.1 for the system (17.5), then it is easily verified that this controller also solves the same problem for the original system (17.1). Proof of Theorem 17.5 : Without loss of generality, using the above argument, we assume that the original system satisfies A0 A D I . Then, as in Sect. 4.6.1, Sect. 12.6, as well as Sect. 13.4, we consider a feedback of the form u.k/ D B 0 Ax.k/:

(17.6)

The general case of the theorem can then easily be established using the reduction to the system (17.5) as described earlier. If the system is not affected by noise, it is well known that the feedback (17.6) achieves asymptotic stability which is also easily verified by noting that V .x/ D x 0 x is a suitable Lyapunov function. In the derivation, we will make the role of the design parameter  explicit. However, we will show that the interconnection of (17.1) and (17.6) results in a bounded variance of the state independent of the choice of Q for any positive value of , i.e., we solve the global external stochastic stabilization problem. According to a crucial result of [113] presented in Lemma 17.16 and first used in the context of this problem in [116], it is sufficient to establish that there exist a; b; J > 0 such that for all k > 0: E Πkx.k C 1/k  kx.k/k j x.k/  6 a provided kx.k/k > J and i h E jkx.k C 1/k  kx.k/kj4 j x.k/ 6 b: However, we will actually establish that there exist a; b; J > 0 such that for all k > 0, E Πkx.k C n/k  kx.k/k j x.k/  6 a provided kx.k/k > J and i h E jkx.k C n/k  kx.k/kj4 j x.k/ 6 b;

(17.7)

(17.8)

where n is the dimension of the state space. Since it is trivial to verify that x.0/; : : : ; x.n1/ have a bounded variance, it is easily seen that (17.7) and (17.8) also guarantee that the variance of the state is bounded. In order to verify (17.8), we consider z.k/ D .A0 /k x.k/. It is easily verified (using that A0 A D I ) that we have z.k C 1/ D z.k/ C .A0 /kC1 B.u.k// C .A0 /kC1 Ew.k/:

17.3 Open-loop neutrally stable systems

807

This yields kz.k C 1/k 6 kz.k/k C kBk C kEkkw.k/k: We note that kz.k/k D kx.k/k, and hence, it is easily seen that we have kx.k C n/k 6 kx.k/k C nkBk C kEk

n1 X

kw.k C i /k:

i D0

This yields ˇ ˇ4 n1 ˇ ˇ X ˇ ˇ kw.k C i /kˇ 6 b E jkx.k C n/k  kx.k/kj j x.k/ 6 E ˇnkBk C kEk ˇ ˇ h

i

4

i D0

for a suitable b since all moments of w.k/ are bounded since it has a Gaussian distribution. Using the feedback (17.6), the dynamics (17.1), and the fact that A0 A D I , we note that there exists a N > 0 such that     E x.k C 1/0 x.k C 1/ j x.k/ 6 x.k/0 x.k/  F B 0 Ax.k/ C N

(17.9)

for all k using the notation (17.4) introduced before. Note that N depends on the covariance matrix Q. We find that   E x.k C n/0 x.k C n/ j x.k/ 6 x.k/0 x.k/ 

n1 X

    E F B 0 Ax.k C i / j x.k/ C nN: (17.10)

i D0

The following lemma presents a crucial inequality. Lemma 17.10 We have for i D 1; : : : ; n that      1  E F B 0 Ax.k C i / j x.k/ > i F B 0 Ai x.k/  M; 2

(17.11)

where M is a constant which depends on the covariance matrix Q but is independent of .

Proof : We first consider

  F B 0 At x.k C 1/

for some integer t > 1. We note that B 0 At x.k C 1/ D B 0 At C1 x.k/ C B 0 At Ew.k/  B 0 At B.B 0 Ax.k// : „ ƒ‚ … „ ƒ‚ … a

b

808

17 External stabilization with stochastic disturbances

Using Lemma 17.7 with  D 2, we get   F B 0 At x.k C 1/  2   > 12 F B 0 At C1 x.k/  3 B 0 At Ew.k/  B 0 At B.B 0 Ax.k// : Next, we note that for suitable M1 and M2 independent of t and , we have  2 3 B 0 At Ew.k/  B 0 At B.B 0 Ax.k// 6 M1 C M2 kw.k/k2 since the saturation function is bounded. Therefore,   F B 0 At x.k C 1/ >

1 F 2



 B 0 At C1 x.k/  M1  M2 kw.k/k2 : (17.12)

Since (17.12) is true for all k, we find that     F B 0 Aj x.k C i  j C 1/ > 12 F B 0 Aj C1 x.k C i  j /

 M1  M2 kw.k C i  j /k2 :

By repeatedly applying the above inequality starting with j D 1, we get i 1 X    1  F B 0 Ax.k C i / > i F B 0 Ai x.k/  2M1  M2 kw.k C i  j /k2 ; 2 j D0

and taking the conditional expectation and defining M D 2M1 C M2 trace Q; we find (17.11). Using the last lemma and (17.10), we find that   E x.k C n/0 x.k C n/ j x.k/ 6 x.k/0 x.k/ 

n1 X i D0

 1  0 i C1 z F B A x.k/ C M i 2

(17.13)

z which is independent of x and w and can be chosen independent for a suitable M of  provided we have a known upper bound for . Next, we note that since .A; B/ is controllable while A is invertible, the matrix

ˇB A 0

B 0 A2 :: : B 0 An

17.3 Open-loop neutrally stable systems

809

is injective which implies that there exists an ˛ (the smallest singular value of this matrix divided by n) such that for any x there exists a positive integer t 6 n such that kB 0 At xk > ˛kxk and then it is easily seen, using Lemma 17.9, that there exists a ˇ such that for any x 2 Rn we have n1 X i D0

where ˇ D

˛ . 2n

n1

X 1 1 m F .B 0 Ai C1 x/ > kB 0 Ai C1 xk  i C1 i 2 2i 1 2  i D0 m > 2ˇkxk  ; 

This yields

  m z: E kx.k C n/k2 j x.k/ 6 kx.k/k2  2ˇkx.k/k C C M  Using Jensen’s inequality, we obtain p E Œ kx.k C n/k2 j x.k/  r m z 6 kx.k/k2  2ˇkx.k/k C C M  6 kx.k/k  12 ˇ;

E Πkx.k C n/k j x.k/  6

provided

(

z ˇ m C M kx.k/k > J WD min ; ˇ 2

) :

Therefore, we note (17.8) is satisfied which completes the proof.

17.3.2 Proofs for the continuous-time case Proof of Theorem 17.6 : Without loss of generality, we assume that the original system satisfies A C A0 D 0. Then, as in Sect. 4.6.1, Sect. 12.6, as well as Sect. 13.4, we consider a feedback of the form u.t/ D B 0 x.t/:

(17.14)

The general case of the theorem can then easily be established using a reduction that ignores the asymptotically stable dynamics in a similar fashion as in the discrete-time case and as in Sect. 12.6.1.

810

17 External stabilization with stochastic disturbances

If the system is not affected by noise, it is well known that the feedback (17.14) achieves asymptotic stability which is also easily verified by noting that V .x/ D x 0 x is a suitable Lyapunov function. In order to prove external stochastic stability, we will show that the interconnection of (17.1) and (17.6) results in a bounded variance of the state independent of the rate Q of the Wiener process. We will make the role of the design parameter  explicit in the bounds obtained below but the global external stochastic stability is a property that is obtained independent of our choice for . We again rely on a crucial result of [113] as presented in Lemma 17.16. It is therefore sufficient to establish that there exist a; b; J > 0 such that for all t > 0, E Πkx.t C 1/k  kx.t/k j x.t/  6 a provided kx.t/k > J and i h E jkx.t C 1/k  kx.t/kj4 j x.k/ 6 b:

(17.15)

(17.16)

Since it is trivial to verify that x.t/; t 2 Œ0; 1/ has a bounded variance, it is easily seen from the results in [113] that (17.15) and (17.16) also guarantee that the variance of the state is bounded. In order to verify (17.16), we consider z.t/ D e At x.t/. It is easily verified that we have dz.t/ D e At B.u.k//dt C e At Edw.t/ which yields Zt C1 Zt C1 A e B.u.//d C e A Edw./: z.t C 1/ D z.t/ C t

t

We note that kz.t/k D kx.t/k (using that A C A0 D 0), and hence it is easily seen that we have kx.t C 1/k 6 kx.t/k C kBk C kv t k; where Zt C1 v t WD e A Edw./ t

is a Gaussian stochastic variable. This yields h i h i E jkx.t C 1/k  kx.t/kj4 j x.t/ 6 E jkBk C kv t kj4 j x.t/ 6 b for a suitable constant b using the fact that v t and x.t/ are independent. This establishes (17.15).

17.3 Open-loop neutrally stable systems

811

In order to establish (17.16), we will use the following lemma: Lemma 17.11 Assume that .A; B/ is controllable. Then there exist a constant ˇ such that for all , 1 2

Zt C1 F .B 0 e A.t / x.t//d > 2ˇkx.t/k 

m : 4

t

Proof : First, using Lemma 17.9, we obtain 1 2

Zt C1 Zt C1 0 A.t / F .B e x.t//d > kB 0 e A.t / x.t/kd  t

m 4 :

t

If there is no ˇ > 0 such that Zt C1 kB 0 e A.t / x.t/kd > 2ˇkx.t/k t

for all x.t/ 2 Rn , then there exists a sequence fxn g  Rn with kxn k D 1 such that Zt C1 kB 0 e A.t / xn kd ! 0; t

but then, let xx ¤ 0 be the limit of a convergent subsequence of fxn g. Then we have Zt C1 kB 0 e A.t / xxkd D 0 t

which implies that 0

B 0 e A s xx D 0 for all s 2 Œ1; 0. But controllability of .A; B/ implies that .B 0 ; A0 / is observable which yields a contradiction. To study the effect of the noise, we first note that x./ D e

A.t /

Z x.t/ C

e

A.s/

t

DW e A.t / x.t/ C v 1t ./

Z B.u.s//ds C

e A.s/ Edw.s/

t

(17.17)

812

17 External stabilization with stochastic disturbances

Moreover, we have dx 0 x D .2x 0 B.u/ C trace EQE 0 /dt C 2x 0 Edw using A C A0 D 0 and Itô’s lemma (see, for instance, [109]). This yields that   E x.t C 1/0 x.t C 1/ j x.t/ D x.t/0 x.t/ 2 t C1 3 Z  2 E 4 u./0 .u.//d j x.t/5 C trace EQE 0 ; t

where we used (17.14). We have 2 

Zt C1 Zt C1 0 u./ .u.//d D F .B 0 x.//d  t

t

Zt C1 >

1 F .B 0 e A.t / x.t// 2

 3kv 1t ./k2 d ;

t

where we used Lemma 17.7 with  D 2. This yields 2 t C1 3 Z Zt C1 0 2 1 E4 u./ .u.//d j x.t/5 > F .B 0 e A.t / x.t//  N  2 t

t

for some N > 0 since v 1t is, according to (17.17), the sum of a bounded term and a term independent of x.t/ with bounded moments. Combining the above with Lemma 17.11, we get   m C Nz E kx.t C 1/k2 j x.t/ D kx.t/k2  2ˇkx.t/k C 4 z > 0. for some appropriate N Using Jensen’s inequality, we obtain p E Œ kx.t C 1/k j x.t/  6 E Œ kx.t C 1/k2 j x.t/  r m C Nz 6 kx.t/k2  2ˇkx.t/k C 4 6 kx.t/k  12 ˇ provided

( kx.k/k > J WD min

m C 4 Nz ˇ ; 4ˇ 2

) :

Therefore, we note that (17.16) is satisfied which completes the proof.

17.4 Double-integrator system

813

17.4 Double-integrator system As a follow-up on our previous work in Chap. 14 as well as in [168], we consider here the canonical example of double integrator which has played an important role in obtaining a much needed insight as to what is possible and what is not in the presence of an input saturation: dx1 D x2 dt C e1 dw t dx2 D .u.t//dt C e2 dw t ;

(17.18)

where w t is a Wiener processes with mean 0 and rate Q. The initial condition .x1 .0/; x2 .0//0 is a Gaussian random vector which is independent of w t . As discussed in Chap. 14, it is well known that any linear controller which asymptotically stabilizes the above linear system without the saturation element will still internally stabilize the system with the saturation function present, i.e., any controller of the form u D k1 x1  k2 x2

(17.19)

will achieve global internal stability (when w  0) provided k1 > 0 and k2 > 0. This can be easily verified using the Lyapunov function: k1 xZ1 k2 x2

V .x1 ; x2 / D

./d C

k1 0 2 x2 x2 :

(17.20)

0

As such, we rewrite (17.18) with u D k1 x1  k2 x2 for positive k1 and k2 as ( dx1 D x2 dt C e1 dw t (17.21) dx2 D .k1 x1  k2 x2 /dt C e2 dw t : At first, we consider the simultaneous global internal stabilization and global external stochastic stabilization as defined in Problem 17.1 for the double-integrator system as given in (17.18) while utilizing the linear state feedback law (17.19) that is for the system (17.21). In this regard, we obtain a negative result that says that global external stochastic stability cannot be achieved with any k1 > 0 and k2 > 0 whenever e2 ¤ 0. Theorem 17.12 Consider the double-integrator system (17.21) which utilizes linear state feedback. Then, any k1 > 0 and k2 > 0 will result in an unbounded variance of the state for Q large enough whenever e2 ¤ 0. Explained in simple words, the above theorem states that global internal stability does not imply the global external stability. Moreover, it shows that simultaneous global internal stabilization and global external stochastic stabilization as

814

17 External stabilization with stochastic disturbances

defined in Problem 17.1 is impossible to achieve for the double integrator. The above theorem does not, however, exclude the possibility of achieving local or semi-global external stochastic stabilization as we discuss shortly. We proceed next to prove Theorem 17.12. Proof : We first use a change of variables, y1 ./ D k1 x1 . kk21 / C k2 x2 . kk21 /; y2 ./ D k2 x2 . kk21 /; while w./ z D

q

k1 k2

 w



k2  k1

:

We note that w z (like w) is Wiener process with mean 0 and rate Q. This allows us to rewrite the system (17.21) as dy1 ./ D y2 ./d  .y1 .//d C ez1 dw./ z dy2 ./ D .y1 .//d C ez2 dw./; z

(17.22)

where D and ez1 D

q

k2 .k1 e1 k1

k22 ; k1

C k2 e2 /;

ez2 D

q

k2 k e : k1 2 2

Next, we look at the Lyapunov function V defined in (17.20) which in our new coordinates reduces to the form Zy1 V .y1 ; y2 / D

./d C

1 0 2 y2 y2 :

(17.23)

0

We define y D .y1 ; y2 /. We consider two cases. If jy1 j 6 1, we find that   z e1 C 1 y2 ez2 dw dV D .y1 /2 d C .y1 /z   C ez1 Qz e10 C 1 ez2 Qz e20 d; (17.24) while for jy1 j > 1, we get   dV D .y1 /2 d C .y1 /z z C 1 ez2 Qz e1 C 1 y2 ez2 dw e20 d:

(17.25)

Note that in the above two equations, the last term is the special correction term that comes from Itô’s lemma. For details, we refer to [109].

17.4 Double-integrator system

815

Combining the above, we find the lower bound, Zt EŒV .y.t// > EŒV .y.t0 // 

Zt d C

t0

1 ez Qz e20 d:  2

t0

It is clear that V 6 kyk2 . Using the above lower bound, we find VarŒy is unbounded whenever e20 > 2 : ez2 Qz Here, we used that VarŒy D E kyk2 given that y has mean zero. The above clearly means that for any given controller, there exist stochastic disturbances with sufficiently large variance that will result in an unbounded variance for the state. The only possible exception is when e2 D 0. Finally, note that if the variance of y is unbounded, then we clearly also have the variance of x unbounded. The above theorem clearly states that the simultaneous global internal stabilization and global external stochastic stabilization as defined in Problem 17.1 is impossible to achieve for the double-integrator system with linear feedback. This prompts us to examine for the double-integrator system the simultaneous global internal stabilization and semi-global external stochastic stabilization problem as defined in Problem 17.2. In this connection, we have a positive result, namely if Q has a known upper bound, we can always find k1 and k2 for which the states will have a bounded variance. This result has only been obtained for a particular case of double-integrator systems where e2 D 0, i.e., we consider the system, ( dx1 D x2 dt C dw t (17.26) dx2 D .k1 x1  k2 x2 /dt; where k1 and k2 are positive real numbers, w t is a Wiener process with mean 0 and rate q, and the initial condition .x1 .0/; x2 .0//0 is a Gaussian random vector which is independent of w t . We have the following results:

Theorem 17.13 Consider the system (17.26). For any a priori given qx > 0, there exist k1 > 0 and k2 > 0 such that the state has a bounded variance for any w t with q 6 qx.

Theorem 17.14 Consider the system (17.26). For any k1 > 0 and k2 > 0, there exists a qx > 0 such that for any w t with q < qx, the closed-loop state has a bounded variance.

816

17 External stabilization with stochastic disturbances

We conjecture that the above two theorems are also correct for the more general case of system 17.21 with e2 ¤ 0. In other words, we claim that for any k1 > 0 and k2 > 0, we achieve local external stochastic stability while we can achieve semi-global external stochastic stability by suitable chosen linear feedbacks. Theorems 17.13 and 17.14 are an immediate consequence of the following proposition:

Proposition 17.15 Consider the system (17.26). For any given q > 0, VarŒx is bounded if kk22 > 16q. 1

Proof : Define kZ1 x1

V .x1 ; x2 / D

k1 x1ZCk2 x2

.s/ds C k1 x22 :

.s/ds C 0

(17.27)

0

We have kxk2 6

2.V C 1/2 C 2V : k1

Therefore, VarŒx is bounded if EŒV r  is bounded for r 2 .0; 3/. Thanks to Lemma 17.16 in Appendix, it suffices to show that there exist a > 0, b > 0, and J > 0 such that (i) EŒV .t C 1/  V .t/ j V .t/ 6 a on the event that V .t/ > J ; (ii) EŒjV .t C 1/  V .t/j4 j V .t/ 6 b. From Itô’s formula, we have dV D Œk1 x2 dt C k1 dw t .k1 x1 / C Œk1 x2 dt C k1 dw t  k2 .k1 x1 C k2 x2 /dt.k1 x1 C k2 x2 / X 2 @ V  2k1 x2 .k1 x1 C k2 x2 /dt C dxi dxj : @x @x i;j

i

j

Then dV D k2  2 .k1 x1 C k2 x2 /2 dt C k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 /dt X 2 @ V C Œk1 .k1 x1 / C k1 .k1 x1 C k2 x2 /dw t C @xi @xj dxi dxj : i;j

17.4 Double-integrator system

817

Consider the Itô correction term, X 2 @ V @ 2 @xi @xj dxi dxj D @x1 Œk1 .k1 x1 / C k1 .k1 x1 C k2 x2 /dx1 i;j

C 2 @x@2 Œk1 .k1 x1 C k2 x2 /dx1 dx2 C 2k1 dx22 8 0; jk1 x1 j > 1 & jk1 x1 C k2 x2 j > 1 ˆ ˆ ˆ 2 < jk1 x1 j 6 1 & jk1 x1 C k2 x2 j > 1 k ; D 12 ˆ k ; jk1 x1 j > 1 & jk1 x1 C k2 x2 j 6 1 ˆ ˆ : 12 2k1 ; jk1 x1 j 6 1 & jk1 x1 C k2 x2 j 6 1: Therefore, we have dV 6  t dt C v t dw t C 2k12 qdt; where v t WD k1 .k1 x1 / C k1 .k1 x1 C k2 x2 / andv  t WD k2  2 .k1 x1 C k2 x2 /2 C k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 /:v Note that  t 6 0. Then ˇ ˇ t C1 ˇ ˇZ ˇ ˇ ˇ v t dw t ˇˇ C 2k12 q: jV .t C 1/  V .t/j 6 ˇ ˇ ˇ t

We first prove item (ii). It suffices to prove that there exists a J such that 2ˇ ˇ4 3 ˇ Zt C1 ˇ ˇ ˇ 7 6ˇ E 4ˇ v t dw t ˇˇ 5 6 J: ˇ ˇ t

Define Ws D

Rs t

v dw . We have dWs D vs dws . Define Ys D Ws4 . Then dYs D 4Ws3 vs dws C 12Ws2 vs2 ds:

Hence, we have 2 t C1 3 Z Zt C1   2 2 5 2 4 E ŒY t C1  D 12 E Ws vs ds 6 24k1 E Ws2 ds: t

t

818

17 External stabilization with stochastic disturbances

From Itô isometry, we have, for s 2 Œt; t C 1, 20 2 s 12 3 3 Zs Z  2 6@ 7 E Ws D E 4 v t dw t A 5 D E 4 v 2t dt 5 6 4k12 : t

Therefore,

t

2ˇ ˇ4 3 ˇ ˇ Zt C1 ˇ 7 ˇ 6ˇ E 4ˇ v t dw t ˇˇ 5 D E ŒY t C1  6 96k14 :v ˇ ˇ t

It remains to show item (i). Define c D maxf8k1 q; k12 g. We have two cases: Case 1: x2 .t/ > c C 1. This implies that x2 > c for Œt; t C 1. (i) If jk1 x1 C k2 x2 j > 12 , we have  k2  2 .k1 x1 C k2 x2 / C k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 / k2 6 k2  2 .k1 x1 C k2 x2 / 6  6 4k12 qI 4 (ii) if jk1 x1 C k2 x2 j 6 12 , we have  k2  2 .k1 x1 C k2 x2 / C k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 / 1 6 k1 x2 Œ.k1 x1 /  .k1 x1 C k2 x2 / 6  k1 x2 .k2 x2 / 6 4k12 q: 2 In either possibility, we shall have EŒ t  6 4k12 q: Case 2: jx2 .t/j 6 c C 1. This implies that jx2 j 6 c C 2 in Œt; t C 1. Let J0 > 0 be such that for any t > J0 Z1 t

p1 e 2q



s2 2q

ds 6

1 ; 2

17.4 Double-integrator system

819

and let J be such that

) V .t/ > J ) jx1 .t/j > jx2 .t/j 6 c C 1

k2 .cC2/CJ0 C1 k1

Without loss of generality, we assume that x1 .t/ > for s 2 Œt; t C 1,

C c C 2:

k2 .cC2/CJ0 C1 k1

C c C 2. Then

k1 x1 .s/ C k2 x2 .s/ D M1 .s/ C M2 .s/; where Zs M1 .s/ D k1 x1 .t/ C k2 x2 .s/ C k1

Zs x2 ./d;

M2 .s/ D

t

Note that given x1 .t/ > s 2 Œt; t C 1,

k2 .cC2/CJ0 C1 k1

dw : t

C c C 2 and jx2 .s/j 6 c C 2, we have for

M1 .s/ > J0 C 1: Hence, k1 x1 .s/ C k2 x2 .s/ 2 Œ1; 1 implies that M2 .s/ 6 J0 , which yields that PŒk1 x1 .s/ C k2 x2 .s/ 2 Œ1; 1 j V .t/ > J  6 PŒM.s/ 6 J0 : This implies that Z1

2

EΠ.k1 x1 .s/ C k2 x2 .s// j V .t/ > J  > 1 

p1 e 2q



s2 2q ds

>

J0

Therefore, EΠt  6 k2 EΠ2 .k1 x1 .s/ C k2 x2 .s// 6  k22 6 8k12 q: In summary, for

k2 k12

> 16q, we find in both cases that EΠt  6 4k12 q:

Therefore, EŒV .t C 1/  V .t/ j V .t/ > J  D  t C 2k12 q 6 2k1q : This completes the proof.

1 : 2

820

17.A

17 External stabilization with stochastic disturbances

Appendix

We recall here a crucial lemma proved in [113]. Lemma 17.16 Let Xn be random variables and fFn g be the filtration to which fXn g is adapted and suppose that there exist constants a > 0, J and V < 1, and p > 2 such that X0 < J and for all n E.XnC1  Xn j Fn / < a; and

on the event that fXn > J g

E.jXnC1  Xn jp j Fn / 6 V:

(17.28) (17.29)

Then, for any r 2 .0; p 1/, there is a c D c.a; J; V; p; r/ such that E.XnC /r < c for all n.

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Index k  k1 , 14 k  k2 , 14 k  k1 , 14 k  kp , 14 admissible set of initial conditions, 405 algebraic Riccati equation H2 continuous-time, 140 discrete-time, 146 H1 continuous-time, 153 discrete-time, 159 ANCBC, 112 asymptotically null controllable, 115 bounded solution, 30 uniformly, 30 uniformly ultimately, 30 CC ; C 0 ; C  , 6 C0 , 43 c0 , 43 C ; C  ; C ˚ , 6 C0 ; C˝ , 6 CICS, 43 Cn , 284 constrained output, 403 constraint infinite zeros, 410 constraint invariant zeros, 409 constraints minimum phase, 409 weakly, 409 non-minimum phase strongly, 409 weakly, 409 non-right invertible, 408 weakly, 408 right invertible, 408

critically stable, 617 critically unstable, 112 deadzone, 374 decrescent, 32 degenerate system, 62 delay, 283 detectable strongly controllable subspace, 70 direct sum, 10 disturbances input-additive, 609 non-input-additive, 609 eigenvalue algebraic multiplicity, 8 geometric multiplicity, 8 simple, 8 eigenvector generalized, 8 elementary divisors, 63 energy signal, 14 equilibrium, 28 isolated, 28 external stability, 607 finite gain Lp -stable, 39 finite gain `p -stable, 39 finite zero structure, 68 global stabilization measurement feedback, 116 state feedback, 115 H2 norm, 21 H1 norm, 24 high gain, 119 infinite zero structure, 68 injective, 7

A. Saberi et al., Internal and External Stabilization of Linear Systems with Constraints, Systems & Control: Foundations & Applications, DOI 10.1007/978-0-8176-4787-2, © Springer Science+Business Media New York 2012

835

836

input-decoupling zero, 67 invariant factor, 62 invariant factors, 8 invariant subspace, 11 invariant zero algebraic multiplicity, 64 geometric multiplicity, 64 semi-simple, 64 simple, 64 invariant zeros, 63 inverse generalized, 8 left, 61 Moore–Penrose, 8 right, 61 system, 61 ISS, 607 Lyapunov function, 668 Jordan form, 7 K, 32 K1 , 32 L1 , 13 `1 , 13 Lp , 13 `p , 13 Lp -gain, 39 `p -gain, 39 Lp -stable, 37 arbitrary initial conditions, 40 bias, 41 `p -stable, 37 arbitrary initial conditions, 40 bias, 41 `p Œk0 ; 1/, 14 Lp;q .D/, 615 Lp Œt0 ; 1/, 14 low gain, 119, 254 low-and-high gain, 166 magnitude+rate operator, 383 maximal controllable frequency, 287 modal subspace, 11

Index

negative definite locally, 32 negative semi-definite locally, 32 neutrally stable systems, 206 norm H2 norm, 21 H1 norm, 24 RMS norm, 17 normal rank, 7, 63 order of magnitude, 32 orthogonal projection, 8 output-decoupling zero, 67 Parseval’s theorem, 16 positive definite, 32, 33 locally, 32 positive definiteness of a partitioned matrix, 9 positive semi-definite locally, 32 positive semi-definiteness of a partitioned matrix, 9 radially unbounded, 33 recoverable region, 498 region of attraction, 29 Rg .˙/, 70 RMS norm, 17 Rosenbrock system matrix, 62 sandwich systems, 539 sat.s/, 26 sat .s/, 26 .s/, 26  .s/, 26 z .s/, 27 1 ;2 , 384 x1 ;2 , 384 saturation magnitude, 383 rate, 383 saturation function, 27 magnitude+rate, 383

Index

standard, 26 semi-global practical stabilization robust, 348, 349, 361, 362 semi-global stabilization measurement feedback, 117 robust, 348, 349, 361, 362 state feedback, 117 Sg .˙/, 70 1 ;2 , 385 x1 ;2 , 385 simultaneous external and internal stability, 609 Smith canonical form, 62 stabilizable weakly unobservable subspace, 70 stable, 29 asymptotically, 29 uniformly, 29 exponentially, 30 globally asymptotically, 30 uniformly, 30 globally exponentially, 31 input to state, 607

837

uniformly, 29 stochastic stability, 803 strongly controllable, 71 strongly controllable subspace, 70 strongly observable, 71 surjective, 7 system matrix, 62 taxonomy of constraints, 402 type one constraints, 410 uncertainty input-additive, 339 matched, 339 unmatched, 339 unimodular, 62 unstable, 29 Vg .˙/, 70 weakly unobservable subspace, 70 zero polynomial, 62